The Hodrick-Prescott filter: a special case of penalized spline smoothing (Q1952084)
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scientific article; zbMATH DE number 6166527
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Hodrick-Prescott filter: a special case of penalized spline smoothing |
scientific article; zbMATH DE number 6166527 |
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The Hodrick-Prescott filter: a special case of penalized spline smoothing (English)
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27 May 2013
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semiparametric model
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parametric bootstrap confidence interval
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saddlepoint approximation
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econometric smoothing
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gross national product
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0.9193708
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0.9120381
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0.9062251
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0.8948868
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0.87515485
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0.8711625
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