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.
- 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.
- 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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