Ridge regression representations of the generalized Hodrick-Prescott filter (Q2832979)

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scientific article; zbMATH DE number 6653180
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Ridge regression representations of the generalized Hodrick-Prescott filter
scientific article; zbMATH DE number 6653180

    Statements

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    15 November 2016
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    Hodrick-Prescott filter
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    ridge regression
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    Whittaker-Henderson method of graduation
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    Ridge regression representations of the generalized Hodrick-Prescott filter (English)
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