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Please watch the latest video from Stata demonstrating how to check the convergence of the MCMC chain after fitting a Bayesian linear regression model using the bayes pre...

In this post, we are going to introduce the bayes and bayesmh commands. bayes is a prefix that you can attach to any of 45 existing Stata estimation commands to fit those...

One of the strengths of Stata is that users can write their own commands and share them within the Stata user community. Install the contributed command and you can just ...

Abstract Macroeconomic time-series data are aggregated, inaccurate, non-stationary, collinear and rarely match theoretical concepts. Macroeconomic theories are incomplet...

OxMetrics developer Prof. Sir David Hendry and Dr. Jennifer Castle discuss "An improved approach to empirical modelling" in this article in the CEPR's VOX online platform...

One of the new features in Stata 15 is spatial autoregressive models. These account for correlation between points or areas in space in the same way that time series mode...

One of the new features introduced in Stata version 15 is a series of commands allowing you to interweave Stata commands into text. You can run the commands and populate ...

Stata's biggest release ever is available from today, 7 June 2017. There are many new and important features available within Stata release 15, all of which you can lear...

2016 saw us celebrate twenty-five years of distributing and supporting Stata to users within the UK & Ireland. We are very proud of our close working relationship with S...

Financial Econometrics Using Stata by Simona Boffelli and Giovanni Urga provides an excellent introduction to time-series analysis and how to do it in Stata for financial...