In a *nix-based environment such as Mac OSX it is very simple to set up 'cron jobs' that run at any periodic interval. This presentation illustrates how 'cron', the perl scripting language and Stata are used to generate a database of daily stock quotes from a regional index, compute an investor...

This talk will discuss the use of a number of Stata commands, some "official" and some user-contributed, in the context of working with time-series and panel data. Testing for endogeneity/exogeneity of regressors, heteroskedasticity in an instrumental variables context, and fitting regression...