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Stata: The language of choice for time-series analysis?

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Author Info
Christopher F Baum () (Boston College)

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Abstract

This paper discusses the use of Stata for the analysis of time series and panel data. The evolution of time-series capabilities in Stata is reviewed. Facilities for data management, graphics, and econometric analysis from both official Stata and the user community are discussed. A new routine to provide moving-window regression estimates—rollreg—is described, and its use illustrated. Copyright 2005 by StataCorp LP.

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Publisher Info
Article provided by StataCorp LP in its journal Stata Journal.

Volume (Year): 5 (2005)
Issue (Month): 1 (March)
Pages: 46-63
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Handle: RePEc:tsj:stataj:v:5:y:2005:i:1:p:46-63

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Related research
Keywords: time-series analysis; time-series data; time-series modeling; moving-window regression; rolling regression;

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  1. Nin Pratt, Alejandro & Yu, Bingxin, 2008. "An updated look at the recovery of agricultural productivity in Sub-Saharan Africa:," IFPRI discussion papers 787, International Food Policy Research Institute (IFPRI). [Downloadable!]
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