Detrending economic time series : a Bayesian generalization of the Hodrick-Prescott filter
Year of publication: |
2006
|
---|---|
Authors: | Trimbur, Thomas M. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 25.2006, 4, p. 247-273
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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