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Boosting: why you can use the HP filter
Phillips, Peter C. B.; Shi, Zhentao - 2019
Persistent link: https://www.econbiz.de/10012132071
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Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.; Shi, Zhentao - 2019
Persistent link: https://www.econbiz.de/10012062406
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Boosting the HP filter for trending time series with long range dependence
Biswas, Eva; Sabzikar, Farzad; Phillips, Peter C. B. - 2022
Persistent link: https://www.econbiz.de/10013464252
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The boosted HP filter is more general than you might think
Mei, Ziwei; Phillips, Peter C. B.; Shi, Zhentao - 2022
Persistent link: https://www.econbiz.de/10013464254