Three new empirical perspectives on the Hodrick-Prescott parameter
Year of publication: |
2010
|
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Authors: | Fukuda, Kosei |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 39.2010, 3, p. 713-731
|
Subject: | Hodrick-Prescott filter | Bayes-Statistik | Bayesian inference | Statistische Methode | Statistical method | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Theorie | Theory |
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