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Stata: The language of choice for time series analysis?

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Author Info
Christopher F. Baum () (Boston College, DIW Berlin)

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Abstract

This paper discusses the use of Stata for the analysis of time series and panel data. The evolution of time-series capabilities in Stata is reviewed. Facilities for data management, graphics, and econometric analysis from both official Stata and the user community are discussed. A new routine to provide moving-window regression estimatesrollregis described, and its use illustrated.

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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 598.

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Length: 15 pages
Date of creation: 26 Jul 2004
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Publication status: published, Stata Journal, 5:1, 2005, 46-63
Handle: RePEc:boc:bocoec:598

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Related research
Keywords: econometrics; Stata; time series; panel data; graphics;

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Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions
C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software

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  1. Nin Pratt, Alejandro & Yu, Bingxin, 2008. "An updated look at the recovery of agricultural productivity in Sub-Saharan Africa:," IFPRI discussion papers 787, International Food Policy Research Institute (IFPRI). [Downloadable!]
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This page was last updated on 2009-12-23.

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