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The boosted Hodrick‐Prescott filter is more general than you might think.

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Title: The boosted Hodrick‐Prescott filter is more general than you might think.
Authors: Mei, Ziwei1 (AUTHOR), Phillips, Peter C. B.2,3,4 (AUTHOR), Shi, Zhentao1 (AUTHOR) zhentao.shi@cuhk.edu.hk
Source: Journal of Applied Econometrics. Nov2024, Vol. 39 Issue 7, p1260-1281. 22p.
Database: Mathematics Source
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        Value: 10.1002/jae.3086
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        Text: English
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        PageCount: 22
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      – TitleFull: The boosted Hodrick‐Prescott filter is more general than you might think.
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              Text: Nov2024
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