Dynamic simulations of autoregressive relationships

This postestimation technique produces dynamic simulations of autoregressive ordinary least-squares models.

Year of publication:	2011
Authors:	Williams, Laron K. ; Whitten, Guy D.
Published in:	Stata Journal. - StataCorp LP. - Vol. 11.2011, 4, p. 577-588
Publisher:	StataCorp LP
Subject:	dynsim \| dynamic simulations \| clarify \| long-term effects \| time series \| lagged dependent variables

Type of publication:	Article
Notes:	to access software from within Stata, net describe http://www.stata-journal.com/software/sj11-4/st0242/
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009391662