Showing 141 - 150 of 21,178
Persistent link: https://www.econbiz.de/10011759821
Persistent link: https://www.econbiz.de/10011746918
Persistent link: https://www.econbiz.de/10011748779
Persistent link: https://www.econbiz.de/10011745936
Persistent link: https://www.econbiz.de/10011708491
Persistent link: https://www.econbiz.de/10012423169
Persistent link: https://www.econbiz.de/10011818346
Persistent link: https://www.econbiz.de/10011978256
Persistent link: https://www.econbiz.de/10011900443
This note gives a fairly complete statistical description of the Hodrick-Prescott Filter (1997), originally proposed by Leser (1961). It builds on an approach to seasonal adjustment suggested by Leser (1963) and Schlicht (1981, 1984). A moments estimator for the smoothing parameter is proposed...
Persistent link: https://www.econbiz.de/10010440442