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This note gives a fairly complete statistical description of the Hodrick-Prescott Filter (1997) which has been proposed in the context of my seasonal adjustment method (Schlicht 1981, 1984). A statistics estimator for the smoothing parameter is proposed that is asymptotically equivalent to the...
Persistent link: https://www.econbiz.de/10005703010
Remarks at the Dutchess County Regional Chamber of Commerce, Fishkill, New York.
Persistent link: https://www.econbiz.de/10010724996
Remarks by President Dudley at the Brooklyn Chamber of Commerce Brooklyn Borough Hall, Brooklyn, New York.
Persistent link: https://www.econbiz.de/10010725028
Remarks at the State University of New York at New Paltz, New Paltz, New York.
Persistent link: https://www.econbiz.de/10010725041
Remarks by President Dudley at the Brooklyn Chamber of Commerce Brooklyn Borough Hall, Brooklyn, New York.
Persistent link: https://www.econbiz.de/10009146830
Remarks at the State University of New York at New Paltz, New Paltz, New York.
Persistent link: https://www.econbiz.de/10009141719
Remarks at the Dutchess County Regional Chamber of Commerce, Fishkill, New York.
Persistent link: https://www.econbiz.de/10009141720