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st: RE: Hodrick-Prescott filter

From   Nick Cox <>
To   "''" <>
Subject   st: RE: Hodrick-Prescott filter
Date   Fri, 22 Oct 2010 17:30:05 +0100

Use Kit Baum's -hprescott- from SSC. You may have to pretend you have panel data, except with just one panel. 


Elena Quercioli

Does anyone know how to implement the Hodrick Prescoot filter in Stata for a
simple time series?

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