Does Hamilton’s OLS Regression Provide a “better alternative” to the Hodrick-Prescott Filter? A New Zealand Business Cycle Perspective

Journal of Business Cycle Research · 2021 · PMC8561371

Europe PMC

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practically significantno p-value reported

Nevertheless, in all periods forecast extension typically led to practically significant trend improvements at the ends of series.

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Quoted from the open-access full text in Europe PMC under the licence the publisher applied. The sentence is reproduced exactly as published; the emphasis is ours.