Home
About Me

ECONOMETRICS TUTORIAL for STATA

You are here: Home » reg1_stata » reg1_stata

reg1_stata

Updated on March 19, 2015 By Michela Leave a comment

<< Previous Next >>

Tweet

Leave a Reply Cancel reply

Your email address will not be published. Required fields are marked *

Comment *

Name *

Email *

Website

Type in the text displayed above

Notify me of new posts by email.

Δ

Check out my recent articles:

Time Series on Stata: Forecasting by Smoothing July 28, 2015
A multi- variate way of modeling time series: VAR July 12, 2015
Model stationary and non-stationary series on Stata June 14, 2015

your opinions

Michela on Time Series on Stata: Forecasting by Smoothing
Michela on Instrumental Variables: Find the Bad Guys on Stata
Gatsby on Time Series on Stata: Forecasting by Smoothing

all you need to know

July 2015 (2)
June 2015 (1)
May 2015 (1)
April 2015 (3)
March 2015 (10)
February 2015 (2)

Knowledge by topic

Data Mining (7)
Econometrics (7)
Time Series (5)

Find what you Need

AIC append arima autocorrelation BIC change format cluster command correlogram difference dummy variables econometrics editors fe forecast format GUI Hausman heteroskedasticity IV ivreg2 label lag long missing data OLS panel panel data predict properties reg regression results review robust Stata sysuse tables time series tsset twoway variable varsoc vce WLS

[Do you want to be updated? -----> SIGN UP]

Hi guys!
If you are tired to go on the blog and discover I didn't posted anything new from your last visit (my fault!), this is your best solution:
Sign up, subscribe and be notified when I create new contents.
No more wonderings!

Email Address

Join 28 other subscribers

This blog is intented for students that want to learn Stata in a nutshell.

Michela Guicciardi (c) Copyright 2015 Mansar Theme. Powered by WordPress.

Scroll To Top