Pages that link to "Item:Q1952084"
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The following pages link to The Hodrick-Prescott filter: a special case of penalized spline smoothing (Q1952084):
Displaying 15 items.
- Exploring US business cycles with bivariate loops using penalized spline regression (Q429548) (← links)
- Extensions of saddlepoint-based bootstrap inference (Q741159) (← links)
- Inverting the Hodrick-Prescott filter (Q1872053) (← links)
- Using HP filtered data for econometric analysis: some evidence from Monte Carlo simulations (Q2474711) (← links)
- Selecting the tuning parameter of the \(\ell_1\) trend filter (Q2691645) (← links)
- A new method for specifying the tuning parameter of \(\ell_1\) trend filtering (Q2691769) (← links)
- An explicit formula for the smoother weights of the Hodrick-Prescott filter (Q2697061) (← links)
- Ridge regression representations of the generalized Hodrick-Prescott filter (Q2832979) (← links)
- On a graduation problem involving both the Hodrick-Prescott filter and optimal spline smoothing (Q2888991) (← links)
- Estimation of the Smoothing Parameters in the HPMV Filter (Q3007939) (← links)
- Parametrizations, weights, and optimal prediction (Q5079449) (← links)
- TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS (Q5081787) (← links)
- Dynamic functional data analysis with non-parametric state space models (Q5128569) (← links)
- Estimating the Smoothing Parameter in the So-called Hodrick-Prescott Filter (Q5695133) (← links)
- A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER (Q5859559) (← links)
