Work

The Boosted HP Filter Is More General Than You Might Think

Year: 2022

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.4224809

Authors: Ziwei Mei, Peter C. B. Phillips, Zhentao Shi

Institutions: Chinese University of Hong Kong, University of Auckland, Yale University, University of Southampton, Cowles Foundation for Research in Economics, Singapore Management University

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

Funder: National Natural Science Foundation of China

Award: G7178389511

OpenAlex ID: W4312628336

Cites:

Cited by: 6

Related to: 10