Stata: The language of choice for time series analysis?

Christopher Baum

No 598, Boston College Working Papers in Economics from Boston College Department of Economics

Abstract: 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.

Keywords: econometrics; Stata; time series; panel data; graphics (search for similar items in EconPapers)
JEL-codes: C22 C87 (search for similar items in EconPapers)
Date: 2004-07-26
New Economics Papers: this item is included in nep-ecm and nep-ets
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Citations: View citations in EconPapers (1)

Published, Stata Journal, 5:1, 2005, 46-63

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Related works:
Journal Article: Stata: The language of choice for time-series analysis? (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocoec:598

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