guass程序来自https://sites.google.com/site/jamescmorley/research/code

“Why Are Unobserved Component andBeveridge-Nelson Trend-Cycle Decompositions of GDP So Different?” Review ofEconomics and Statistics with Charles R. Nelson and Eric Zivot

• uc_ur.opt(GAUSS program. Replicates Table 4 in paper)
• arima212.opt(GAUSS program. Replicates Table 2 inpaper. The arima212.dta output file from this program can be used in thecalculation of the BN decomposition using bn.prg)
• bn.prg(GAUSS program. Replicates Figure 2 in paper. Makes use ofstate-space approach to calculating the BN decomposition discussed in Morley(2002))
• lngdpq.txt(data file)
  

把其中arima212.opt和bn.prg翻译成stata，应该会用到stata mata。
10000币外加5000人民币聊表心意，如果觉得这价钱少了，都是好商量。实在很着急，非常感谢！请要帮忙的朋友，做之前跟我联系一下:)

一个320行，一个50行：）程序在附件。