The spectral analysis of the Hodrick–Prescott filter
Year of publication: |
2021
|
---|---|
Authors: | Sakarya, Neslihan ; Jong, Robert M. |
Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 43.2021, 3 (16.09.), p. 479-489
|
Publisher: |
Wiley |
Saved in:
Online Resource
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