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Re: st: -HPRESCOTT- problem


From   Kit Baum <[email protected]>
To   [email protected]
Subject   Re: st: -HPRESCOTT- problem
Date   Sat, 26 Mar 2011 07:06:30 -0400

<>
On Mar 26, 2011, at 2:33 AM, Ajee wrote:

> 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.

I see no problem with this command:


. webuse grunfeld, clear

. by company: hprescott invest, stub(hp)

. by company: hprescott invest, stub(hp2) smooth(6.25)

. tsset
       panel variable:  company (strongly balanced)
        time variable:  year, 1935 to 1954
                delta:  1 year

Try that on your machine.

Kit Baum
[email protected]



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