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st: Baxter-King filter


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Baxter-King filter
Date   Sat, 23 Oct 2004 16:22:07 -0400

The bking routine (Baxter-King band pass filter for time series data) has been updated to correct a problem with handling of series with missing data. The new routine is also more flexible in allowing the choice of new variable names. The help file has been SMCLized. The updated version is available from the SSC archive via ssc install bking.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html

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