Re: [Gretl-devel] Hodrick-Prescott parameter
Am 14.10.2016 um 15:46 schrieb Riccardo (Jack) Lucchetti:
Speaking of filters: I wrote some time ago an implementation of the
Christiano-Fitzgerald as a function package. Has anybody tried it for
serious work?
I think I looked at it at some point, but then I needed a one-sided
(purely backward-looking) version of the filter and I cooked up my own.
At least that's how I remember it right now.
cheers,
sven