Download or read book Introduction to Time Series Using Stata written by Sean Becketti and published by . This book was released on 2020-03-02 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to Time Series Using Stata, Revised Edition, by Sean Becketti, is a practical guide to working with time-series data using Stata. In this book, Becketti introduces time-series techniques--from simple to complex--and explains how to implement them using Stata. The many worked examples, concise explanations that focus on intuition, and useful tips based on the author's experience make the book insightful for students, academic researchers, and practitioners in industry and government.Becketti is a financial industry veteran with decades of experience in academics, government, and private industry. He was also a developer of Stata in its infancy and has been a regular Stata user since its inception. He wrote many of the first time-series commands in Stata. With his abundant knowledge of Stata and extensive experience with real-world time-series applications, Becketti provides readers with unique insights and motivation throughout the book.For those new to Stata, the book begins with a mild yet fast-paced introduction to Stata, highlighting all the features you need to know to get started using Stata for time-series analysis. Before diving into analysis of time series, Becketti includes a quick refresher on statistical foundations such as regression and hypothesis testing.The discussion of time-series analysis begins with techniques for smoothing time series. As the moving-average and Holt-Winters techniques are introduced, Becketti explains the concepts of trends, cyclicality, and seasonality and shows how they can be extracted from a series. The book then illustrates how to use these methods for forecasting. Although these techniques are sometimes neglected in other time-series books, they are easy to implement, can be applied quickly, often produce forecasts just as good as more complicated techniques, and, as Becketti emphasizes, have the distinct advantage of being easily explained to colleagues and policy makers without backgrounds in statistics.Next, the book focuses on single-equation time-series models. Becketti discusses regression analysis in the presence of autocorrelated disturbances as well as the ARIMA model and Box-Jenkins methodology. An entire chapter is devoted to applying these techniques to develop an ARIMA-based model of U.S. GDP; this will appeal to practitioners, in particular, because it goes step by step through a real-world example: here is my series, now how do I fit an ARIMA model to it? The discussion of single-equation models concludes with a self-contained summary of ARCH/GARCH modeling.In the final portion of the book, Becketti discusses multiple-equation models. He introduces VAR models and uses a simple model of the U.S. economy to illustrate all key concepts, including model specification, Granger causality, impulse-response analyses, and forecasting. Attention then turns to nonstationary time-series. Becketti masterfully navigates the reader through the often-confusing task of specifying a VEC model, using an example based on construction wages in Washington, DC, and surrounding states.Introduction to Time Series Using Stata, Revised Edition, by Sean Becketti, is a first-rate, example-based guide to time-series analysis and forecasting using Stata. This is a must-have resource for researchers and students learning to analyze time-series data and for anyone wanting to implement time-series methods in Stata. [ed.]
Download or read book Introduction to Time Series Using Stata written by Sean Becketti and published by . This book was released on 2020 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to Time Series Using Stata, Revised Edition provides a step-by-step guide to essential time-series 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. The Revised Edition has been updated for Stata 16
Download or read book Time Series Econometrics written by John D. Levendis and published by Springer. This book was released on 2019-01-31 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, the author rejects the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with students estimating simple univariate models, in a step by step fashion, using the popular Stata software system. Students then test for stationarity, while replicating the actual results from hugely influential papers such as those by Granger and Newbold, and Nelson and Plosser. Readers will learn about structural breaks by replicating papers by Perron, and Zivot and Andrews. They then turn to models of conditional volatility, replicating papers by Bollerslev. Finally, students estimate multi-equation models such as vector autoregressions and vector error-correction mechanisms, replicating the results in influential papers by Sims and Granger. The book contains many worked-out examples, and many data-driven exercises. While intended primarily for graduate students and advanced undergraduates, practitioners will also find the book useful.
