- 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
Introduction to Time Series using Stata Paperback – 8 Feb 2013
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Top Customer Reviews
Worth buying for anyone using Stata and time series.
Most Helpful Customer Reviews on Amazon.com (beta)
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.
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.
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.