st: re: Stata programming

Tunga said

Could you make your following statement more explicit:
"it is very easy to make a command that is indistinguishable from a standard
Stata command"
In terms of writing a complete time series model, for instance, what would
"making a command" mean?

Have a look at the slides available from

http://ideas.repec.org/p/boc/dsug07/00.html

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html

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