Econometric analysis of time-series data using Stata

After introducing time-series data management in Stata, the talk discusses estimation, inference, and interpretation of ARMA models, ARCH/GARCH models, VAR models, and SVAR models in Stata. The talk briefly introduces each model discussed.

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Year of publication:	2006-07-23
Authors:	Drukker, David M.
Institutions:	Stata User Group

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Series:	North American Stata Users' Group Meetings 2006.
Type of publication:	Book / Working Paper
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005053291