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Re: st: estimating impulse response function using jorda's local projection method


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: estimating impulse response function using jorda's local projection method
Date   Tue, 5 Apr 2011 17:29:01 +0100 (BST)

--- On Tue, 5/4/11, ramesh wrote:
> I am working with time series data and trying to estimate
> the set of impulse response function (variables-fedfunds
> and gs10 series) using Jorda's local projections method.
> Is there any way to estimate it in stata? 

Type in Stata -findit jorda-. You'll see that no results
are returned, so the answer is: no or at least not under
that name. It is actually fairly common that the same 
technique is "invented" multiple times in different 
disciplines and in each discipline it is than given different
names. Since you gave no information or reference on what 
your method is, the people from other discipline who might 
know this cannot help you since they obviously don't know
this method under the apparently obscure name "Jorda's local 
projections method" (even Google did not find any hits...).

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------

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