st: hprescott

The hprescott routine (Hodrick-Prescott filter for time series) has been updated to permit use of the by prefix. This makes it easier to apply to each timeseries of a panel. The help has been updated to provide guidance with the use of annual data. The revised routine is available from SSC.

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

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