%0 Journal Article
%T Some Results on £¿1 Polynomial Trend Filtering
%A Hiroshi Yamada
%A Ruixue Du
%J -
%D 2018
%R https://doi.org/10.3390/econometrics6030033
%X Abstract £¿ 1 polynomial trend filtering, which is a filtering method described as an £¿ 1 -norm penalized least-squares problem, is promising because it enables the estimation of a piecewise polynomial trend in a univariate economic time series without prespecifying the number and location of knots. This paper shows some theoretical results on the filtering, one of which is that a small modification of the filtering provides not only identical trend estimates as the filtering but also extrapolations of the trend beyond both sample limits. View Full-Tex
%K £¿1 trend filtering
%K Hodrick¨CPrescott filtering
%K Whittaker¨CHenderson method of graduation
%K Lasso regression
%K basis pursuit denoising
%K total variation denoising
%U https://www.mdpi.com/2225-1146/6/3/33