Filtering and decomposing time series in Stata 12
AbstractIn this talk, I introduce new methods in Stata 12 for filtering and decomposing time series and I show how to implement them. I provide an underlying framework for understanding and comparing the different methods. I also present a framework for interpreting the parameters.
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Bibliographic InfoPaper provided by Stata Users Group in its series CHI11 Stata Conference with number 20.
Date of creation: 20 Jul 2011
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