DLAGIF: Stata Module to Estimate Irving Fisher Arithmetic Distributed Lag Model

Emad Shehata

Statistical Software Components from Boston College Department of Economics

Abstract: dlagif estimates Irving Fisher Arithmetic Distributed Lag Model for many variables with different lag order, and polynomial degree order via (ALS - ARCH - Box-Cox - GLS - GMM - OLS - QREG - Ridge) Regression models. dlagif 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; Irving Fisher; Arithmetic Distributed Lag; Autoregressive Least Squares (ALS); Autoregressive Conditional Heteroskedasticity (ARCH); Box-Cox Regression Model (Box-Cox); Generalized Least Squares (GLS); Generalized Method of Moments (GMM); Ordinary Least Squares (OLS); Quantile Regression; Ridge Regression; Autocorrelation; Heteroscedasticity; Non Normality; Model Selection Diagnostic Criteria. (search for similar items in EconPapers)
Date: 2016-05-04
Note: This module should be installed from within Stata by typing "ssc install dlagif". 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/d/dlagif.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/dlagif.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/d/dlagif.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/d/dlagif.dta sample data file (application/x-stata)

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