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Kalman smoothing routine for Hodrick-Prescott filter

  Link Details for: Kalman smoothing routine for Hodrick-Prescott filter
Link Title: Kalman smoothing routine for Hodrick-Prescott filter Open in a new window
Link URL: http://dge.repec.org/codes/hpfilter.for
Link Details: By E. Prescott.
Category: Top : Computers : Programming : Languages : Fortran : Source_Code : Statistics_and_Econometrics
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Kalman smoothing routine for Hodrick-Prescott filter