Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter
Year of publication: |
2003-11-07
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Authors: | Iannaccone, Roberto ; Otranto, Edoardo |
Institutions: | EconWPA |
Subject: | smoothing parameter | cubic spline | state-space model | irregular surveys |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - PDF; pages: 20. PDF document submitted via ftp 20 pages |
Classification: | C1 - Econometric and Statistical Methods: General ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C5 - Econometric Modeling |
Source: |
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