A review of Stata 8.1 and its time series capabilities
Baum, Christopher. “A review of Stata 8.1 and its time series capabilities”. Boston College Working Papers in Economics 581, 2003.
Abstract
This paper is a review of the statistical package Stata, version 8.1, with special emphasis on its time series capabilities. The program which generates empirical results and graphics in the paper may also be downloaded.