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st: hprescott


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: hprescott
Date   Sun, 18 Jun 2006 15:35:21 -0400

Per user request, the hprescott routine (Hodrick-Prescott filter for time series data) has been updated to return both the filtered series and the trend series when the stub() option is used. The updated routine may be accessed from the SSC archive or via -adoupdate-.

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


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