Introduction to Time Series Using Stata, Revised Edition: Revised Edition

Sean Becketti (Author)

ISBN 10: 1597183067 / ISBN 13: 9781597183062

Published by Stata Press; 1st edition, 2020

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Bibliographic Details

• Title: Introduction to Time Series Using Stata, Revised Edition: Revised Edition
• Publisher: Stata Press; 1st edition
• Publication Date: 2020
• Language: English
• ISBN 10: 1597183067
• ISBN 13: 9781597183062
• Binding: Soft cover
• Condition: New

About this title

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.