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Econometric analysis of time-series data using Stata

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Author Info
David M. Drukker () (StataCorp)
Abstract

After 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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Publisher Info
Paper provided by Stata Users Group in its series North American Stata Users' Group Meetings 2006 with number 14.

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Date of creation: 23 Jul 2006
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Handle: RePEc:boc:asug06:14

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Web page: http://www.stata.com/meeting/5nasug
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