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st: RE: Hodrick-Prescott filter

From   Nick Cox <[email protected]>
To   "'[email protected]'" <[email protected]>
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. 

[email protected] 

Elena Quercioli

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

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