Econometric analysis of time-series data using Stata

David Drukker

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: 2006-07-23
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Persistent link: https://EconPapers.repec.org/RePEc:boc:asug06:14

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