Installation
About
In the working paper titled "Why You Should Never Use the Hodrick-Prescott Filter", James D. Hamilton proposes a new alternative to economic time series filtering. The neverhpfilter package provides functions and data for reproducing his work. Hamilton (2017) doi:10.3386/w23429.
| justinmshea.github.io/neverhpfilter/ | |
| Bug report | File report |
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Maintainer
| Maintainer | Justin M. Shea |