edm Description

edm implements a series of tools that can be used for empirical dynamic modeling in Stata. The command keyword is edm, and should be immediately followed by the subcommand explore or xmap. A dataset must be declared as time-series or panel data by the tsset or xtset command prior to using the edm command, and time-series operators including l., f., d., and s. can be used (the last for seasonal differencing).

Installation

To install the stable version directly through Stata:

ssc install edm, replace

To install the latest development version directly through Stata:

net install edm, from("https://jinjingli.github.io/edm/") replace

Example Data and Do File

This paper describes the use of edm in Stata. The slides for the talk given at the QMNET seminar series is available here.

The Chicago crime dataset used in the edm paper can be downloaded here.

This do file contains the a series of examples of the edm command using both a synthetic dataset and the Chicago crime dataset.