Basic Time Series in Stata: Finite Distributed Lag Models

[@tombic6373]

Extremely useful video for quickly and insightfully learning how to set up a lag model, determining its optimal lags, and the marginal and cumulative effects of lags. Even more valuable is Mike showing us how to create and use a valuable short loop command to generate multiple regressions, summarize results, and display them in an automatically generated excel file. This video will save me tons of time when using stata. Awesome video. Thanks.

[@mikejonaseconometrics1886]

Thanks, Tom! Very glad to hear the video is useful. Please let me know if there are other topics you’d like me to cover.

[@cyberdevil3000]

Thank you so much for making these! These videos have helped me so much with my econometrics homework and these tutorials are always so clear and helpful

[@stephenchan1748]

Thank you for providing this insightful tutorial, Mike!

[@mikejonaseconometrics1886]

Glad it was helpful!

[@faithpark9870]

Would this work for a panel data set? Meaning you set up an xtset in your regression?

[@mikejonaseconometrics1886]

Yes, lagged regressions can be included in panel regressions (fixed or random effects). Good question!

[@kylmaz5782]

Hello Jonas. Your content is very good. I want to consult you about something. What analysis should we do in the Stata program to find the average annual growth rate of per capita income in 2000-2020? For example, let's say we have a data set like this: Year; 2000 - 2001 - 2002 - 2003 - 2004, Revenue (thousand dollar); 10 - 12 - 13.5 - 14.2 - 17. If we want to comment on the average growth rate for these 5 years, which statistical model will we use in Stata?

[@Efinart]

thank you

[@Alex-un5zm]

Is the OLS output for standard errors not wrong? Shouldnt you use the newey command and use HAC?

[@achudakhinkudachin2048]

What is r5? It doesn't work in my Stata

[@siyavashmonajem8719]

so much useful and very great, thank you so much

[@bingjiefan2888]

Very clear

[@mikejonaseconometrics1886]

Glad you think so!

[@ismaelfoshangee5342]

Thank you. it is very useful for me ,though i couldn't download fed fund . As i am in Afghanistan may be not allowed.