Stata for time series

Next ECON501 lab,I am going to talk about time series.

Since we are going to use stata for our assignment and project, I am going to introduce the functionarity of Stata in terms of time series.

Time series

SW time series introduction

Queens TIME SERIES WITH STATA

Priceton time series

Priceton time series data in Stata

Basic DF test and corr graph

Filter/ hp filter

Time series filter

Hodrick–Prescott filter

Stata

stata intro very simplified.

stata intro very detailed

Time series command list

import data into stata.

Stata for MRes/PhD Students

## R time series

Time Series Analysis and Its Applications: With R Examples

## EViews timeseriesMA

## Penn

http://fmwww.bc.edu/repec/

## DF lecture

2015-09-10 ECON 221 Prof Francis Diebold.mp4.

2015-09-10 ECON 221 Prof Francis Diebold.mp4.

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