A Consistent Estimator of the Smoothing Parameter in the Hodrick-Prescott Filter

Azzouz Dermoune, Boualem Djehiche, Nadji Rahmania

DOI: 10.14490/jjss.38.225
Published: 2008
Container: Journal of the Japan Statistical Society
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.14490/jjss.38.225,
  title = {A Consistent Estimator of the Smoothing Parameter in the Hodrick-Prescott Filter},
  author = {Azzouz Dermoune and Boualem Djehiche and Nadji Rahmania},
  year = {2008},
  journal = {Journal of the Japan Statistical Society},
  doi = {10.14490/jjss.38.225},
  url = {https://doi.org/10.14490/jjss.38.225}
}

RIS

TY  - JOUR
TI  - A Consistent Estimator of the Smoothing Parameter in the Hodrick-Prescott Filter
AU  - Azzouz Dermoune
AU  - Boualem Djehiche
AU  - Nadji Rahmania
PY  - 2008
JO  - Journal of the Japan Statistical Society
DO  - 10.14490/jjss.38.225
UR  - https://doi.org/10.14490/jjss.38.225
ER  -

APA

Dermoune, A., Djehiche, B., & Rahmania, N. (2008). A Consistent Estimator of the Smoothing Parameter in the Hodrick-Prescott Filter. Journal of the Japan Statistical Society. https://doi.org/10.14490/jjss.38.225

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hal · retrieved 2026-09-26T07:38:54.513Z