The Econometrics of the Hodrick-Prescott Filter
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Từ khóa
Tài liệu tham khảo
Backus D. K., 1992, American Economic Review, 82, 864
Hodrick R. J., 1980, Carnegie Mellon University discussion paper, 451
Kydland F. E., 1990, Federal Reserve Bank of Minneapolis Quarterly Review, 14, 3
Whittaker E. T., 1923, Proceedings of the Edinburgh Mathematical Society, 41, 63, 10.1017/S0013091500077853