Dear Statausers,
Looking for how to perform HP filter with multiple panels, I came across
Nick Cox's reply to Nicolas Winkler. The syntax is as follows:
levelsof id, local(ID)
foreach I of local ID {
hprescott myvar if id == `I', stub(foo)
}
egen foo = rowmax(foo*_*)
However, when I apply this procedure, I get the smoothed series only for
the first country. Could you please instruct me on how to improve and
have smoothed series for all N in the panel?
Thanks.
Sincerely,
Mr. Marjan Petreski, PhD cand.
Staffordshire University
Leek Road 229
Stoke on Trent, Staffordshire
United Kingdom
web: www.linkedin.com/in/mpetreski
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