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Facilitating Applied Economic Research with Stata

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Author Info
Christopher F Baum () (Boston College)

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Abstract

We describe the Stata software environment, and illustrate how it may be profitably employed for applied economic research. Stata stands between "point and click" statistical packages and matrix languages in terms of extensibility and ease of use, and provides web-accessible features that enhance collaborative research and instruction.

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File URL: http://fmwww.bc.edu/EC-P/WP531.pdf
File Format: application/pdf
File Function: main text
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Publisher Info
Paper provided by Boston College Department of Economics in its series Boston College Working Papers in Economics with number 531.

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Length: 18 pages
Date of creation: 02 Jan 2002
Date of revision:
Publication status: Published in Programming Languages and Systems in Computational Economics and Finance, Soren S. Nielsen, ed., Kluwer Academic Publishers.
Handle: RePEc:boc:bocoec:531

Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords: Stata statistics software econometrics

Find related papers by JEL classification:
C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General

This paper has been announced in the following NEP Reports:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. William W. Gould & Jeffrey Pitblado & William Sribney, 2006. "Maximum Likelihood Estimation with Stata," Stata Press books, StataCorp LP, edition 3, number ml3, April. [Downloadable!]
  2. Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S., 1990. "Seasonal integration and cointegration," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 215-238. [Downloadable!] (restricted)
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  3. Christopher F. Baum, 2001. "Tests for stationarity of a time series," Stata Technical Bulletin, StataCorp LP, vol. 10(57). [Downloadable!]
  4. Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992. "Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178. [Downloadable!] (restricted)
    Other versions:
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This page was last updated on 2008-7-24.


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