IDEAS home Printed from https://ideas.repec.org/a/tsj/stataj/v11y2011i4p577-588.html
   My bibliography  Save this article

Dynamic simulations of autoregressive relationships

Author

Listed:
  • Laron K. Williams

    (University of Missouri)

  • Guy D. Whitten

    (Texas A&M University)

Abstract

This postestimation technique produces dynamic simulations of autoregressive ordinary least-squares models.

Suggested Citation

  • Laron K. Williams & Guy D. Whitten, 2011. "Dynamic simulations of autoregressive relationships," Stata Journal, StataCorp LP, vol. 11(4), pages 577-588, December.
  • Handle: RePEc:tsj:stataj:v:11:y:2011:i:4:p:577-588
    Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj11-4/st0242/
    as

    Download full text from publisher

    File URL: http://www.stata-journal.com/article.html?article=st0242
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Suzanna De Boef & Luke Keele, 2008. "Taking Time Seriously," American Journal of Political Science, John Wiley & Sons, vol. 52(1), pages 184-200, January.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Bremer, Björn & Di Carlo, Donato & Wansleben, Leon, 2021. "The constrained politics of local public investments under cooperative federalism," MPIfG Discussion Paper 21/4, Max Planck Institute for the Study of Societies.
    2. Jorge A. Acevedo-Ramos & Carlos F. Valencia & Carlos D. Valencia, 2023. "The Environmental Kuznets Curve Hypothesis for Colombia: Impact of Economic Development on Greenhouse Gas Emissions and Ecological Footprint," Sustainability, MDPI, vol. 15(4), pages 1-23, February.
    3. Adom, Philip Kofi & Amuakwa-Mensah, Franklin & Agradi, Mawunyo Prosper & Nsabimana, Aimable, 2021. "Energy poverty, development outcomes, and transition to green energy," Renewable Energy, Elsevier, vol. 178(C), pages 1337-1352.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Armèn Hakhverdian, 2009. "Capturing Government Policy on the Left–Right Scale: Evidence from the United Kingdom, 1956–2006," Political Studies, Political Studies Association, vol. 57(4), pages 720-745, December.
    2. Chamon, Marcos & Schumacher, Julian & Trebesch, Christoph, 2018. "Foreign-Law Bonds: Can They Reduce Sovereign Borrowing Costs?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 114, pages 164-179.
    3. Tsai, Tsung-Han, 2016. "A Bayesian Approach to Dynamic Panel Models with Endogenous Rarely Changing Variables," Political Science Research and Methods, Cambridge University Press, vol. 4(3), pages 595-620, September.
    4. Christian Bjørnskov & Jacob Mchangama, 2019. "Do Social Rights Affect Social Outcomes?," American Journal of Political Science, John Wiley & Sons, vol. 63(2), pages 452-466, April.
    5. Kern, Andreas & Reinsberg, Bernhard & Rau-Göhring, Matthias, 2019. "IMF conditionality and central bank independence," European Journal of Political Economy, Elsevier, vol. 59(C), pages 212-229.
    6. Engelbert Stockhammer & Erik Bengtsson, 2020. "Financial effects in historic consumption and investment functions," International Review of Applied Economics, Taylor & Francis Journals, vol. 34(3), pages 304-326, May.
    7. Zhihao Yu, 2022. "Why Are Tobacco and Alcohol Control Policies So Different?–A Political-Economy Explanation," Carleton Economic Papers 22-05, Carleton University, Department of Economics.
    8. Ivan A. Guitart & Guillaume Hervet & Sarah Gelper, 2020. "Competitive advertising strategies for programmatic television," Journal of the Academy of Marketing Science, Springer, vol. 48(4), pages 753-775, July.
    9. Hee Soo Lee & Tae Yoon Kim, 2018. "Hedge Fund Styles and their Contagion from the Equity Market," International Review of Finance, International Review of Finance Ltd., vol. 18(1), pages 91-112, March.
    10. Reibling, Nadine, 2013. "The international performance of healthcare systems in population health: Capabilities of pooled cross-sectional time series methods," Health Policy, Elsevier, vol. 112(1), pages 122-132.
    11. Sriananthakumar, Sivagowry, 2013. "Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors: A point optimal testing approach," Economic Modelling, Elsevier, vol. 33(C), pages 126-136.
    12. Mkaddem, Chamseddine & Mahjoubi, Soufiane, 2022. "Climate change and its impact on water consumption in Tunisia: Evidence from ARDL approach," MPRA Paper 115658, University Library of Munich, Germany, revised Dec 2022.
    13. Federico Podestà, 2016. "Do Big Governments Promote Trade Liberalization? A Long-Term Analysis of 18 OECD Countries, 1975-2000," FBK-IRVAPP Working Papers 2016-02, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation.
    14. Stephan Kaplan, 2016. "partisan Technocratic Cycles in Latin America," Working Papers 2016-28, The George Washington University, Institute for International Economic Policy.
    15. Makoto Nakanishi, 2019. "Budgetary institutions with or without coalition government: political economy of parliamentary democracies," International Journal of Economic Policy Studies, Springer, vol. 13(1), pages 193-216, January.
    16. Altincekic, Ceren & Bearce, David H., 2014. "Why there Should be No Political Foreign Aid Curse," World Development, Elsevier, vol. 64(C), pages 18-32.
    17. Schuster, Philipp & Schmitt, Carina & Traub, Stefan, 2013. "The retreat of the state from entrepreneurial activities: A convergence analysis for OECD countries, 1980–2007," European Journal of Political Economy, Elsevier, vol. 32(C), pages 95-112.
    18. Niclas Berggren & Christian Bjørnskov, 2022. "Political institutions and academic freedom: evidence from across the world," Public Choice, Springer, vol. 190(1), pages 205-228, January.
    19. Olivier Godechot, 2015. "Financialization Is Marketization! : A Study on the Respective Impact of Various Dimensions of Financialization on the Increase in Global Inequality," Sciences Po publications 15/3, Sciences Po.
    20. Mark D. Ramirez, 2009. "The Dynamics of Partisan Conflict on Congressional Approval," American Journal of Political Science, John Wiley & Sons, vol. 53(3), pages 681-694, July.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:11:y:2011:i:4:p:577-588. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum or Lisa Gilmore (email available below). General contact details of provider: http://www.stata-journal.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.