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One sided Hodrick-Prescott filter
Posted: Mon Jan 20, 2014 10:54 pm
by Karl1
What are the commands for using a one-sided HP-filter in Eviews? I only found the two-sided HP-filter in the manuals. Searching the web I only found program code for one-sided HP for the other programs, not for Eviews.
Re: One sided Hodrick-Prescott filter
Posted: Tue Jan 28, 2014 3:35 am
by Karl1
Is this not possible with Eviews?
Re: One sided Hodrick-Prescott filter
Posted: Tue Jan 28, 2014 8:04 am
by EViews Gareth
I do not believe it is built in, no.
Re: One sided Hodrick-Prescott filter
Posted: Tue Feb 11, 2014 4:03 am
by Karl1
I see there is a new add-in for this that is on the add-in site. Nice!