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 estimates—rollreg—is described, and its use illustrated. Copyright 2005 by StataCorp LP.

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Year of publication:	2005
Authors:	Baum, Christopher
Published in:	Stata Journal. - StataCorp LP. - Vol. 5.2005, 1, p. 46-63
Publisher:	StataCorp LP
Subject:	time-series analysis \| time-series data \| time-series modeling \| moving-window regression \| rolling regression

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005568797