The Stata journal

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  Año 2021, Vol. 21, Número 2 / Stan Hurn (aut.), Christopher F. Baum (aut.)

  • The BDS test of independence

    Christopher F. Baum, Stan Hurn, Kenneth Lindsay

    • Resumen

    págs. 279-280

    

  • “What good is a volatility model?": A reexamination after 20 years

    Christopher F. Baum

    • Resumen

    págs. 295-319

    

  • Weighted mixed-effects dose–response models for tables of correlated contrasts

    Nicola Orsini

    • Resumen

    págs. 320-347

    

  • Estimating and evaluating personalized treatment recommendations from randomized trials with ptr

    Matthias Pierce, Richard Emsley

    • Resumen

    págs. 349-359

    

  • Extending the Kitagawa–Oaxaca–Blinder decomposition approach to panel data

    Hannes Kröger, Jörg Hartmann

    • Resumen

    págs. 360-410

    

  • Stacked linear regression analysis to facilitate testing of hypotheses across OLS regressions

    Michael Oberfichtner, Harald Tauchmann

    • Resumen

    págs. 411-429

    

  • Maximum likelihood estimation of an across-regime correlation parameter

    Giorgio Calzolari, Maria Gabriella Campolo, Antonino Di Pino, Laura Magazzini

    • Resumen

    págs. 430-461

    

  • Event studies with daily stock returns in Stata: Which command to use?

    Thomas Kaspereit

    • Resumen

    págs. 462-497

    

  • Bootstrap internal validation command for predictive logistic regression models

    B. M. Fernández Félix, E. García Esquinas, A. Muriel, A. Royuela, J. Zamora

    • Resumen

    págs. 498-509

    

  • Determining relative importance in Stata using dominance analysis: domin and domme

    Joseph N. Luchman

    • Resumen

    págs. 510-538

    

  • Speaking Stata: Front-and-back plots to ease spaghetti and paella problems

    Nicholas J. Cox

    • Resumen

    págs. 539-554