Time Series Hamilton Filter

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Sinan Islam
Sinan Islam il 9 Nov 2020
Commentato: Sinan Islam il 3 Dic 2020
Hello,
I am just wondering why MATLAB Econometrics Toolbox does not include the Hamilton Filter?
Do you have a plan to include it in a future release?
Thank you!

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Risposte (1)

Manas Meena
Manas Meena il 3 Dic 2020
I have heard that this issue is known and the concerned parties are investigating further.

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