TVPREG: Stata module to perform parameter path estimation in unstable environments

Atsushi Inoue, Barbara Rossi, Yiru Wang and Lingyun Zhou ()
Additional contact information
Lingyun Zhou: PBC School of Finance, Tsinghua University

Statistical Software Components from Boston College Department of Economics

Abstract: tvpreg} facilitates practitioners to estimate and visualize the parameter path and impulse response functions in unstable environments. Estimation results} are stored in e() form. Postestimation commands} are provided to store and visualize the estimation results.

Language: Stata
Requires: Stata version 17
Keywords: parameter path; uncertainty (search for similar items in EconPapers)
Date: 2024-11-21
Note: This module should be installed from within Stata by typing "ssc install tvpreg". 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/t/tvpreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/tvpreg_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/tvpplot.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/tvpreg.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/tvpreg.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/t/tvpreg_p.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/t/tvpplot.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/d/data_Fiscal.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/d/data_MP.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/d/data_PC_weak.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/t/tvpreg_demo.do sample do-file (text/plain)

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