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This chapter includes extensive examples of software scripts in the open source programs R and gretl, as a practical guide to implement 2TSF models. We also discuss a user-created Stata command to estimate basic 2TSF models.

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Software for 2TSF Analysis

  • 章节

  • 发表日期：

    2025年

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  • Alecos Papadopoulos,
  • Christopher F. Parmeter

摘要

This chapter includes extensive examples of software scripts in the open source programs R and gretl, as a practical guide to implement 2TSF models. We also discuss a user-created Stata command to estimate basic 2TSF models.