The Hodrick-Prescott filter: a special case of penalized spline smoothing
type: Item
instance of: scholarly article
title: The Hodrick-Prescott filter: a special case of penalized spline smoothing
zbMATH Open document ID: 1329.62200
DOI: 10.1214/10-EJS570
author: Yanyan Li
published in: Electronic Journal of Statistics
publication date: 2013-05-27T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ejs/1284557751
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62F25
Mathematics Subject Classification ID: 62F40
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6166527
zbMATH Keywords: semiparametric model
zbMATH Keywords: parametric bootstrap confidence interval
zbMATH Keywords: saddlepoint approximation
zbMATH Keywords: econometric smoothing
zbMATH Keywords: gross national product
describes a project that uses: SemiPar
describes a project that uses: ElemStatLearn
MaRDI profile type: Publication
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OpenAlex ID: W2103360891
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description: scientific article; zbMATH DE number 6166527