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17:29
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Mike Jonas Econometrics
Basic Time Series in Stata: Finite Distributed Lag Models
We cover the following topics: 1. How to estimate the FDL model using OLS and the lag operator in Stata. 2. Testing and calculating the Long Run Propensity. 3. Using the Information Criterion to optimize lag length. 4. Creating a foreach loop in Stata to cycle through multiple lag orders, exporting the information criterion to Excel using ...
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