Effects of the Hodrick-Prescott filter on trend and difference stationary time series
type: Item
instance of: scholarly article
title: Effects of the Hodrick-Prescott filter on trend and difference stationary time series
zbMATH Open document ID: 0875.90216
DOI: 10.1016/0165-1889(93)00781-X
author: Timothy Cogley
author: James M. Nason
publication date: 1997-02-27T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 983697
zbMATH Keywords: Business fluctuations
zbMATH Keywords: Time series models
zbMATH Keywords: Model evaluation and testing
MaRDI profile type: Publication
cites work: Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz
cites work: Technical progress and aggregate fluctuations
cites work: Low frequency filtering and real business cycles
cites work: Time to Build and Aggregate Fluctuations
cites work: Spurious Periodicity in Inappropriately Detrended Time Series
cites work: Current developments in time series modelling
full work available at URL: 0165-1889(93)00781-x
OpenAlex ID: W2020979127
published in: Journal of Economic Dynamics and Control
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description: scientific article; zbMATH DE number 983697