I have a quick question.
4.2 version says that the HP filter works for empirical moments now.
Which dynare code do I need to have HP filtered empirical mements?
Thank you for your help!
Dynare forums
Forums for asking questions, posting comments and uploading examples related to Dynare
hp filter in 4.2 version
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
3 posts
• Page 1 of 1
hp filter in 4.2 version
by sanglim » Wed Jun 08, 2011 5:10 pm
- sanglim
- Posts: 3
- Joined: Wed Jun 08, 2011 4:58 pm
Re: hp filter in 4.2 version
by SébastienVillemot » Tue Aug 23, 2011 3:57 pm
You have to activate HP filter (with "hp_filter" option) and empirical moments (with "periods" option) of the "stoch_simul" command.
Sébastien Villemot
Economist at OFCE – Sciences Po
Economist at OFCE – Sciences Po
- SébastienVillemot
- Posts: 706
- Joined: Fri Dec 07, 2007 2:29 pm
- Location: Paris, France
Re: hp filter in 4.2 version
by sanglim » Tue Aug 30, 2011 4:34 am
Thanks a lot!!!
I really appreciate it!!!
I really appreciate it!!!
- sanglim
- Posts: 3
- Joined: Wed Jun 08, 2011 4:58 pm
3 posts
• Page 1 of 1
Who is online
Users browsing this forum: No registered users and 12 guests