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Journal of forecasting. 2006;25(4):247-273. doi: 10.1002/for.987 Q12.72025

Detrending economic time series: a Bayesian generalization of the Hodrick–Prescott filter

Thomas M. Trimbur

DOI: 10.1002/for.987

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期刊名:Journal of forecasting

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ISSN:0277-6693

e-ISSN:1099-131X

IF/分区:2.7/Q1

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Detrending economic time series: a Bayesian generalization of the Hodrick–Prescott filter