Mastering Time Analysis with Stata: Dive into the Revised Edition of "Introduction to Time Using Stata"
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4.4 out of 5
Language | : | English |
File size | : | 164506 KB |
Text-to-Speech | : | Enabled |
Screen Reader | : | Supported |
Enhanced typesetting | : | Enabled |
Print length | : | 446 pages |
In today's rapidly evolving world, time-series analysis has become an essential tool for researchers and practitioners across various disciplines. With the revised edition of " to Time Using Stata," authors Philip Hans Franses and Dick van Dijk provide a comprehensive guide to understanding and applying time-series techniques using Stata, one of the most widely used statistical software packages.
This updated edition offers a thorough to time-series analysis, covering a wide range of concepts and techniques, including:
- Time-series plots and summary measures
- Stationarity and unit root tests
- Cointegration and error correction models
- Vector autoregressive models (VARs)
- Granger causality tests
- Impulse response functions
- Forecasting
- Time-varying parameters
- Panel data and longitudinal data
Through intuitive explanations, practical examples, and step-by-step instructions, the authors guide readers through the intricacies of time-series analysis and equip them with the skills necessary to analyze and forecast time-series data.
Key Features of the Revised Edition:
- Updated coverage of recent developments in time-series analysis, including machine learning techniques
- New chapters on time-varying parameters, panel data, and longitudinal data
- Expanded treatment of forecasting and impulse response functions
- Numerous new examples and exercises using real-world data
- Companion website with downloadable datasets, Stata code, and additional materials
Whether you are a seasoned researcher or a novice in time-series analysis, " to Time Using Stata, Revised Edition" is an invaluable resource. Its comprehensive coverage, clear explanations, and practical applications will empower you to master this essential statistical technique and gain insights into the dynamics of time-series data.
About the Authors:
Philip Hans Franses is a professor of econometrics and time series analysis at Erasmus University Rotterdam. He has published extensively on time-series analysis and forecasting. His research interests include financial econometrics, macroeconomic forecasting, and applied time series analysis.
Dick van Dijk is a professor of econometrics and time series analysis at the University of Amsterdam. His research interests include time-varying parameters, cointegration, and panel data econometrics. He is the author of several books and articles on these topics.
Free Download Your Copy Today:
Get your copy of " to Time Using Stata, Revised Edition" from your preferred bookseller or online retailer. This invaluable guide will equip you with the skills and knowledge necessary to unlock the power of time-series analysis.
4.4 out of 5
Language | : | English |
File size | : | 164506 KB |
Text-to-Speech | : | Enabled |
Screen Reader | : | Supported |
Enhanced typesetting | : | Enabled |
Print length | : | 446 pages |
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4.4 out of 5
Language | : | English |
File size | : | 164506 KB |
Text-to-Speech | : | Enabled |
Screen Reader | : | Supported |
Enhanced typesetting | : | Enabled |
Print length | : | 446 pages |