Content
1998
- S334001 NBINREG: Stata module to estimate negative binomial regression models
by Joseph Hilbe - S333502 GRAND: Stata modules to compute grand mean and dummies for differences
by Vince Wiggins - S332301 GMCI: Stata module to calculate geometric means and their confidence intervals
by John Carlin - S331601 FOR211: Stata modules to document features of for and extend the for command
by Patrick Royston - S331001 TABLAB: Stata module to autocrosstabulate a variable
by Nicholas J. Cox - S327202 MISSING: Stata module to replace missing values
by Jose Maria Sanchez Saez - S322902 HBAR: Stata module to generate horizontal bar charts
by Nicholas J. Cox - S321001 SPIKEPLT: Stata module to generate spike plot showing fine structure of the data
by Nicholas J. Cox & Tony Brady - S320801 HPLOT: Stata module to generate horizontal plots
by Nicholas J. Cox - S237501 QUANTIL2: Stata module to generate multivariate quantile plot
by Nicholas J. Cox - G111201 STAR-STGARCH: GAUSS modules to estimate STAR models with ST-GARCH errors
by Stefan Lundbergh - S37201 DISTAN: Stata module to generate similarity measures
by Jose Maria Sanchez Saez
1997
- S3257001 ELAPSE: Stata module to calculate elapsed time in procedure
by Fred Zimmerman - R792001 GPHROB: RATS modules to perform tests for fractional integration of timeseries
by Christopher F Baum & John T. Barkoulas - S388801 STCSTAT: Stata module to generate evaluation of fit for Cox regression model
by William Gould - S329601 SSSPLOT: Stata module to generate seasonal subseries plots
by Nicholas J. Cox - S329101 CENPOIS: Stata module to estimate censored maximum likelihood Poisson regression models
by Joseph Hilbe & Dean Judson - S329001 TRPOIS0: Stata module to estimate zero-truncated Poisson regression models
by Joseph Hilbe - S328902 POISML: Stata module to estimate maximum likelihood Poisson regression models
by Joseph Hilbe - S328601 MKSTRSN: Stata modules to format Social Security number variables
by William Gould - S328201 ISTDIZE: Stata module to generate indirectly standardized rates using a standard population
by Mario Cleves - S327701 GOLOGIT: Stata module to estimate generalized ordered logit models
by Vincent Kang Fu - S327601 VALLAB: Stata module to pack values and labels into a new string variable
by Nicholas J. Cox - S327001 SPARL: Stata module to produce scatter plot and y-x regression line
by Nicholas J. Cox - S326801 BLOGIT2: Stata module to produce grouped data logit with support for in
by Nicholas J. Cox - S325001 LOOPPLOT: Stata modules to generate scatter plots with loops
by Nicholas J. Cox - S324503 LABSUMM: Stata module to generate summary table with variable labels
by Thomas Steichen - S324502 SUMMVL: Stata module to generate summary table with variable labels (version 5)
by Jeroen Weesie - S323801 VPLPLOT: Stata modules to generate paired data plots
by Nicholas J. Cox - S323701 SDTEST: Stata modules (corrected) sdtest, sdtesti
by Bill Sribney - S323502 HAUSMAN: Stata module to compute a Hausman test statistic (version 5)
by Jeroen Weesie - S323501 IIA: Stata module to test the iia assumption in conditional logistic regression (version 5)
by Jeroen Weesie - S322901 DUPS: Stata module to identify and optionally remove duplicate observations
by Nicholas J. Cox & Thomas Steichen - S321601 ALLCROSS: Stata modules to create variables corresponding to moment matrices
by Kenneth Higbee - S320901 OMODEL: Stata modules to perform tests on ordered probit and ordered logit models
by Rory Wolfe - S320802 SYMMETRY: Stata modules to perform tests of symmetry for NxN contingency tables
by Mario Cleves - S320501 STACK: Stata module to stack datasets
by William Gould - S320302 ACPLOT: Stata module to plot the autocorrelogram
