Look up: Hodrick-Prescott filter


  1. Hodrick-Prescott filter
    Algorithm for choosing smoothed values for a time series. The H-P filter chooses smooth values {st} for the series {xt} of T elements (t=1 to T) that solve the following minimization problem: min { {(xt-st)2 ... etc. } Parameter l>0...
    Found op http://www.econterms.com/glossary.cgi?query=Hodrick-Prescott+filter

  2. Hodrick–Prescott filter
    ==Drawbacks to the H–P filter== The Hodrick–Prescott filter will only be optimal{clarify|date=February 2010|reason=hoe define optimal here} when: ...
    Found op http://en.wikipedia.org/wiki/Hodrick–Prescott_filter

Tip: double click on a word to show its meaning.
No exact matches found.

Search

Typ a word and hit `Search`.
Tools
Conjugate
Synonyms
Google

Recent searches

The most recent searches on Encyclo. Between brackets you will find the number of results and number of related results.
Chwaka (1)
André Bosman (1)
Bhalindra Singh (1)
Lay abbot (1)
Blastocladiales (3)
Clefairy (1)
Parent in law (1)
Rakh Branch (1)
Axalto (1)
DIMM (8)
Kh. Abdul Samad Wani (1)
stepford (1)
Penketh (1)
Jayasimha I (2)
Bloodstock (4)
iopamidol (3)
Sam Match (1)
Barrel Bag (1)
Cloten (3)
Rath, Ernst vom (1)
Bloodguilty (6)
broadly (5)
exajoule (2)
Androusa (1)
© Encyclo MMXII | Contact | Privacy