Download or read book Time Series Analysis for the Social Sciences written by Janet M. Box-Steffensmeier and published by Cambridge University Press. This book was released on 2014-12-22 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: Time series, or longitudinal, data are ubiquitous in the social sciences. Unfortunately, analysts often treat the time series properties of their data as a nuisance rather than a substantively meaningful dynamic process to be modeled and interpreted. Time Series Analysis for the Social Sciences provides accessible, up-to-date instruction and examples of the core methods in time series econometrics. Janet M. Box-Steffensmeier, John R. Freeman, Jon C. Pevehouse and Matthew P. Hitt cover a wide range of topics including ARIMA models, time series regression, unit-root diagnosis, vector autoregressive models, error-correction models, intervention models, fractional integration, ARCH models, structural breaks, and forecasting. This book is aimed at researchers and graduate students who have taken at least one course in multivariate regression. Examples are drawn from several areas of social science, including political behavior, elections, international conflict, criminology, and comparative political economy.
Download or read book An Introduction to Survival Analysis Using Stata Second Edition written by Mario Cleves and published by Stata Press. This book was released on 2008-05-15 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: "[This book] provides new researchers with the foundation for understanding the various approaches for analyzing time-to-event data. This book serves not only as a tutorial for those wishing to learn survival analysis but as a ... reference for experienced researchers ..."--Book jacket.
Download or read book An Introduction to Modern Econometrics Using Stata written by Christopher F. Baum and published by Stata Press. This book was released on 2006-08-17 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, this introduction illustrates how to apply econometric theories used in modern empirical research using Stata. The author emphasizes the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how to apply the theories to real data sets. The book first builds familiarity with the basic skills needed to work with econometric data in Stata before delving into the core topics, which range from the multiple linear regression model to instrumental-variables estimation.
Download or read book Applied Statistics Using Stata written by Mehmet Mehmetoglu and published by SAGE. This book was released on 2022-04-26 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: Straightforward, clear, and applied, this book will give you the theoretical and practical basis you need to apply data analysis techniques to real data. Combining key statistical concepts with detailed technical advice, it addresses common themes and problems presented by real research, and shows you how to adjust your techniques and apply your statistical knowledge to a range of datasets. It also embeds code and software output throughout and is supported by online resources to enable practice and safe experimentation. The book includes: · Original case studies and data sets · Practical exercises and lists of commands for each chapter · Downloadable Stata programmes created to work alongside chapters · A wide range of detailed applications using Stata · Step-by-step guidance on writing the relevant code. This is the perfect text for anyone doing statistical research in the social sciences getting started using Stata for data analysis.
Download or read book Financial Econometrics Using Stata written by Simona Boffelli and published by . This book was released on 2016 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial Econometrics Using Stata is an essential reference for graduate students, researchers, and practitioners who use Stata to perform intermediate or advanced methods. After discussing the characteristics of financial time series, the authors provide introductions to ARMA models, univariate GARCH models, multivariate GARCH models, and applications of these models to financial time series. The last two chapters cover risk management and contagion measures. After a rigorous but intuitive overview, the authors illustrate each method by interpreting easily replicable Stata examples.
Download or read book Stata Time series written by Stata Corporation and published by Statacorp. This book was released on 2004 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Introduction to Statistics and Data Analysis Using Stata written by Lisa Daniels and published by SAGE Publications. This book was released on 2019-01-11 with total page 513 pages. Available in PDF, EPUB and Kindle. Book excerpt: An Introduction to Statistics and Data Analysis Using Stata® by Lisa Daniels and Nicholas Minot provides a step-by-step introduction for statistics, data analysis, or research methods classes with Stata. Concise descriptions emphasize the concepts behind statistics for students rather than the derivations of the formulas. With real-world examples from a variety of disciplines and extensive detail on the commands in Stata, this text provides an integrated approach to research design, statistical analysis, and report writing for social science students.
Download or read book Using Stata for Quantitative Analysis written by Kyle C. Longest and published by SAGE Publications. This book was released on 2014-07-02 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using Stata for Quantitative Analysis, Second Edition offers a brief, but thorough introduction to analyzing data with Stata software. It can be used as a reference for any statistics or methods course across the social, behavioral, and health sciences since these fields share a relatively similar approach to quantitative analysis. In this book, author Kyle Longest teaches the language of Stata from an intuitive perspective, furthering students’ overall retention and allowing a student with no experience in statistical software to work with data in a very short amount of time. The self-teaching style of this book enables novice Stata users to complete a basic quantitative research project from start to finish. The Second Edition covers the use of Stata 13 and can be used on its own or as a supplement to a research methods or statistics textbook.
