About this document
Stata Commands for Time Series Analysis by Samia Nasreen is a document available to read on EtoBox.
This document provides Stata commands for various time series analyses, including setting time series data, filling missing data, checking for unit roots, differencing variables, running summary statistics, correlations, regressions, and tests for serial correlation, heteroskedasticity, and model specification. It also includes commands for cointegration testing, vector error correction modeling, impulse response analysis, Granger causality, autoregressive distributed lag modeling, and nonlinear time series
- Author
- Samia Nasreen
- Language
- EN