Utility for time series data
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Bibliographic InfoArticle provided by StataCorp LP in its journal Stata Technical Bulletin.
Volume (Year): 10 (2001)
Issue (Month): 57 ()
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Web page: http://stata-press.com/journals/stbj.html
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- Baillie, Richard T., 1996. "Long memory processes and fractional integration in econometrics," Journal of Econometrics, Elsevier, vol. 73(1), pages 5-59, July.
- Sowell, Fallaw, 1992. "Maximum likelihood estimation of stationary univariate fractionally integrated time series models," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 165-188.
- Christopher F. Baum, 2003.
"A review of Stata 8.1 and its time series capabilities,"
Boston College Working Papers in Economics
581, Boston College Department of Economics.
- 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.
- Christopher F. Baum, 2004. "Topics in time series regression modeling," United Kingdom Stata Users' Group Meetings 2004 7, Stata Users Group, revised 26 Jul 2004.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum) or (Lisa Gilmore).
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