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a guest Dec 6th, 2018 69 Never
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  1. freduse MEHOINUSMAA672N LES1252881600Q CUURA103SA0 if daten>=mdy(1,1,2000), clear
  2. gen m = mofd(daten)
  3. tsset m
  4. tssmooth ma cpi_boston = CUURA103SA0, window(1 1 1)
  5. gen t = qofd(daten)
  6. collapse (mean) MEHOINUSMAA672N LES1252881600Q cpi_boston, by(t)
  7. format %tq t
  8. tsset t
  9. gen delta_muwre = log(LES1252881600Q) - log(L4.LES1252881600Q)
  10. gen delta_boston_income = log(MEHOINUSMAA672N) - log(L4.MEHOINUSMAA672N)
  11. tssmooth ma delta_boston_income2 = delta_boston_income, window(3 1 3)
  12. gen delta_cpi_boston = log(cpi_boston) - log(L4.cpi_boston)
  13. newey delta_boston_income2 delta_muwre if t>=yq(2010,1), lag(3)
  14. predict fitted_boston_income
  15. quietly summarize fitted_boston_income if yofd(dofq(t))==2018
  16. di `r(mean)'
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