Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization
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DOI: 10.2202/1558-3708.1656
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Cited by:
- Dermoune, Azzouz & Preda, Cristian, 2017. "Parametrizations, fixed and random effects," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 162-176.
- Dermoune, Azzouz & Rahmania, Nadji & Wei, Tianwen, 2012. "General linear mixed model and signal extraction problem with constraint," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 311-321.
- Martin Boďa & Mariana Považanová, 2023. "How credible are Okun coefficients? The gap version of Okun’s law for G7 economies," Economic Change and Restructuring, Springer, vol. 56(3), pages 1467-1514, June.
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