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re:st: Rescaling Fast Fourier Transform

From   Christopher Baum <[email protected]>
To   <[email protected]>
Subject   re:st: Rescaling Fast Fourier Transform
Date   Tue, 4 Jan 2011 19:33:26 -0500

I'm trying to implement in Stata the Ideal Band Pass Filter for time
series described in

Corbae and Ouliaris (2006) "Extracting Cycles from Nonstationary
data"Econometric theory and Practice: Frontiers of Analysis and
Applied Research (Cambridge and New York: Cambridge University Press),
pp 167-177

At some point, I have to compute a Discrete Fourier Transform.

findit fourier transform yields

which you might find useful.


Kit Baum   |   Boston College Economics & DIW Berlin   |
                              An Introduction to Stata Programming  |
   An Introduction to Modern Econometrics Using Stata  |

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