HAMILTONFILTER: Stata module to calculate the Hamilton Filter for a Single Time Series or for a Panel Dataset
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- Minetti, Raoul & Moreland, Timothy & Kokas, Sotirios, 2021. "Financial Consolidation and the Cyclicality of Corporate Financing," Working Papers 2021-1, Michigan State University, Department of Economics.
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KeywordsHamilton filter; time series; panel; Hodrick-Prescott; Stata;
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