Time Series Hamilton Filter

11 views (last 30 days)
Sinan Islam
Sinan Islam on 9 Nov 2020
Commented: Sinan Islam on 3 Dec 2020
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!

Answers (1)

Manas Meena
Manas Meena on 3 Dec 2020
I have heard that this issue is known and the concerned parties are investigating further.
  1 Comment
Sinan Islam
Sinan Islam on 3 Dec 2020
Thanks for the update.

Sign in to comment.


Find more on Conditional Mean Models in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by