Econometric analysis of time-series data using Stata
AbstractAfter introducing time-series data management in Stata, the talk discusses estimation, inference, and interpretation of ARMA models, ARCH/GARCH models, VAR models, and SVAR models in Stata. The talk briefly introduces each model discussed.
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Bibliographic InfoPaper provided by Stata Users Group in its series North American Stata Users' Group Meetings 2006 with number 14.
Date of creation: 23 Jul 2006
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