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Introduction to Time Series Using Stata by Sean Becketti

By: Becketti, Sean.
Material type: materialTypeLabelBookPublisher: Texas Stata Press 2013Description: 433p.ISBN: 9781597181327.Subject(s): Mathematical Statistics | Time Series AnalysisDDC classification: 519.55
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Item type Current location Collection Call number Status Date due Barcode Item holds
Book Book Institute of Management
General 519.55 BEC (Browse shelf) Available M0030060
Total holds: 0

Contents: Just enough stata
Just enough statistics
Filtering time-series data
A first pass at forecasting
Autocorrelated disturbances
Univariate time-series models
Modeling a real-world time series
Time varying volatility
Models of multiple time series
Models of nonstationary time series
Closing observations.

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