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st: RE: Hodrick-Prescott filter
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: Hodrick-Prescott filter
Date
Fri, 22 Oct 2010 17:30:05 +0100
Use Kit Baum's -hprescott- from SSC. You may have to pretend you have panel data, except with just one panel.
Nick
[email protected]
Elena Quercioli
Does anyone know how to implement the Hodrick Prescoot filter in Stata for a
simple time series?
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