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Re: Re: st: gaps in the Hodrick-Prescott filter


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: Re: st: gaps in the Hodrick-Prescott filter
Date   Sun, 31 Oct 2010 10:36:12 -0400

Elena,
  You can use multiple imputation to impute the missing values.
You may interpolate.  
  Alternatively,  you can set up a time variables such as
gen time = _n
   You could tsset or xtset using the time variable.
              Regards,
                     Robert

   

Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University

Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: Elena Quercioli <elena.liquorice@gmail.com>
Date: Saturday, October 30, 2010 2:25 pm
Subject: Re: Re: st: gaps in the Hodrick-Prescott filter
To: statalist@hsphsun2.harvard.edu


> The -tsset-  says  "date, "10179 to 123188, but with gaps"
> 
> and the  -tsreport, report0 - says
> 
> Number of gaps in sample:  367
> 
> Any ideas on how to eliminate gaps?
> 
> Thanks so much for helping me on this.
> Elena
> 
> 
> 
> On Sat, Oct 30, 2010 at 12:29 PM, Christopher Baum <kit.baum@bc.edu> wrote:
> > <>
> > Elena said
> >
> > I have no gaps, but perhaps my date format is an issue. I use
> > month-day- year, as in 120479 being December 4th 1979.
> >
> > Your data must be properly tsset. What does -tsset- say?  Try also 
> -tsreport, report0- (sic)
> >
> > 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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