Hi Dan,
Apparently there is a new book coming out September 15th by Robert Yaffee. It might be worth a look.
http://www.amazon.com/Introduction-Forecasting-Time-Using-Stata/dp/1597180157
There is also the Stata timeseries reference manual:
http://www.stata.com/bookstore/ts.html
good luck!
Scott
> Date: Wed, 20 Aug 2008 16:25:49 -0700
> From: [email protected]
> To: [email protected]
> Subject: st: Seeking recs: Good Stata-focused time series book
>
> Hi Folks,
> I'm considering building my Time-Series Analysis skills by teaching
> myself. I will probably use a Time Series course I found on MIT's
> Open Course Ware to help guide and structure my course.
> I'm wondering, however, if there is a Stata-focused book on
> Time-Series - something like a "Using Stata for Time Series" - that I
> could use in tandem. I've combed the Stata Bookstore, and I've found
> books with a few relevant chapters (e.g., "Using Stata for Principles
> of Econometrics"), but I'm wondering if there's something with more
> bang for the buck.
> Thanks in advance,
> Dan
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