A property of the Hodrick-Prescott filter and its application
Neslihan Sakarya, Robert M. de Jong
| Year of publication: |
2020
|
|---|---|
| Authors: | Sakarya, Neslihan ; Jong, Robert M. de |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 36.2020, 5, p. 840-870
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466619000331 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012307241