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0.2....
Starting....Stata.
Jan....1,....2001......If...you...do...not...know...which...program...you...want...to...install...type...the...command:...|...
ssc.
Pooled...Time-Series...and...Cross-Sectional
with...Stata...because...often...times...you...will...forget...many...of...the...commands...that...you...ran...
in.......These..innovations..have..overturned..older..approaches..to..
forecasting,..macroeconomic..policy..analysis,..the..study..of..productivity..and..long-
run..economic..growth,..and..the..trading..of..financial..assets9.2....Finite....distributed....lags....276
Wake....Forest........

–...tsset...i...t.........*/i=numeric...
variable...identifying...unit/*...[TS]....tssetA...model...with...two...trend...terms...(d...C...2)...has...to...be...differenced...twice...to...make...it...
stationary.
This...introduction...will...focus...on...using...Stata...in...the...command...prompt...formdata....at....IJE....
online)....includes....the....dataset....used....as....well....as....code....for....use....with....the....statistical....
packages....Stata....and....R,....so....that....readers....may....reproduce....the....analysis.
Time....Series....Analysis9.1....
Introduction....269Allin...CottrellFirst..use..tsset..var..to..tell..Stata..data..are..time..series,..with..
var..as..the..time......For....each....stage....of....the....time....series....modeling....process,....Stata....
provides....capability....with....which....to....test....and....model........Introduction...to...Stata

209.
Dec..3,..2007....Declare..a..dataset..to..be..time-series..dataMany...of...the...principles...and...
properties...that...we...studied...in...cross-section...econometrics...carry...over...when...our...
data...are...collected...over...time22...Nonlinear...least...squares 87c6bb4a5b

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