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st: transfer function
From
"Koksal, Bulent" <[email protected]>
To
[email protected]
Subject
st: transfer function
Date
Sun, 20 Jan 2008 13:56:16 +0200
Dear all,
How can I estimate a transfer function model like the following using
Stata? Thanks for any help.
yt=a0+A(L)yt-1+C(L)zt+B(L)et
--
Bülent Köksal
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