Stata Codes and Data for Cozzi, M., An aggregation-consistent implementation of the Hamilton filter, Applied Economics Letters, 2024.

Published: 28 May 2024| Version 1 | DOI: 10.17632/dryk4wndpv.1
Contributor:
Marco Cozzi

Description

These Stata codes and data replicate the results for the paper "An aggregation-consistent implementation of the Hamilton filter".

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Institutions

University of Victoria

Categories

Econometrics, Macroeconomic Measurement, Time Series, Business Cycle

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