From the help desk: Transfer functions
| dc.creator | McDowell, Allen | |
| dc.date | 2017-04-01T13:51:20Z | |
| dc.date.accessioned | 2026-07-09T05:46:55Z | |
| dc.description | The question often arises as to whether one can estimate a transfer function model using Stata. While Stata does not currently have a convenience command for doing so, this article will demonstrate that estimating such a model can be accomplished quite easily using Stata’s arima command. The classic text for transfer function modeling is Box, Jenkins, and Reinsel (1994); however, a more concise presentation can be found in Brockwell and Davis (1991). | |
| dc.identifier | Other:st0009 | |
| dc.identifier | doi:10.22004/ag.econ.115952 | |
| dc.identifier | https://ageconsearch.umn.edu/record/115952/files/sjart_st0009.pdf | |
| dc.identifier | http://ageconsearch.umn.edu/record/115952 | |
| dc.identifier.uri | http://hdl.handle.net/123456789/568292 | |
| dc.language | eng | |
| dc.publisher | ||
| dc.source | http://ageconsearch.umn.edu/record/115952 | |
| dc.title | From the help desk: Transfer functions | |
| dc.type | Text |