Stata: The language of choice for time-series analysis?

This paper discusses the use of Stata for the analysis of time series and panel data. The evolution of time-series capabilities in Stata is reviewed. Facilities for data management, graphics, and econometric analysis from both official Stata and the user community are discussed. A new routine to provide moving-window regression estimates—rollreg—is described, and its use illustrated.


Issue Date:
2005
Publication Type:
Journal Article
DOI and Other Identifiers:
st0080 (Other)
PURL Identifier:
http://purl.umn.edu/117499
Published in:
Stata Journal, Volume 05, Number 1
Page range:
46-63
Total Pages:
18

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 Record created 2017-04-01, last modified 2017-08-26

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