The Hodrick-Prescott filter, a generalization, and a new procedure for extracting an empirical cycle from a series
Jonanthan J. Reeves; Conrad A. Blyth; Christopher M. Triggs; John P. Small
| Year of publication: |
2000 ; [Elektronische Ressource]
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| Authors: | Reeves, Jonathan J. ; Blyth, Conrad Alexander ; Triggs, Christopher M. ; Small, John P. |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 4.2000, 1, p. 1-16
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| Subject: | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Nichtlineare Optimierung | Nonlinear programming | Statistische Methodenlehre | Statistical theory | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Extent: | ill |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzung: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001773101