Work

Boosting the HP filter for trending time series with long-range dependence

Year: 2024

Type: article

Source: Econometric Reviews

DOI: 10.1080/07474938.2024.2380704

Authors: Eva Biswas, Farzad Sabzikar, Peter C. B. Phillips

Institutions: Iowa State University, University of Auckland, Yale University, Singapore Management University

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4402106417

FWCI: 2.135

Cites: 43

Cited by: 6

Related to: 10