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Applied Economics Letters Volume 24, 2017 - Issue 10
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Original Articles

Estimating the trend in US real GDP using the ℓ1 trend filtering

Hiroshi YamadaDepartment of Economics, Hiroshima University, Higashi-Hiroshima, JapanCorrespondence[email protected]
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Pages 713-716 | Published online: 28 Sep 2016

References

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  • Yamada, H., and G. Yoon. 2016. “Selecting the Tuning Parameter of the ℓ1 Trend Filter.” Studies in Nonlinear Dynamics and Econometrics 20: 97–105.

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