by Nicholas J. Cox - S319901 RALLOC: Stata module to design randomized controlled trials
by Philip Ryan - S319701 STRIP: Stata module to strip unwanted characters
by P.T.Seed - S319401 WHITE: Stata module to perform White's test for heteroscedasticity
by Jeroen Weesie
1996
- S343501 DLOGIT2: Stata modules to compute marginal effects for logit, probit, and mlogit
by Bill Sribney - M6B2303 STATUTILITIES: Mathematica package of statistical utilities
by David A. Belsley - M6B2302 ECONOMETRICS: Mathematica package of econometric tools
by David A. Belsley - M6B2301 BLOCKMATRIX: Mathematica package to handle block matrix operations
by David A. Belsley - R022701 ARFIMAFC: RATS modules to forecast fractionally differenced timeseries
by Christopher F Baum & John T. Barkoulas
1995
- R852701 ROLLREG: RATS module to perform rolling and moving-window regressions
by Simon van Norden - S457068 RIDDER: Stata module to solve equation by Ridder's method
by Tim McGuire
Undated
- RTS00254 YULEVAR: RATS procedure to estimate a VAR on stationary data using Yule-Walker Equations
by Tom Doan - RTS00253 YULELAGS: RATS procedure to compute Information Criteria for AR models using Yule-Walker
by Tom Doan - RTS00252 WESTCHOTEST: RATS procedure to perform Heteroscedasticity-robust serial correlation test
by Tom Doan - RTS00251 SEASONALDLM: RATS procedure to create the matrices for the seasonal component of a DLM
by Tom Doan - RTS00250 REGTOTEX: RATS procedure to create a TeX equation from the most recent regression
by Tom Doan - RTS00249 REGSTRTEST: RATS procedure to perform a test for linearity vs nonlinear in the form of smooth transition
by Tom Doan - RTS00248 POTESTRESIDS: RATS procedure to perform Phillips-Ouliaris-Hansen test for Cointegration on 1st stage residuals
by Tom Doan - RTS00247 POTEST: RATS procedure to perform Phillips-Ouliaris-Hansen test for Cointegration
by Tom Doan - RTS00246 PACF2AR: RATS procedure to generate coefficients for an AR from input covariances
by Tom Doan - RTS00245 MVGARCHTOVECH: RATS procedure to extract a VECH representation from GARCH estimates
by Tom Doan - RTS00244 MCPROCESSIRF: RATS procedure to organize error bands for IRF's based upon MC results
by Tom Doan - RTS00243 MCGRAPHIRF: RATS procedure to organize graphs of IRF's with confidence bands
by Tom Doan - RTS00242 LEVINLIN: RATS procedure to perform Levin-Lin-Chu test for unit roots in panel data
by Tom Doan - RTS00241 LAGPOLYROOTS: RATS procedure to create table of the roots of a lag polynomial
by Tom Doan - RTS00240 CXLOGDENSITYCV: RATS procedure to compute concentrated multivariate Whittle likelihood using complex matrices
by Tom Doan - RTS00239 CXLOGDENSITY: RATS procedure to compute Whittle likelihood using complex matrices
by Tom Doan - RTS00238 BSOPTION: RATS procedure to execute Black-Scholes option pricing procedure
by Tom Doan - RTS00237 BREITUNG: RATS procedure to perform Breitung test for unit roots in panel data
by Tom Doan - RTS00236 ZIVOT: RATS procedure to perform Zivot-Andrews Unit Root Test
by Tom Doan - RTS00231 VRATIO: RATS procedure to implement variance ratio unit root test procedure
by Tom Doan - RTS00230 VARSPECTRUM: RATS procedure to compute multivariate spectral density of a Vector Autoregression
by Tom Doan - RTS00229 VARMADLM: RATS procedure to analyze a VARMA using state-space techniques
by Tom Doan - RTS00228 VARLAGSELECT: RATS procedure to select lag length for a VAR model
by Tom Doan - RTS00226 VARIRFDELTA: RATS procedure to compute the covariance matrix of an IRF using the delta method
by Tom Doan - RTS00225 VARIRF: RATS procedure to organize graphs of Impulse responses for an estimated VAR
by Tom Doan - RTS00224 VARIMAX: RATS procedure to perform factor rotation using varimax criterion
