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st: Package -couliari- now available in SSC
From
Jorge Eduardo Pérez Pérez <[email protected]>
To
<[email protected]>
Subject
st: Package -couliari- now available in SSC
Date
Fri, 7 Jan 2011 14:39:24 -0500
Thanks to Christopher Baum, package -couliari- has been uploaded to
SSC. This command replaces the previously posted package -fdfilter-.
To install, write -ssc install couliari-
couliari: Stata module to implement Corbae-Ouliaris frequency domain
filter to time series data.
-couliari- implements the frequency domain filter proposed in Corbae,
Phillps and Ouliaris (2002) and Corbae and Ouliaris (2006) to extract
cycles from potentially non stationary data. It tends to produce
output similar to the Baxter-King filter, though without the end-point
issue (estimates end-points directly) -couliari- makes use of Mata and
requires Stata 9.2.
_______________________
Jorge Eduardo Pérez Pérez
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