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


From   Elena Quercioli <elena.liquorice@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: Re: st: gaps in the Hodrick-Prescott filter
Date   Sun, 31 Oct 2010 16:01:08 -0400

Nick, Thanks. I had tried that yesterday and it works. Elena

On Sun, Oct 31, 2010 at 10:36 AM, Robert A Yaffee <bob.yaffee@nyu.edu> wrote:
> 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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