Econometric analysis of time-series data using Stata
After introducing time-series data management in Stata, the talk discusses estimation, inference, and interpretation of ARMA models, ARCH/GARCH models, VAR models, and SVAR models in Stata. The talk briefly introduces each model discussed.
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|Date of creation:||23 Jul 2006|
|Date of revision:|
|Contact details of provider:|| Web page: http://www.stata.com/meeting/5nasug|
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