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| From | Nick Cox <njcoxstata@gmail.com> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: PAR(p) for TSCS data |
| Date | Thu, 15 Aug 2013 14:45:44 +0100 |
Wrong reference. It's Buis (2012g). Nick njcoxstata@gmail.com On 15 August 2013 14:37, Maarten Buis <maartenlbuis@gmail.com> wrote: > See Cox (2013) on why you need to give full references on this list. > > -- Maarten > > Ps. I deliberately did not give the full reference to illustrate why > you need to give the full reference. Hint: a link to this document is > given underneath every post on Statalist. > > > On Thu, Aug 15, 2013 at 3:28 PM, <T.J.Laing@lse.ac.uk> wrote: >> Hi >> >> Has anyone attempted to code a PAR(p) model, such as that proposed by Brandt and Williams (2001), for Time-Series Cross Sectional data. I know there is some code for the model for purely time-series data but has anyone tried applying it to time-series cross-sectional? >> >> Regards >> >> Tim Laing >> >> Please access the attached hyperlink for an important electronic communications disclaimer: http://lse.ac.uk/emailDisclaimer >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/faqs/resources/statalist-faq/ >> * http://www.ats.ucla.edu/stat/stata/ > > > > -- > --------------------------------- > Maarten L. Buis > WZB > Reichpietschufer 50 > 10785 Berlin > Germany > > http://www.maartenbuis.nl > --------------------------------- > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/