Dynamic simulations of autoregressive relationships

Laron K. Williams () and Guy D. Whitten ()
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Laron K. Williams: University of Missouri
Guy D. Whitten: Texas A&M University

Stata Journal, 2011, vol. 11, issue 4, 577-588

Abstract: This postestimation technique produces dynamic simulations of autoregressive ordinary least-squares models.

Keywords: dynsim; dynamic simulations; clarify; long-term effects; time series; lagged dependent variables (search for similar items in EconPapers)
Date: 2011
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