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re:st: Rescaling Fast Fourier Transform


From   Christopher Baum <kit.baum@bc.edu>
To   <statalist@hsphsun2.harvard.edu>
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

http://www.stata.com/support/faqs/mata/fourier.html

which you might find useful.

Kit



Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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