Boosting: why you can use the HP filter
by Peter C. B. Phillips and Zhentao Shi
| Year of publication: |
2019
|
|---|---|
| Authors: | Phillips, Peter C. B. ; Shi, Zhentao |
| Publisher: |
New Haven, Connecticut : Cowles Foundation for Research in Economics, Yale University |
| Subject: | Boosting | Cycles | Empirical macroeconomics | Hodrick-Prescott filter | Machine learning | Non-stationary time series | Trends | Unit root processes | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Einheitswurzeltest | Unit root test |
freely available
| Extent: | 1 Online-Ressource (circa 57 Seiten) Illustrationen |
|---|---|
| Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 2195818-X. - Vol. no. 2212 (December 2019) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | This paper is an updated and revised version of an earlier working paper entitled "Boosting the Hodrick Prescott Filter" |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012132071