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A review of Stata 8.1 and its time series capabilities

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  • Baum, Christopher F.

Abstract

This paper is a review of the statistical package Stata, version 8.1, with special emphasis on its time series capabilities. The program which generates empirical results and graphics in the paper may also be downloaded.
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Suggested Citation

  • Baum, Christopher F., 2004. "A review of Stata 8.1 and its time series capabilities," International Journal of Forecasting, Elsevier, vol. 20(1), pages 151-161.
  • Handle: RePEc:eee:intfor:v:20:y:2004:i:1:p:151-161
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    References listed on IDEAS

    as
    1. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2003. "Instrumental variables and GMM: Estimation and testing," Stata Journal, StataCorp LP, vol. 3(1), pages 1-31, March.
    2. Stanislav Kolenikov, 2001. "Review of Stata 7," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 637-646.
    3. Christopher F. Baum & Vince Wiggins, 2001. "Utility for time series data," Stata Technical Bulletin, StataCorp LP, vol. 10(57).
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    More about this item

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software

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