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Introduction to Time Series using Stata Paperback – 8 Feb 2013


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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: 242,863 in Books (See Top 100 in Books)
  • See Complete Table of Contents

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Most Helpful Customer Reviews

1 of 1 people found the following review helpful By Austrian Smith on 19 April 2013
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.
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Most Helpful Customer Reviews on Amazon.com (beta)

Amazon.com: 7 reviews
4 of 5 people found the following review helpful
Just what I was looking for in an book 24 Jun 2013
By Yves Poy Lorenzo - Published on Amazon.com
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.
Excelllent book for intermediate postgraduate/undergraduate study. 7 Dec 2014
By Ilan Strauss - Published on Amazon.com
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
excellent book 1 May 2014
By Wesley Busdiecker - Published on Amazon.com
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.
2 of 3 people found the following review helpful
very practical book 24 Oct 2013
By S. Aydogan - Published on Amazon.com
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.
4 of 6 people found the following review helpful
Great book for time series 21 Feb 2013
By cherryliao1990 - Published on Amazon.com
Format: Paperback Verified Purchase
I love this book.
I am taking time series this semester.
I have difficulty understanding the stata output tables .
This book is really clear and easy to understand.
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