Stata: The language of choice for time series analysis?

This paper discusses the use of Stata for the analysis of time series and panel data. The evolution of time-series capabilities in Stata is reviewed. Facilities for data management, graphics, and econometric analysis from both official Stata and the user community are discussed. A new routine to provide moving-window regression estimatesrollregis described, and its use illustrated.

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Year of publication:	2004-07-26
Authors:	Baum, Christopher
Institutions:	Department of Economics, Boston College
Subject:	econometrics \| Stata \| time series \| panel data \| graphics

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Extent:	application/pdf text/plain
Series:	Boston College Working Papers in Economics.
Type of publication:	Book / Working Paper
Notes:	published, Stata Journal, 5:1, 2005, 46-63 The text is part of a series Boston College Working Papers in Economics Number 598 15 pages
Classification:	C22 - Time-Series Models ; C87 - Econometric Software
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005027866