Stata: The language of choice for time-series analysis?
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- Christopher F. Baum, 2004. "Stata: The language of choice for time series analysis?," Boston College Working Papers in Economics 598, Boston College Department of Economics.
References listed on IDEAS
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More about this item
Keywords
time-series analysis; time-series data; time-series modeling; moving-window regression; rolling regression;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
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