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re:st: Rescaling Fast Fourier Transform
From
Christopher Baum <[email protected]>
To
<[email protected]>
Subject
re:st: Rescaling Fast Fourier Transform
Date
Tue, 4 Jan 2011 19:33:26 -0500
<>
I'm trying to implement in Stata the Ideal Band Pass Filter for time
series described in
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
At some point, I have to compute a Discrete Fourier Transform.
findit fourier transform yields
http://www.stata.com/support/faqs/mata/fourier.html
which you might find useful.
Kit
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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