The boosted HP filter is more general than you might think

20 September 2022

Papers citing "The boosted HP filter is more general than you might think"

2 / 2 papers shown

Title
Econometrics of Machine Learning Methods in Economic Forecasting Andrii Babii Eric Ghysels Jonas Striaukas 30 2 0 21 Aug 2023
On LASSO for High Dimensional Predictive Regression Ziwei Mei Zhentao Shi 16 9 0 14 Dec 2022