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Dynamic simulations of autoregressive relationships

Author

Listed:
  • Laron K. Williams

    (University of Missouri)

  • Guy D. Whitten

    (Texas A&M University)

Abstract

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 LLC, 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

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    1. Suzanna De Boef & Luke Keele, 2008. "Taking Time Seriously," American Journal of Political Science, John Wiley & Sons, vol. 52(1), pages 184-200, January.
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    1. Jorge A. Acevedo-Ramos & Carlos F. Valencia & Carlos D. Valencia, 2023. "The Environmental Kuznets Curve Hypothesis for Colombia: Impact of Economic Development on Greenhouse Gas Emissions and Ecological Footprint," Sustainability, MDPI, vol. 15(4), pages 1-23, February.
    2. Bremer, Björn & Di Carlo, Donato & Wansleben, Leon, 2021. "The constrained politics of local public investments under cooperative federalism," MPIfG Discussion Paper 21/4, Max Planck Institute for the Study of Societies.
    3. Prelorentzos, Arsenios-Georgios N. & Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Xidonas, Panos & Goutte, Stephane & Thomakos, Dimitrios D., 2024. "Introducing the GVAR-GARCH model: Evidence from financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
    4. Adom, Philip Kofi & Amuakwa-Mensah, Franklin & Agradi, Mawunyo Prosper & Nsabimana, Aimable, 2021. "Energy poverty, development outcomes, and transition to green energy," Renewable Energy, Elsevier, vol. 178(C), pages 1337-1352.

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