TSEGEN: Stata module to call an egen function using a time-series varlist

Robert Picard and Nicholas Cox

Statistical Software Components from Boston College Department of Economics

Abstract: With -tsegen-, you can invoke any -egen- function that requires a varlist using a time-series varlist (tsvarlist) instead. -tsegen- converts the tsvarlist to a varlist by substituting equivalent temporary variables as necessary and then invokes the specified egen function.

Language: Stata
Requires: Stata version 10
Keywords: egen; time-series operators; rolling window; moving window; smoothing (search for similar items in EconPapers)
Date: 2015-04-26, Revised 2015-06-03
Note: This module should be installed from within Stata by typing "ssc install tsegen". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/t/tsegen.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/tsegen.sthlp help file (text/plain)

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