Similar Search Results - EconBiz

Boosting: why you can use the HP filter

Phillips, Peter C. B.; Shi, Zhentao - 2019

Persistent link: https://www.econbiz.de/10012132071

Boosting the Hodrick-Prescott filter

Phillips, Peter C. B.; Shi, Zhentao - 2019

Persistent link: https://www.econbiz.de/10012062406

Business cycles, trend elimination, and the HP filter

Phillips, Peter C. B.; Jin, Sainan - 2015

Persistent link: https://www.econbiz.de/10011312319

Business Cycles, Trend Elimination, and the HP Filter

Phillips, Peter C. B. - 2015

Whittaker (1923) and popularized in economics in a particular form by Hodrick and Prescott (1980/1997; HP). A limit theory is …' process. Simulations reveal that the lambda = O(n^4) limit theory provides a good approximation to the actual HP filter for …

Persistent link: https://www.econbiz.de/10013020491

Asymptotics for linear processes

Phillips, Peter C. B.; Solo, Victor - 1992

Persistent link: https://www.econbiz.de/10000872825

Linear regression limit theory for nonstationary panel data

Phillips, Peter C. B.; Moon, Hyungsik Roger - 1997

Persistent link: https://www.econbiz.de/10000966051

Model selection in partially nonstationary vector autoregressive processes with reduced rank structure

Chao, John C.; Phillips, Peter C. B. - 1997

Persistent link: https://www.econbiz.de/10000966052

Bayes methods for trending multiple time series with an empirical application to the US economy

Phillips, Peter C. B. - 1992

Persistent link: https://www.econbiz.de/10000848865

Time series modeling with a Bayesian frame of reference : concepts, illustrations and asymptotics

Phillips, Peter C. B.; Ploberger, Werner - 1992

Persistent link: https://www.econbiz.de/10000852460

An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy

Xiao, Zhijie; Phillips, Peter C. B. - 1997

Persistent link: https://www.econbiz.de/10000974391

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