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st: fracdiff


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: fracdiff
Date   Fri, 24 Mar 2006 12:33:52 -0500

The fracdiff routine (compute a fractionally differenced timeseries) has been revised to work with single timeseries of a panel. The routine now requires Stata 8.2. It is available from SSC.

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


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