Narrow search
Showing 1 - 4 of 4
Cover Image
A new method for specifying the tuning parameter of l1 trend filtering
Yamada, Hiroshi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 4, pp. 1-8
Persistent link: https://www.econbiz.de/10011965278
Cover Image
A trend filtering method closely related to l1 trend filtering
Yamada, Hiroshi - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1413-1423
Persistent link: https://www.econbiz.de/10011950263
Cover Image
Estimating the trend in US real GDP using the l1 trend filtering
Yamada, Hiroshi - In: Applied economics letters 24 (2017) 10/12, pp. 713-716
Persistent link: https://www.econbiz.de/10011714160
Cover Image
L1 common trend filtering
Yamada, Hiroshi; Bao, Ruoyi - In: Computational economics 59 (2022) 3, pp. 1005-1025
Persistent link: https://www.econbiz.de/10013169212