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st: RE: Hodrick-Prescott filter


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Hodrick-Prescott filter
Date   Fri, 22 Oct 2010 17:30:05 +0100

Use Kit Baum's -hprescott- from SSC. You may have to pretend you have panel data, except with just one panel. 

Nick 
n.j.cox@durham.ac.uk 

Elena Quercioli

Does anyone know how to implement the Hodrick Prescoot filter in Stata for a
simple time series?


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