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A library of time series programs for Stata

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  • Sean Becketti
  • Ken Heinecke
  • Charles Morris

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  • Sean Becketti & Ken Heinecke & Charles Morris, 1995. "A library of time series programs for Stata," Stata Technical Bulletin, StataCorp LP, vol. 4(20).
  • Handle: RePEc:tsj:stbull:y:1995:v:4:i:20:sts7.3
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    References listed on IDEAS

    as
    1. Sean Becketti & Charles S. Morris, 1993. "Reduced form evidence on the substitutability between bank and nonbank loans," Research Working Paper 93-18, Federal Reserve Bank of Kansas City.
    2. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
    3. Andrew Harvey (ed.), 1994. "Time Series," Books, Edward Elgar Publishing, volume 0, number 599.
    4. Hansen, Bruce E., 1992. "Testing for parameter instability in linear models," Journal of Policy Modeling, Elsevier, vol. 14(4), pages 517-533, August.
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