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


From   Syed Basher <syed.basher@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: estimating impulse response function using jorda's local projection method
Date   Tue, 5 Apr 2011 10:15:28 -0700 (PDT)

Hi,

You can find Gauss code from Jorda's homepage.

Syed

--- On Tue, 4/5/11, Maarten buis <maartenbuis@yahoo.co.uk> wrote:

> From: Maarten buis <maartenbuis@yahoo.co.uk>
> Subject: Re: st: estimating impulse response function using jorda's local projection method
> To: statalist@hsphsun2.harvard.edu
> Date: Tuesday, April 5, 2011, 7:29 PM
> --- 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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