ALMON1: Stata module to estimate Shirley Almon Polynomial Distributed Lag Model

Emad Shehata

Statistical Software Components from Boston College Department of Economics

Abstract: almon1 estimates Shirley Almon Polynomial Distributed Lag Model for many variables with the same lag order, endpoint restrictions, and polynomial degree order via (OLS - ALS - GLS - ARCH) Regression models. almon1 can compute Autocorrelation, Heteroscedasticity, and Non Normality Tests, Model Selection Diagnostic Criteria, and Marginal effects and elasticities in both short and long run.

Language: Stata
Requires: Stata version 11.2
Keywords: Regression; Shirley Almon; Ordinary Least Squares (OLS); Autoregressive Least Squares (ALS); Generalized Least Squares (GLS); Autoregressive Conditional Heteroskedasticity (ARCH). Polynomial Distributed Lag Model; Autocorrelation; Heteroscedasticity; Non Normality; Model Selection Diagnostic Criteria (search for similar items in EconPapers)
Date: 2015-06-07
Note: This module should be installed from within Stata by typing "ssc install almon1". 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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/a/almon1.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/a/almon1.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/a/almon1.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/a/almon1.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/a/almon2.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/a/almon3.dta sample data file (application/x-stata)

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