Quantile regression version of Hodrick-Prescott filter
Year of publication: |
2023
|
---|---|
Authors: | Yamada, Hiroshi |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 64.2023, 4, p. 1631-1645
|
Subject: | Hodrick-Prescott filter | Penalized regression | Quantile regression | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Schätzung | Estimation |
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