P. M, M. P (2024).“A Hodrick-Prescott filter with automatically selected jumps.”FEEM Working Paper,18(2024), 1–48.doi:10.2139/ssrn.4896170.
Corresponding BibTeX entry:
@Article{, title = {A Hodrick-Prescott filter with automatically selected jumps}, author = {Maranzano P. and Pelagatti M.}, journal = {FEEM Working Paper}, year = {2024}, volume = {18}, number = {2024}, pages = {1--48}, doi = {10.2139/ssrn.4896170}, }