Pages that link to "Item:Q4639096"
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The following pages link to Several least-squares problems related to the Hodrick–Prescott filtering (Q4639096):
Displaying 16 items.
- Exact formulas for the Hodrick-Prescott filter (Q73810) (← links)
- On the functional Hodrick-Prescott filter with non-compact operators (Q254482) (← links)
- On fractional filtering versus conventional filtering in economics (Q718193) (← links)
- Distortionary effects of the optimal Hodrick--Prescott filter (Q1274431) (← links)
- 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)
- The Hodrick-Prescott filter: a special case of penalized spline smoothing (Q1952084) (← links)
- Using HP filtered data for econometric analysis: some evidence from Monte Carlo simulations (Q2474711) (← 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)
- A small but practically useful modification to the Hodrick–Prescott filtering: A note (Q4586578) (← links)
- TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS (Q5081787) (← links)
- (Q5701722) (← links)
- A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER (Q5859559) (← links)
- Explicit formulas for the smoother weights of the Whittaker–Henderson graduation of order 1 (Q5866056) (← links)