Journal Articles
Studies in Nonlinear Dynamics & Econometrics
Year : 2009
nadji rahmania : Connect in order to contact the contributor
https://hal.science/hal-04365074
Submitted on : Wednesday, December 27, 2023-5:36:23 PM
Last modification on : Friday, April 19, 2024-3:16:07 PM
Cite
Azzouz Dermoune, Boualem Djehiche, Nadji Rahmania. Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization. Studies in Nonlinear Dynamics & Econometrics, 2009, 13 (3), ⟨10.2202/1558-3708.1656⟩. ⟨hal-04365074⟩