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From |
Robert A Yaffee <bob.yaffee@nyu.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: RE: st: ETA Stata 12.0 |

Date |
Fri, 08 Apr 2011 10:03:41 -0400 |

Charles, Thanks for your helpful suggestions. By the way, I find your web page links concerning time dilation, dark matter, gravitational lensing, etc. quite fascinating. I have since I was a teenager found the Lorenz transformation a source of great interest in understanding the limits of space travel. Cheers, Robert Robert A. Yaffee, Ph.D. Research Professor Silver School of Social Work New York University Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf CV: http://homepages.nyu.edu/~ray1/vita.pdf ----- Original Message ----- From: Charles Koss <hqtiger@gmail.com> Date: Friday, April 8, 2011 8:55 am Subject: Re: RE: st: ETA Stata 12.0 To: statalist@hsphsun2.harvard.edu > Dr. Yaffee: > > as a suggestion for your incoming book "An Introduction to Time Series > and Forecasting using Stata", I would say that the stata manual has > an outstanding documentation and very good examples that explain very > clearly the methodologies implemented, including vector autoregression > models. However, when it comes to structural vector autoregression > models, you could emphasize the construction of matrices A, B, and C; > that can be explained with an example that uses some basic economic > theory. In terms of the estimation procedures, the stata manual > provides outstanding documentation for vec models too. > > The exposition of VAR models can be enriched with the discusion of > cointegrated VAR models, this topic could be another chapter on your > book. > > Hope it helps and I will be glad to read y our book , > > Charles > > -- > Charles Koss > http://charlesonnet.blogspot.com > > On Thu, Apr 7, 2011 at 11:53 AM, Robert A Yaffee <bob.yaffee@nyu.edu> > wrote: > > Jeff, > > I'm adding the vector autoregression and structural vector > autoregression chapter now. > > I've been in charge of our NSF grant while my colleague has been > recovering from surgery, > > so there has been a delay. > > Regards, > > Robert > > > > Robert A. Yaffee, Ph.D. > > Research Professor > > Silver School of Social Work > > New York University > > > > Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf > > > > CV: http://homepages.nyu.edu/~ray1/vita.pdf > > > > ----- Original Message ----- > > From: Jeff <jbw-appraiser@earthlink.net> > > Date: Thursday, April 7, 2011 11:48 am > > Subject: RE: st: ETA Stata 12.0 > > To: statalist@hsphsun2.harvard.edu > > > >> Speaking of which... When is Dr. Yaffee's book "An Introduction to > Time > >> Series and Forecasting using Stata" due out? > >> > >> Jeffrey B. Wolpin > >> > >> > >> -----Original Message----- > >> From: owner-statalist@hsphsun2.harvard.edu > >> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Charles > Koss > >> Sent: Thursday, April 07, 2011 7:22 AM > >> To: statalist@hsphsun2.harvard.edu > >> Subject: Re: st: ETA Stata 12.0 > >> > >> Good to know. In addition to that, VECRANK command does not allow the > >> inclussion of seasonal terms as well as structural breaks either in > >> levels or trend. > >> > >> The following is worth reading about what is needed in Stata: > >> Yafee, R.A 2007. Stata 10 (Time Series and Forecasting). Journal of > >> Statistical Software. 23(1):1-18. > >> http://www.jstatsoft.org/v23/s01/paper > >> > >> In conclusion, it seems to me that Stata is heading to a different > >> market of researchers (stat. methods) than Eviews or Rats or open > >> source such as Jmulti or GRETL. > >> > >> Sincerely, > >> > >> Charles > >> > >> -- > >> Charles Koss > >> http://charlesonnet.blogspot.com > >> > >> > >> > >> On Thu, Apr 7, 2011 at 3:29 AM, DE SOUZA Eric > >> <eric.de_souza@coleurope.eu> wrote: > >> > In this connection, cointegration tests can be done with the > >> introduction of stationary regressors (see Rahbek and Mosconi (1999), > >> Cointegration rank inference with stationary regressors in VAR models, > >> Econometrics Journal, which also refers to the relevant tables). -vec- > >> does not allow the introduction of exogenous variables. It should > be > >> allowed with the mention that the critical values produced are not > >> valid. > >> > > >> > Also, -var- does not omit a variable when its coefficient is > >> constrained to zero. It produces a very tiny number instead (e-18 or > >> e-19) with standard errors and all the rest. > >> > > >> > Reference is to Stata 11.1 > >> > > >> > > >> > Eric