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Dynamic simulations of autoregressive relationships


  • Laron K. Williams

    () (University of Missouri)

  • Guy D. Whitten

    () (Texas A&M University)


This postestimation technique produces dynamic simulations of autoregressive ordinary least-squares models.

Suggested Citation

  • Laron K. Williams & Guy D. Whitten, 2011. "Dynamic simulations of autoregressive relationships," Stata Journal, StataCorp LP, vol. 11(4), pages 577-588, December.
  • Handle: RePEc:tsj:stataj:v:11:y:2011:i:4:p:577-588
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    References listed on IDEAS

    1. Bowblis, John R. & Yun, Myeong-Su, 2010. "Racial and Ethnic Disparities in the Use of Drug Therapy," IZA Discussion Papers 4853, Institute for the Study of Labor (IZA).
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    10. Pritchett, Jonathan & Yun, Myeong-Su, 2009. "The in-hospital mortality rates of slaves and freemen: Evidence from Touro Infirmary, New Orleans, Louisiana, 1855-1860," Explorations in Economic History, Elsevier, vol. 46(2), pages 241-252, April.
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    12. Tamás Bartus, 2006. "Marginal effects and extending the Blinder–Oaxaca decomposition for nonlinear models," United Kingdom Stata Users' Group Meetings 2006 05, Stata Users Group.
    13. Powers, Daniel A. & Yun, Myeong-Su, 2009. "Multivariate Decomposition for Hazard Rate Models," IZA Discussion Papers 3971, Institute for the Study of Labor (IZA).
    14. Nielsen, Helena Skyt, 1998. "Discrimination and detailed decomposition in a logit model," Economics Letters, Elsevier, vol. 61(1), pages 115-120, October.
    15. David Neumark, 1988. "Employers' Discriminatory Behavior and the Estimation of Wage Discrimination," Journal of Human Resources, University of Wisconsin Press, vol. 23(3), pages 279-295.
    16. J. Scott Long & Jeremy Freese, 2006. "Regression Models for Categorical Dependent Variables using Stata, 2nd Edition," Stata Press books, StataCorp LP, edition 2, number long2, December.
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