Journal of Statistical Software
December 2007, Volume 23, Software Review 1.
Reviewer: Robert Alan Yaffee
New York University
Stata 10 (Time Series and Forecasting)
StataCorp LP, College Station, TX. USD 1,795 (corporate), USD
arch Autoregressive conditional heteroskedasticity (ARCH) family of estimators
Remarks and examples
Methods and formulas
ARCH MODEL AND TIME-VARYING VOLATILITY
In this lesson we'll use Stata to estimate several models in which the variance of the dependent
variable changes over time. These are broadly referred to as ARCH (autoregressive c
I started my professional career while I was still a student. Working part-time with various
organizations, and at the same time, taking local opportunities to expand my knowledge, I have a
diverse background with much to offer.
Since August 2012, I have