Pages that link to "Item:Q5081787"
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The following pages link to TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS (Q5081787):
Displaying 4 items.
- Effects of the Hodrick-Prescott filter on trend and difference stationary time series (Q1349593) (← links)
- Reconciling output gaps: unobserved components model and Hodrick-Prescott filter (Q1655554) (← links)
- Extracting business cycles with three filters: A comparative study and application in the case of China (Q6076799) (← links)
- Fast and locally adaptive Bayesian quantile smoothing using calibrated variational approximations (Q6089226) (← links)