Title
Introduction to time series using stata.
Author
Becketti, Sean
Abstract
Recent decades have witnessed explosive growth in new and powerful tools for timeseries analysis. These innovations have overturned older approaches to forecasting, macroeconomic policy analysis, the study of productivity and long-run economic growth, and the trading of financial assets. Familiarity with these new tools on time series is an essential skill for statisticians, econometricians, and applied researchers. Introduction to Time Series Using Stata provides a step-by-step guide to essential timeseries techniques-from the incredibly simple to the quite complex-and, at the same time, demonstrates how these techniques can be applied in the Stata statistical package. The emphasis is on an understanding of the intuition underlying theoretical innovations and an ability to apply them. Real-world examples illustrate the application of each concept as it is introduced, and care is taken to highlight the pitfalls, as well as the power, of each new tool.
Copy number
REF/GEN/160 B
Publisher
Stata Press
| | Place of Publication
College Station (TX)
| | Publication date
01/01/2013
| | Call number
REF/GEN/160 B
|
Keywords
data processing
graphs
reference materials
statistical data
statistics
|