- Paperback: 741 pages
- Publisher: Stata Press; 1 edition (January 2, 2013)
- Language: English
- ISBN-10: 1597181323
- ISBN-13: 978-1597181327
- Product Dimensions: 7.2 x 1 x 9 inches
- Shipping Weight: 2 pounds (View shipping rates and policies)
- Average Customer Review: 12 customer reviews
- Amazon Best Sellers Rank: #274,594 in Books (See Top 100 in Books)
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Introduction to Time Series Using Stata 1st Edition
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Being an introduction, there are some interesting topics that are not covered by the book (the author lists many of them in the last chapter).
I can't wait to see a follow-up book from this author!
The great thing about this intro book is that Becketti adequately preps you from the start, he is very detailed with his explanation of theory and basics. The second half is a very well structured, I found books I read prior to this jumped around and struggled to tie in theory with real-world examples. Here Becketti lays out a simple to understand step-by-step practical approach from model specification and identification to diagnostics and forecasting.
This book is great with teaching Stata time series functions as well. Becketti takes every opportunity to explain Stata syntaxes and functions and how they relate to time series theory and the examples he uses. It's given me quite helpful tips and tricks and i found my Stata analysis was much more efficient after completing the book.
I found it best to work through this book continuously with Stata on-hand. I found it difficult to have long breaks(eg two weeks or more) in between chapters, having to re-revise previous chapters when I did.
The only con I have found so far is that there were a few confusing syntax layouts and corrections (editing issue). However, they were easy enough to figure out if you were working through the book with Stata.
Most recent customer reviews
The many practical examples help to understand a model and the commands that...Read more