Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations.

Meyer, M. & Winker, P. (2005): Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations. Allgemeines Statistisches Archiv, Vol. 89 No 3, pp. 301–318.

Author(s):

Mark Meyer

Year of Publication:

2005

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