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st: hodrick-prescott filter

From   Kit Baum <>
Subject   st: hodrick-prescott filter
Date   Fri, 9 Sep 2005 22:38:27 -0400

filter ado
file. I have Stata version 7. Am I correct in assuming that the ado
file won't work in Stata 7? Thanks. -Rachel

Correct; if you look at hprescott.ado you will see that it requires version 8.2 or better.
There are some features in the code which are not compatible with version 7.

Kit Baum, Boston College Economics

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