A small but practically useful modification to the Hodrick–Prescott filtering: A note (Q4586578)
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scientific article; zbMATH DE number 6800913
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A small but practically useful modification to the Hodrick–Prescott filtering: A note |
scientific article; zbMATH DE number 6800913 |
Statements
A small but practically useful modification to the Hodrick–Prescott filtering: A note (English)
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27 October 2017
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Hodrick-Prescott filtering
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ridge regression
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trend component
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Whittaker-Henderson method of graduation
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