On suboptimality of the Hodrick-Prescott filter at time series endpoints

By Emi Mise, Tae-Hwan Kim, P. Newbold. 2005

192 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/aadeec9837d899e8d2a94be2332a24586d65708d