Hi
I am working on King and Rebello (2000). I know I can use stoch_simul(HP_filter) to detrend with HP filter. Now, if I want to detrend by first difference, is there a syntax for this? OR I have to solve it by myself?
Thanks for help.
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Need help for the syntax of first difference
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Need help for the syntax of first difference
by yaooo99 » Sun Feb 20, 2011 7:45 pm
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Re: Need help for the syntax of first difference
by SébastienVillemot » Tue Feb 22, 2011 12:38 pm
There is no dedicated syntax for doing this, you have to construct explicitely the variable containing the first difference.
Sébastien Villemot
Economist at OFCE – Sciences Po
Economist at OFCE – Sciences Po
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