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DYNSIMPIE: Stata module to examine dynamic compositional dependent variables

Author

Listed:
  • Andrew Q Philips

    (Texas A&M University)

  • Amanda Rutherford

    (Indiana University)

  • Guy D. Whitten

    (Texas A&M University)

Programming Language

Stata

Abstract

dynsimpie is a program to dynamically examine compositional dependent variables, first detailed in Philips, Rutherford, and Whitten (2015a) and used in Philips, Rutherford, and Whitten (2015b). Their modeling strategy uses an error correction model within a seemingly unrelated regression to simulate dynamic changes in each compositional dependent variable in response to a counterfactual "shock" to an independent variable during the simulation. The program then saves predicted average proportions of each dependent variable over time to a dataset, along with associated confidence intervals.

Suggested Citation

  • Andrew Q Philips & Amanda Rutherford & Guy D. Whitten, 2015. "DYNSIMPIE: Stata module to examine dynamic compositional dependent variables," Statistical Software Components S458074, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s458074
    Note: This module should be installed from within Stata by typing "ssc install dynsimpie". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/d/dynsimpie.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/d/dynsimpie.hlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/u/UK_AJPS.dta
    File Function: sample data file
    Download Restriction: no
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