FREE Delivery in the UK.
Only 2 left in stock (more on the way).
Dispatched from and sold by Amazon. Gift-wrap available.
Introduction to Time Seri... has been added to your Basket
+ £2.80 UK delivery
Used: Good | Details
Sold by MW_Books
Condition: Used: Good
Comment: There are slight marks to the outer page edges and there is some shelf wear and scuffs to the cover. UK Seller, Fast dispatch same/next working day.
Have one to sell?
Flip to back Flip to front
Listen Playing... Paused   You're listening to a sample of the Audible audio edition.
Learn more
See all 3 images

Introduction to Time Series using Stata Paperback – 8 Feb 2013

4 out of 5 stars 1 customer review

See all formats and editions Hide other formats and editions
Amazon Price
New from Used from
"Please retry"
£38.79 £35.00
Note: This item is eligible for click and collect. Details
Pick up your parcel at a time and place that suits you.
  • Choose from over 13,000 locations across the UK
  • Prime members get unlimited deliveries at no additional cost
How to order to an Amazon Pickup Location?
  1. Find your preferred location and add it to your address book
  2. Dispatch to this address when you check out
Learn more
£49.99 FREE Delivery in the UK. Only 2 left in stock (more on the way). Dispatched from and sold by Amazon. Gift-wrap available.

Frequently Bought Together

  • Introduction to Time Series using Stata
  • +
  • An Introduction to Modern Econometrics Using Stata
  • +
  • A Gentle Introduction to Stata, Fourth Edition
Total price: £151.18
Buy the selected items together

Enter your mobile number or email address below and we'll send you a link to download the free Kindle App. Then you can start reading Kindle books on your smartphone, tablet, or computer - no Kindle device required.

  • Apple
  • Android
  • Windows Phone

To get the free app, enter your e-mail address or mobile phone number.

Product details

  • Paperback: 741 pages
  • Publisher: Stata Press (8 Feb. 2013)
  • Language: English
  • ISBN-10: 1597181323
  • ISBN-13: 978-1597181327
  • Product Dimensions: 23.4 x 18.3 x 2.8 cm
  • Average Customer Review: 4.0 out of 5 stars  See all reviews (1 customer review)
  • Amazon Bestsellers Rank: 454,000 in Books (See Top 100 in Books)
  • See Complete Table of Contents

More About the Author

Discover books, learn about writers, and more.

Inside This Book

(Learn More)
Browse Sample Pages
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
Search inside this book:

Customer Reviews

4.0 out of 5 stars
5 star
4 star
3 star
2 star
1 star
See the customer review
Share your thoughts with other customers

Top Customer Reviews

Format: Paperback
A very good book and easy to follow. Takes you through the initial steps up to Vector Error Correction. This is an introductory book, but would have benefited from more in-depth analysis and interpretation on the results and VECM.

Worth buying for anyone using Stata and time series.
Comment 1 of 1 people found this helpful. Was this review helpful to you? Yes No Sending feedback...
Thank you for your feedback.
Sorry, we failed to record your vote. Please try again
Report abuse

Most Helpful Customer Reviews on (beta) HASH(0x9527ebc4) out of 5 stars 8 reviews
4 of 5 people found the following review helpful
HASH(0x94a64048) out of 5 stars Just what I was looking for in an book 24 Jun. 2013
By Yves Poy Lorenzo - Published on
Format: Paperback Verified Purchase
This is not my first time series book, but by far one of the most helpful. I don't have extensive training in statistics, let alone econometrics but I am learning it for medical research - I think this book is very easy to read and work through for people in the same situation.

The great thing about this intro book is that Becketti adequately preps you from the start, he is very detailed with his explanation of theory and basics. The second half is a very well structured, I found books I read prior to this jumped around and struggled to tie in theory with real-world examples. Here Becketti lays out a simple to understand step-by-step practical approach from model specification and identification to diagnostics and forecasting.

This book is great with teaching Stata time series functions as well. Becketti takes every opportunity to explain Stata syntaxes and functions and how they relate to time series theory and the examples he uses. It's given me quite helpful tips and tricks and i found my Stata analysis was much more efficient after completing the book.

I found it best to work through this book continuously with Stata on-hand. I found it difficult to have long breaks(eg two weeks or more) in between chapters, having to re-revise previous chapters when I did.

The only con I have found so far is that there were a few confusing syntax layouts and corrections (editing issue). However, they were easy enough to figure out if you were working through the book with Stata.
HASH(0x952eb258) out of 5 stars Excelllent book for intermediate postgraduate/undergraduate study. 7 Dec. 2014
By Ilan Strauss - Published on
Format: Paperback Verified Purchase
I used this book for my econometrics mid-term assignment and it helped me achieve very proficiently.

This much needed addition to the Stata book collection should be warmly welcomed by anyone. It is clear, well written, and details an intermediate level of econometric techniques for postgraduate students. Those with sufficient knowledge of linear algebra will be able to engage with the text more thoroughlyin parts since matrix algebra is used to explain the theoretical basis underlying certain techniques. This is wonderful since not only are techniques detailed very clearly using Stata but the theory behind them is explained too (using the right amount of matrix Algebra). However, if you are not into the theory/matrix algebra then don't stress since you don't need it to understand the applications. Only for SVAR might it be necessary.

Don't expect this text to cover everything though: state-space, ML, and more advanced econometric techniques are not covered. Though SVARs makes an appearance. The author is well aware of this and lists the topics which he did not discuss further, and could have, at the end of the book.

This is a fantastic achievement. We can only hope that a second book comes out extending the content into these other subjects.

Buy this book if you want to start to grapple with time-series in Stata.
1 of 1 people found the following review helpful
HASH(0x95027ad4) out of 5 stars excellent book 1 May 2014
By Wesley Busdiecker - Published on
Format: Paperback Verified Purchase
If you are using STATA for time series, highly recommended. Good explanations, easy to understand. I used as supplement to an Econ class covering time series.
HASH(0x96418378) out of 5 stars So this book could be too easy for some 6 May 2015
By Stephen J Han - Published on
Format: Paperback Verified Purchase
I am a graduate student majoring vet. epidemiology. So I don't have in-depth knowledge about statistical background which was demanded for the most of books covering INTRODUCTION of time series analysis. But, this book is written in plain ENGLISH, with the least information about statistics. So this book could be too easy for some, but for the people like me, this book will give the basic concept of time series analysis. I think this book is recommendable introductory book for other "introductory" books for time series analysis.
2 of 3 people found the following review helpful
HASH(0x96a3e744) out of 5 stars very practical book 24 Oct. 2013
By S. Aydogan - Published on
Format: Paperback
This is not the first book I read about Time Series Analysis but so far it is one of the best!
The many practical examples help to understand a model and the commands that have to be used in Stata.
For a (new) Stata user, dealing with TS this book is very helpful.

Sometimes the structure can be confusing (p.e.: switching from the features of trend-stationary to unit-root process) but in general you can follow the book easily.
Were these reviews helpful? Let us know