English, Article, Journal or magazine article edition: Time series filtering techniques in Stata Kit Baum

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Bookmark: http://trove.nla.gov.au/version/74300
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Time series filtering techniques in Stata
Author
  • Kit Baum
Physical Description
  • preprint
Notes
  • RePEc:boc:usug06:17
  • I will describe a number of time series filtering techniques, including the Hodrick-Prescott, Baxter-King and bandpass filters and variants, and present new Mata-coded versions of these routines which are considerably more efficient than previous ado-code routines. Applications to an economic time series will be discussed.
  • RePEc:boc:asug06:2
Language
  • English
Contributed by
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