Time Series #econometrics get a boost with @Stata's new command for Autoregressive Distributed Lag models. If you are, like me, not content with univariate time series models, read this paper: https://t.co/Sb5HSDJDTC
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RT @Kripfganz: In our #ARDL article just published in the #StataJournal, we empirically assess whether the #Bitcoin price is determined by…
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In our #ARDL article just published in the #StataJournal, we empirically assess whether the #Bitcoin price is determined by economic fundamentals; we do not find reliable evidence for such a long-run equilibrium relationship. #BTC
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RT @Kripfganz: More than 10 years ago, Daniel Schneider and I began working on our ARDL @Stata package for the estimation of autoregressive…