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st: hprescott for panel w/ gaps

From   olfa alouini <>
To   <>
Subject   st: hprescott for panel w/ gaps
Date   Thu, 27 Nov 2008 18:14:01 +0000

I have a panel of 160 countries with annual data for the 1960-2007 period.
I'd like to extract the business cycle volatility
So first I have to extract the cyclical component of log(real gdp)
 and second compute its standard deviation.
I used the hprescott command and I get results but I don't know if there are valid because, I get a message error telling me there are gaps.
I think this is because for some countries the data starts later than 1960 and so there are missing values fields.
Is there an easy way to go around this problem? should i break up my panel into several ones according to when the data starts.
How can I retrieve the standard deviation easily?
and finally is there a way to have Stata stack the two variables the hprescott command returns as two colums (ie two new panel variables and not having two variables for each country), and also is the procedure similar if I want to use first differences or a Bandpass filter? 
I thank you in advance for your help.
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