Download or read book Econometrics in Theory and Practice written by Panchanan Das and published by Springer Nature. This book was released on 2019-09-05 with total page 565 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces econometric analysis of cross section, time series and panel data with the application of statistical software. It serves as a basic text for those who wish to learn and apply econometric analysis in empirical research. The level of presentation is as simple as possible to make it useful for undergraduates as well as graduate students. It contains several examples with real data and Stata programmes and interpretation of the results. While discussing the statistical tools needed to understand empirical economic research, the book attempts to provide a balance between theory and applied research. Various concepts and techniques of econometric analysis are supported by carefully developed examples with the use of statistical software package, Stata 15.1, and assumes that the reader is somewhat familiar with the Strata software. The topics covered in this book are divided into four parts. Part I discusses introductory econometric methods for data analysis that economists and other social scientists use to estimate the economic and social relationships, and to test hypotheses about them, using real-world data. There are five chapters in this part covering the data management issues, details of linear regression models, the related problems due to violation of the classical assumptions. Part II discusses some advanced topics used frequently in empirical research with cross section data. In its three chapters, this part includes some specific problems of regression analysis. Part III deals with time series econometric analysis. It covers intensively both the univariate and multivariate time series econometric models and their applications with software programming in six chapters. Part IV takes care of panel data analysis in four chapters. Different aspects of fixed effects and random effects are discussed here. Panel data analysis has been extended by taking dynamic panel data models which are most suitable for macroeconomic research. The book is invaluable for students and researchers of social sciences, business, management, operations research, engineering, and applied mathematics.
Download or read book Data Analysis Using Stata written by Ulrich Kohler (Dr. phil.) and published by Stata Press. This book was released on 2005-06-15 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book provides a comprehensive introduction to Stata with an emphasis on data management, linear regression, logistic modeling, and using programs to automate repetitive tasks. Using data from a longitudinal study of private households in Germany, the book presents many examples from the social sciences to bring beginners up to speed on the use of Stata." -- BACK COVER.
Download or read book An Introduction to Stata Programming written by Christopher F. Baum and published by Stata Press. This book was released on 2016 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The second edition of this book contains several new recipes illustrating how do-files, ado-files, and Mata functions can be used to solve programming problems. Several recipes have also been updated to reflect new features in Stata added between versions 10 and 14. The discussion of maximum-likelihood function evaluators has been significantly expanded in this edition. The new topics covered in this edition include factor variables and operatores; use of margins, marginsplot, and suest; Mata-based likelihood function evaluators; and associative arrays."--Preface.
Download or read book Forecasting principles and practice written by Rob J Hyndman and published by OTexts. This book was released on 2018-05-08 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
Download or read book Introduction to Time Series Analysis written by Mark Pickup and published by SAGE Publications. This book was released on 2014-10-15 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introducing time series methods and their application in social science research, this practical guide to time series models is the first in the field written for a non-econometrics audience. Giving readers the tools they need to apply models to their own research, Introduction to Time Series Analysis, by Mark Pickup, demonstrates the use of—and the assumptions underlying—common models of time series data including finite distributed lag; autoregressive distributed lag; moving average; differenced data; and GARCH, ARMA, ARIMA, and error correction models. “This volume does an excellent job of introducing modern time series analysis to social scientists who are already familiar with basic statistics and the general linear model.” —William G. Jacoby, Michigan State University
Download or read book A Visual Guide to Stata Graphics Second Edition written by Michael N. Mitchell and published by Stata Press. This book was released on 2008-06-04 with total page 489 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Power of Stata Graphics at Your Fingertips Whether you are new to Stata graphics or a seasoned veteran, this book teaches you how to use Stata to make high-quality graphs that stand out and enhance statistical results. With over 900 illustrated examples and quick-reference tabs, it offers a guide to creating and customizing graphs for any type of statistical data using either Stata commands or the Graph Editor. The author displays each graph example in full color with simple and clear instructions. He shows how to produce various types of graph elements, including marker symbols, lines, legends, captions, titles, axis labels, and grid lines. Reflecting the new graphics features of Stata, this thoroughly updated and expanded edition contains a new chapter that explains how to exploit the power of the new Graph Editor. This edition also includes additional examples and illustrates nearly every example with the Graph Editor.
