On suboptimality of the Hodrick-Prescott filter at time series endpoints
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- Backus, David K & Kehoe, Patrick J, 1992.
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5022, National Bureau of Economic Research, Inc.
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- Granger, Clive W J, 1997. "On Modelling the Long Run in Applied Economics," Economic Journal, Royal Economic Society, vol. 107(440), pages 169-77, January.
- Harvey, Andrew, 1997. "Trends, Cycles and Autoregressions," Economic Journal, Royal Economic Society, vol. 107(440), pages 192-201, January.
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