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st: RE: Time series resources


From   "Jason Yackee" <jyackee@law.usc.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Time series resources
Date   Mon, 11 Sep 2006 11:01:21 -0700

I don't see why you wouldn't be fine relying:

(a) on the stata documentation, combined with:
(b) the secondary sources cited under the arch/garch entries.

Shelling out the big bucks for the full official documentation is, IMO, the comparatively most painless way to learn this stuff.

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of daniel cassar
Sent: Monday, September 11, 2006 10:59 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: Time series resources

Hi,
I'm a Stata time-series newbie and want to learn how
to perform ARCH and GARCH analyses in stata. Could
anybody please point me to resources (other than the
Stata time-series manual) that could help me in this? 

I appreciate any suggestions. 

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