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
[email protected]
----- Original Message -----
From: Elliot Bendoly <[email protected]>
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
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
