Introduction to Time Series Using Stata, Revised Edition

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A first pass at forecasting
A01=Sean Becketti
Age Group_Uncategorized
Age Group_Uncategorized
ARCH models
Author_Sean Becketti
Autocorrelated disturbances
automatic-update
Category1=Non-Fiction
Category=PBT
COP=United States
Delivery_Delivery within 10-20 working days
econometrics
eq_isMigrated=2
eq_nobargain
Filtering time-series data
hypothesis testing
Language_English
linear regression analysis
macroeconomic data analysis
Modeling a real-world time series
PA=Available
Price_€50 to €100
PS=Active
softlaunch
statistical modelling
time series data preparation
Time-varying volatility

Product details

  • ISBN 9781597183062
  • Weight: 960g
  • Dimensions: 189 x 246mm
  • Publication Date: 02 Mar 2020
  • Publisher: Stata Press
  • Publication City/Country: US
  • Product Form: Paperback
  • Language: English
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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.

Sean Becketti is a financial industry veteran with three decades of experience in academics, government, and private industry. Over the last two decades, Becketti has led proprietary research teams at several leading financial firms, responsible for the models underlying the valuation, hedging, and relative value analysis of some of the largest fixed-income portfolios in the world.

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