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Listing and interpreting transformed coefficients from certain regression models

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  • J. Scott Long
  • Jeremy Freese

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  • J. Scott Long & Jeremy Freese, 2001. "Listing and interpreting transformed coefficients from certain regression models," Stata Technical Bulletin, StataCorp LP, vol. 10(57).
    • Handle: RePEc:tsj:stbull:y:2001:v:10:i:57:sg152
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    References listed on IDEAS

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    1. Sowell, Fallaw, 1992. "Maximum likelihood estimation of stationary univariate fractionally integrated time series models," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 165-188.
    2. Baillie, Richard T., 1996. "Long memory processes and fractional integration in econometrics," Journal of Econometrics, Elsevier, vol. 73(1), pages 5-59, July.
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