Introduction to Time Series Using Stata

Becketti, Sean

ISBN 10: 1597183067 / ISBN 13: 9781597183062

Published by Statacorp Lp, 2020

2nd new revised edition. 446 pages. 9.25x7.24x1.18 inches. In Stock. Seller Inventory # __1597183067

Synopsis:

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.

About the Author:

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.

Bibliographic Details

Title: Introduction to Time Series Using Stata
Publisher: Statacorp Lp
Publication Date: 2020
Binding: Paperback
Condition: Brand New