Filtering and decomposing time series in Stata 12

David Drukker

CHI11 Stata Conference from Stata Users Group

Abstract: In this talk, I introduce new methods in Stata 12 for filtering and decomposing time series and I show how to implement them. I provide an underlying framework for understanding and comparing the different methods. I also present a framework for interpreting the parameters.

Date: 2011-07-20
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http://fmwww.bc.edu/repec/chic2011/chi11_drukker_filter.pdf (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:chic11:20

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