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Volumn 27, Issue 1, 2005, Pages 53-67

On suboptimality of the Hodrick-Prescott filter at time series endpoints

Author keywords

Hodrick Prescott filter; Recent cyclical components; Revision error

Indexed keywords


EID: 13844267776     PISSN: 01640704     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmacro.2003.09.003     Document Type: Article
Times cited : (114)

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  • 8
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.