Atreya Chakraborty, Mark Kazarosian, Kit Baum, Ernie Berndt, Ellie Berman, Eric Brynjolfsson, ...
Institute’s third annual conference at Atlantic City for many helpful comments. Research assistance was
Time series filtering techniques in Stata
I will describe a number of time series filtering techniques, including the Hodrick-Prescott, Baxter-King and bandpass filters and variants, and present new Mata-coded versions of these routines...
Instrumental variables: Overview and advances
The talk will present the instrumental variables (IV) regression estimator, a key tool for the estimation of relationships incorporating endogeneity/two-way causality or measurement error, focusing...
Rolling Regressions with Stata
This talk will describe some work underway to add a "rolling regression" capability to Stata's suite of time series features. Although commands such as "statsby" permit analysis of non-overlapping...
cron, perl and Stata: automated production and presentation of a business-daily index
In a *nix-based environment such as Mac OSX it is very simple to set up 'cron jobs' that run at any periodic interval. This presentation illustrates how 'cron', the perl scripting language and Stata...
Time series filtering techniques in Stata
I will describe a number of time series filtering techniques, including the Hodrick-Prescott, Baxter-King and bandpass filters and variants, and present new Mata-coded versions of these routines...
Using Mata to work more effectively with Stata: A tutorial
Stata's matrix language, Mata, highlighted in Bill Gould's Mata Matters columns in the Stata Journal, is very useful and powerful in its interactive mode. Stata users who write do-files or ado-files...
Using Mata to work more effectively with Stata: A tutorial
Stata's matrix language, Mata, highlighted in Bill Gould's Mata Matters columns in the Stata Journal, is very useful and powerful in its interactive mode. Stata users who write do-files or ado-files...