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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- 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.
- Baillie, Richard T., 1996. "Long memory processes and fractional integration in econometrics," Journal of Econometrics, Elsevier, vol. 73(1), pages 5-59, July.
- 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.
- 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, 2003. "A review of Stata 8.1 and its time series capabilities," Boston College Working Papers in Economics 581, Boston College Department of Economics.
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