Constructing confidence bands for the Hodrick-Prescott filter
David E. Giles
| Year of publication: |
2012
|
|---|---|
| Authors: | Giles, David E. A. |
| Publisher: |
Victoria, BC |
| Subject: | Hodrick-Prescott filter | time-series decomposition | confidence bands | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Extent: | Online-Ressource (9 S.) graph. Darst. |
|---|---|
| Series: | Econometrics working paper : EWP. - Victoria, BC : [Verlag nicht ermittelbar], ISSN 1485-6441, ZDB-ID 2680632-0. - Vol. 1202 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009612920