Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Ideal band pass filter
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: Ideal band pass filter
Date
Tue, 4 Jan 2011 09:21:30 +0000
According to
. findi corbae ouliaris
the answer is No.
Nick
Jorge Eduardo Pérez Pérez
> Is there an Stata implementation of the ideal band pass filter by
> Corbae and Ouliaris?
>
> This filter is described in:
> Corbae and Ouliaris(2002) "Band Spectral regression with trending
> data" Econometrica 70(3) pp 1067-110p
> Corbae and Ouliaris (2006) "Extracting Cycles from Nonstationary data"
> Econometric theory and Practice: Frontiers of Analysis and Applied
> Research (Cambridge and New
> York: Cambridge University Press), pp 167-177
>
> There is an Eviews implementation:
>
> http://forums.eviews.com/viewtopic.php?f=15&t=1513&st=0&sk=t&sd=a&start=15
*
* 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/