Time Series Hamilton Filter

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Sinan Islam
Sinan Islam2020-11-9
评论: Sinan Islam ,2020-12-3
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!

回答(1 个)

Manas Meena
Manas Meena 2020-12-3
I have heard that this issue is known and the concerned parties are investigating further.

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