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Re: st: Time Series System w/ unobserved variables


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Time Series System w/ unobserved variables
Date   Fri, 12 May 2006 16:24:27 -0400

Elliott,
 Are you referring to a multivariate unobserved components model?  Or a
dynamic structural equation model? or a Combination of them?
  - RAY

Robert A. Yaffee, Ph.D.
Research Professor
Shirley M. Ehrenkranz
School of Social Work
New York University

home address:
Apt 19-W
2100 Linwood Ave.
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
yaffee@nyu.edu

----- Original Message -----
From: Elliot Bendoly <Elliot_Bendoly@bus.emory.edu>
Date: Friday, May 12, 2006 3:43 pm
Subject: st: Time Series System w/ unobserved variables

> As a new user of Stata, I'm looking for a guide to estimating a 4
> simultaneous time-series equations,
> potentially with up to two of the 4 relating to unobserved 
> variables.  May
> be some quadratic terms.
> What's a good text (set of texts) to help guide me in this?  Does 
> anyoneknow (have) example Stata 
> syntax documentation for running something "like" this? (probably 
> beingtoo vague at this point, but
> let me know if this kind of thing rings a bell)
> THANKS
> 
> 
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