A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER
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Publication:5859559
DOI10.1017/S0266466619000379zbMath1462.62741OpenAlexW3013720065MaRDI QIDQ5859559
Publication date: 16 April 2021
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466619000379
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15) Economic time series analysis (91B84)
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