Different new methodologies are evolving to analyze the time-series data. However, how can I apply these methods using STATA or other data analysis software?
Dear D. Eastern Kang Sim thanks for your reply. Actually I was wondering how can I learn about the new estimation techniques (i.e., methodologies) using different data analysis software like STATA or GAUSS
I would recommend reading published papers in the same field. Once you have a basic understanding, you can then follow a specific method/analysis for your research and watch youtube for that particular method. Never mix things at a time when you are beginner.