An explicit formula for the smoother weights of the Hodrick-Prescott filter
Hiroshi Yamada, Fatima Tuj Jahra
| Year of publication: |
2019
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|---|---|
| Authors: | Yamada, Hiroshi ; Jahra, Fatima Tuj |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 23.2019, 5, p. 1-10
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| Subject: | hodrick-prescott filter | pentadiagonal toeplitz matrix | smoother weights | whittaker-henderson method of graduation | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2018-0035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012198467