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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 |
Thu, 07 Apr 2011 12:53:50 -0400 |

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/

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

**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>

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