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. |
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| 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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