Econometric analysis of time-series data using Stata

David M. Drukker ()
Additional contact information
David M. Drukker: StataCorp

North American Stata Users' Group Meetings 2006 from Stata Users Group

Abstract: 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.

Date: Written

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:boc:asug06:14

Access Statistics for this paper

More papers in North American Stata Users' Group Meetings 2006 from Stata Users Group
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().