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On adjusting the HP-Filter for the frequency of observations
Ravn, Morten O., (2001)
Nonparametric and semiparametric methods in econometrics and statistics : proceedings of the fifth International Symposium in Economic Theory and Econometrics ; [held at Duke University on May 18-20, 1988]
Barnett, William A., (1991)
Kausalanalyse makroökonomischer Zusammenhänge mit latenten Variablen : mit einer empirischen Untersuchung des Transmissionsmechanismus monetärer Impulse
Hillmer, Matthias, (1993)
Inference on power law spatial trends
Robinson, Peter M., (2011)
Modeling memory of economic and financial time series
Robinson, Peter M., (2005)
Robust covariance matrix estimation : "HAC" estimates with long memory/antipersistence correction
Robinson, Peter M., (2004)