NDLI: Constructing confidence bands for the Hodrick

Content Provider	Scilit
Author	Giles, David E.
Copyright Year	2013
Related Links	http://www.uvic.ca/socialsciences/economics/assets/docs/econometrics/ewp1202.pdf
Ending Page	484
Page Count	5
Starting Page	480
ISSN	13504851
e-ISSN	14664291
DOI	10.1080/13504851.2012.714057
Journal	Applied Economics Letters
Issue Number	5
Volume Number	20
Language	English
Publisher	Informa UK Limited
Publisher Date	2013-03-01
Access Restriction	Open
Subject Keyword	Journal: Applied Economics Letters Statistics and Probability Hodrick–prescott Filter Time-series Decomposition Confidence Bands C13 C20
Content Type	Text
Resource Type	Article
Subject	Economics and Econometrics

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Constructing confidence bands for the Hodrick–Prescott filter