- ardl: Estimating autoregressive distributed lag and equilibrium correction models
- S. Kripfganz and D. C. Schneider. 2023.
- Stata Journal Volume 23 Number 4.
- xtnumfac: A battery of estimators for the number of common factors in time series and panel-data models
- J. Ditzen and S. Reese. 2023.
- Stata Journal Volume 23 Number 2.
- kpsstest: A command that implements the Kwiatkowski, Phillips, Schmidt, and Shin test with sample-specific critical values and reports p-values
- A. Kagalwala. 2022.
- Stata Journal Volume 22 Number 2.
- Erratum: A comprehensive set of postestimation measures to enrich interrupted time-series analysis
- A. Linden. 2022.
- Stata Journal Volume 22 Number 1.
- “What good is a volatility model?" A reexamination after 20 years
- C. F. Baum and S. Hurn. 2021.
- Stata Journal Volume 21 Number 2.
- An easy way to create duration variables in binary cross-sectional time-series data
- A. Q. Philips. 2020.
- Stata Journal Volume 20 Number 4.
- A command to estimate and interpret models of dynamic compositional dependent variables: New features for dynsimpie
- Y. S. Jung, F. D. S. Souza, A. Q. Philips, A. Rutherford, and G. D. Whitten. 2020.
- Stata Journal Volume 20 Number 3.
- Uniform nonparametric inference for time series using Stata
- J. Li, Z. Liao, and M. Gao. 2020.
- Stata Journal Volume 20 Number 3.
- sdmxuse: Command to import data from statistical agencies using the SDMX standard
- S. Fontenay. 2018.
- Stata Journal Volume 18 Number 4.
- Heteroskedasticity- and autocorrelation-robust F and t tests in Stata
- X. Ye and Y. Sun. 2018.
- Stata Journal Volume 18 Number 4.
- Graphing each individual's data over time
- M. D. Chatfield. 2018.
- Stata Journal Volume 18 Number 3.
- Estimating dynamic common-correlated effects in Stata
- J. Ditzen. 2018.
- Stata Journal Volume 18 Number 3.
- Testing for serial correlation in fixed-effects panel models
- J. Wursten. 2018.
- Stata Journal Volume 18 Number 1.
- Econometric convergence test and club clustering using Stata
- K. Du. 2017.
- Stata Journal Volume 17 Number 4.
- SADI: Sequence analysis tools for Stata
- B. Halpin. 2017.
- Stata Journal Volume 17 Number 3.
- Heuristic criteria for selecting an optimal aspect ratio in a two-variable line plot
- D. Christodoulou. 2017.
- Stata Journal Volume 17 Number 2.
- A comprehensive set of postestimation measures to enrich interrupted time-series analysis
- A. Linden. 2017.
- Stata Journal Volume 17 Number 1.
- Estimation of unit values in household expenditure surveys without quantity information
- M. Menon, F. Perali, and N. Tommasi. 2017.
- Stata Journal Volume 17 Number 1.
- Multiple imputation for categorical time series
- B. Halpin. 2016.
- Stata Journal Volume 16 Number 3.
- Estimation of panel vector autoregression in Stata
- M. R. M. Abrigo and I. Love. 2016.
- Stata Journal Volume 16 Number 3.
- Speaking Stata: Shading zones on time series and other plots
- N. J. Cox. 2016.
- Stata Journal Volume 16 Number 3.
- Panel time series: Review of the methodological evolution
- T. Burdisso and M. Sangiácomo. 2016.
- Stata Journal Volume 16 Number 2.
- Global search regression: A new automatic model-selection technique for cross-section, time-series, and panel-data regressions
- P. Gluzmann and D. Panigo. 2015.
- Stata Journal Volume 15 Number 2.
- Conducting interrupted time-series analysis for single- and multiple-group comparisons
- A. Linden. 2015.
- Stata Journal Volume 15 Number 2.
- General-to-specific modeling in Stata
- D. Clarke. 2014.
- Stata Journal Volume 14 Number 4.
- Panel cointegration analysis with xtpedroni
- T. Neal. 2014.
- Stata Journal Volume 14 Number 3.
- Review of Introduction to Time Series Using Stata by Sean Becketti
- D. V. Masterov. 2014.
- Stata Journal Volume 14 Number 2.
- Estimating Geweke's (1982) measure of instantaneous feedback
- M. F. Dicle and J. Levendis. 2013.
- Stata Journal Volume 13 Number 1.
- Long-run covariance and its applications in cointegration regression
- Q. Wang and N. Wu. 2012.
- Stata Journal Volume 12 Number 3.
- Estimating panel time-series models with heterogeneous slopes
- M. Eberhardt. 2012.
- Stata Journal Volume 12 Number 1.
- Dynamic simulations of autoregressive relationships
- L. K. Williams and G. D. Whitten. 2011.
- Stata Journal Volume 11 Number 4.
- A seasonal unit-root test with Stata
- D. Depalo. 2009.
- Stata Journal Volume 9 Number 3.
- Stata tip 76: Separating seasonal time series
- N. J. Cox. 2009.
- Stata Journal Volume 9 Number 2.
- Estimation of nonstationary heterogeneous panels
- E. F. Blackburne and M. W. Frank. 2007.
- Stata Journal Volume 7 Number 2.
- Speaking Stata: Identifying spells
- N. J. Cox. 2007.
- Stata Journal Volume 7 Number 2.
- Testing for cross–sectional dependence in panel–data models
- R. E. De Hoyos and V. Sarafidis. 2006.
- Stata Journal Volume 6 Number 4.
- Speaking Stata: In praise of trigonometric predictors
- N. J. Cox. 2006.
- Stata Journal Volume 6 Number 4.
- Speaking Stata: Graphs for all seasons
- N. J. Cox. 2006.
- Stata Journal Volume 6 Number 3.
- Speaking Stata: Time of day
- N. J. Cox. 2006.
- Stata Journal Volume 6 Number 1.
- Stata: The language of choice for time–series analysis?
- C. F. Baum. 2005.
- Stata Journal Volume 5 Number 1.
- Residual diagnostics for cross–section time series regression models
- C. F. Baum. 2001.
- Stata Journal Volume 1 Number 1.
