Panel HP Filtering

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naturama
Posts: 6
Joined: Thu Feb 19, 2009 3:22 am

Panel HP Filtering

Postby naturama » Thu Feb 19, 2009 3:34 am

I HP filtered a panel with 21 nations. Then I unstacked the panel, I took the raw variables and I HP filtered the series one by one (I mean country by country). Surprisingly the filtering output is not the same, why? any hints?

Thanks for helping me.
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