Constructing confidence bands for the Hodrick-Prescott filter
Year of publication: |
2013
|
---|---|
Authors: | Giles, David E. A. |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 4/6, p. 480-484
|
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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