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Re: st: -HPRESCOTT- problem
From
Syed Basher <[email protected]>
To
[email protected]
Subject
Re: st: -HPRESCOTT- problem
Date
Fri, 25 Mar 2011 21:45:43 -0700 (PDT)
Hi,
May be try using id (instead of country) as cross-section identifier. Creating
id is easy in Stata:
http://www.stata.com/support/faqs/data/group.html
I recently used the following commands to my data set, and it worked
by id: hprescott lm2, stub(hp) smooth(6.25)
Hope you find this helpful.
Syed Basher
Doha, Qatar
----- Original Message ----
From: ajjee <[email protected]>
To: [email protected]
Sent: Sat, March 26, 2011 7:24:15 AM
Subject: st: -HPRESCOTT- problem
Dear All
I've a panel dataset of 130 countries over the period 1970-2008. I'm facing
a problem with -hprescott-. When I write the command
xtset country year
by country: hprescott gdp_constant , stub (hp) smooth(6.25) , the result is
no observations
but when I don't give the smoothing parameter,that is,
by country: hprescott gdp_constant , stub (hp)
it works assuming a smoothing parameter of 1600 which is for quarterly
data(I think). Please help.
Regards,
ajjee
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