R package for the boosted HP filter, in Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter," *International Economic Review*, 62(2), 521-570 arXiv: 1905.00175, Cowles Foundation Discussion Paper No.2192.
Package details |
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Maintainer | |
License | MIT |
Version | 1.0.0 |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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