de Souza > >> > College of Europe > >> > Brugge (Bruges), Belgium > >> > http://www.coleurope.eu > >> > > >> > > >> > -----Original Message----- > >> > From: owner-statalist@hsphsun2.harvard.edu > >> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Charles > Koss > >> > Sent: 06 April 2011 21:17 > >> > To: statalist@hsphsun2.harvard.edu > >> > Subject: Re: st: ETA Stata 12.0 > >> > > >> > Well well! Since starting to use Stata, I am very impressed how much > >> have learnt. Since we always want to purchase better products, I hope > >> Stata 12 can produce complete inference for Vector Error Correction > >> Models (vec command). > >> > > >> > Currently, Stata 10 and 11 can produce the estimates for the impulse > >> response functions but it CAN NOT estimate the corresponding standard > >> errors. So, those estimates are useless since WE DO NEED the standard > >> errors for interpreting the results STATISTICALLY. I was amazed to > learn > >> that OPEN SOURCE software can do that job very efficiently. I would > like > >> to see this feature in STATA 12. > >> > > >> > With this feature, I can convince myself and the administrators that > >> the purchase of Stata 12 is worthy, although version 11 is much better > >> than 10. If someone has information that contradicts my opinion, please > >> do share it. See: > >> > http://www.stata.com/statalist/archive/2011-03/msg01435.html > >> > > >> > Sincerely, > >> > > >> > Charles > >> > > >> > -- > >> > Charles Koss > >> > http://charlesonnet.blogspot.com > >> > > >> > On Wed, Apr 6, 2011 at 12:55 PM, Airey, David C > >> <david.airey@vanderbilt.edu> wrote: > >> >> . > >> >> > >> >> Personally, I would not mind getting another year out of Stata 11! > >> >> > >> >> -Dave > >> >> > >> >> > >> >> > >> >>> This was asked also on 17 March. See > >> >>> > >> >>> < > >> >>> http://www.stata.com/statalist/archive/2011-03/msg01113.html > >> >>> > > >> >>> > >> >>> The history of release dates is covered in > >> >>> > >> >>> < > >> >>> http://www.stata.com/support/faqs/res/history.html > >> >>> > > >> >>> > >> >>> You might like to build your model from the data.... > >> >>> > >> >>> Here are two precedents from history: > >> >>> > >> >>> 1. Precisely when a release will be issued will be announced on > this > >> >>> list (and also now on Facebook, Twitter, the Stata blog, etc.) > >> >>> perhaps a week before the actual date. > >> >>> > >> >>> 2. Precisely what will be included will also be announced then, > and > >> not before. > >> >>> > >> >>> These of course are just my personal generalisations, and StataCorp > >> >>> might do things differently for the next release. > >> >>> > >> >>> Otherwise speculation might be fun, but it is also likely to be > >> >>> completely futile! As the Tao Te Ching says, more or less, > those who > >> >>> know do not say; those who say do not know. > >> >>> > >> >>> (I don't know either, so any and all requests for private > >> information > >> >>> will also be futile.) > >> >>> > >> >>> Nick > >> >> > >> >> * > >> >> * For searches and help try: > >> >> * http://www.stata.com/help.cgi?search > >> >> * http://www.stata.com/support/statalist/faq > >> >> * http://www.ats.ucla.edu/stat/stata/ > >> >> > >> > > >> > * > >> > * For searches and help try: > >> > * http://www.stata.com/help.cgi?search > >> > * http://www.stata.com/support/statalist/faq > >> > * http://www.ats.ucla.edu/stat/stata/ > >> > > >> > * > >> > * For searches and help try: > >> > * http://www.stata.com/help.cgi?search > >> > * http://www.stata.com/support/statalist/faq > >> > * http://www.ats.ucla.edu/stat/stata/ > >> > > >> > >> * > >> * For searches and help try: > >> * http://www.stata.com/help.cgi?search > >> * http://www.stata.com/support/statalist/faq > >> * http://www.ats.ucla.edu/stat/stata/ > >> > >> > >> * > >> * For searches and help try: > >> * http://www.stata.com/help.cgi?search > >> * http://www.stata.com/support/statalist/faq > >> * http://www.ats.ucla.edu/stat/stata/ > > > > * > > * For searches and help try: > > * http://www.stata.com/help.cgi?search > > * http://www.stata.com/support/statalist/faq > > * http://www.ats.ucla.edu/stat/stata/ > > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: ETA Stata 12.0***From:*Charles Koss <hqtiger@gmail.com>

**RE: st: ETA Stata 12.0***From:*"Jeff" <jbw-appraiser@earthlink.net>

**Re: RE: st: ETA Stata 12.0***From:*Robert A Yaffee <bob.yaffee@nyu.edu>

**Re: RE: st: ETA Stata 12.0***From:*Charles Koss <hqtiger@gmail.com>

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