Looking at my code again I see no problem, although that's no guarantee
of anything. But the issue is what you typed, not what I recommended. As
the FAQ advises, and grizzled list members have read too many times,
"Say exactly what you typed and exactly what Stata typed (or did) in
response. N.B. exactly! If you can, reproduce the error with one of
Stata's provided datasets or a simple concocted dataset that you include
in your posting."
Nick
[email protected]
P.S. -hprescott- is to be found on SSC.
PETRESKI Marjan
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?
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
