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Time Series Hamilton Filter

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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!


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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.

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Sinan Islam
Sinan Islam on 3 Dec 2020
Thanks for the update.

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