by Tom Doan - RTS00223 VARFROMDLM: RATS procedure to translate a state space representation to its implied VAR
by Tom Doan - RTS00222 VARFPE: RATS procedure to compute minimum FPE representation for the equations in a VAR
by Tom Doan - RTS00221 VARCALC: RATS procedure to perform a direct calculation of a simple OLS VAR
by Tom Doan - RTS00220 VARBOOTSETUP: RATS procedure to set up a parallel system for bootstrapping a VAR
by Tom Doan - RTS00219 UNIQUEVALUES: RATS procedure to extract unique values from a series
by Tom Doan - RTS00218 UNIFORMPARMS: RATS procedure to compute required parameters for uniform distribution
by Tom Doan - RTS00217 UHLIGFUNCS: RATS procedure to compute criteria for Uhlig sign-restricted shocks
by Tom Doan - RTS00216 UFOREERRORS: RATS procedure to compute forecast errors for a univariate model
by Tom Doan - RTS00214 TSECCTEST: RATS procedure to perform Tse test for constant correlation in MV-GARCH model
by Tom Doan - RTS00213 TSAYTEST: RATS procedure to perform Tsay arranged regression test for threshold autoregression (TAR)
by Tom Doan - RTS00212 TSAYNLTEST: RATS procedure to perform Tsay test for neglected non-linearities
by Tom Doan - RTS00210 THRESHTEST: RATS procedure to perform Hansen's Test for Threshold Break
by Tom Doan - RTS00209 TAR: RATS procedure to estimate a threshold autoregression, tests for threshold effect
by Tom Doan - RTS00208 SWTRENDS: RATS procedure to test cointegration rank using common trends analysis
by Tom Doan - RTS00207 SWDOLS: RATS procedure to estimate cointegrating vectors using dynamic OLS
by Tom Doan - RTS00206 SWAMY: RATS procedure to compute a GLS matrix weighted estimator for a panel data set
by Tom Doan - RTS00205 SURGIBBSSETUP: RATS procedure to set up Gibbs sampler for SUR model
by Tom Doan - RTS00204 STRUCTRESIDS: RATS procedure to compute structural residuals from standard residuals
by Tom Doan - RTS00203 STOCKWAT: RATS procedure to perform Stock-Watson and Dickey-Fuller Unit Root Tests
by Tom Doan - RTS00202 STEPPROBIT: RATS procedure to perform backwards stepwise reduction of a probit model
by Tom Doan - RTS00201 STARTEST: RATS procedure to perform test for linearity vs. LSTAR or ESTAR
by Tom Doan - RTS00200 STAMPDIAGS: RATS procedure to perform a standard battery of specification tests for a state space model
by Tom Doan - RTS00199 STABTEST: RATS procedure to perform Hansen's stability test for OLS
by Tom Doan - RTS00198 SSMSPECTRUM: RATS procedure to compute multivariate spectral density of a state space model
by Tom Doan - RTS00196 SPECTRUM: RATS procedure to compute/graph spectral density
by Tom Doan - RTS00195 SPECFORE: RATS procedure to compute forecasts using spectral techniques
by Tom Doan - RTS00194 SHORTANDLONG: RATS procedure to compute factor covariance matrix with short and long run restrictions
by Tom Doan - RTS00192 RUNTEST: RATS procedure to compute a run test for a two-state series
by Tom Doan - RTS00191 RSSTATISTIC: RATS procedure to compute R/S Statistic (classical or Lo's modified)
by Tom Doan - RTZ00191 RATS program to replicate Skalin and Terasvirta(1999) STAR models and causality tests
by Tom Doan - RTS00190 RRGQTEST: RATS procedure to compute a Goldfeld-Quandt test on recursive residuals
by Tom Doan - RTZ00190 RATS program to replicate Pedroni JAE 2007 paper using panel cointegration
by Tom Doan - RTZ00189 RATS program to demonstrate Granger causality test with heterogeneous panel
by Tom Doan - RTS00188 ROLLREG: RATS procedure to compute rolling regressions for least squares
by Tom Doan - RTZ00188 RATS program to demonstrate Monte Carlo Impulse Response for a structural near-VAR
by Tom Doan - RTS00187 ROBUSTLMTEST: RATS procedure to perform robust LM test for orthogonality of residuals and input series
by Tom Doan - RTZ00187 RATS program to demonstrate Gibbs sampling in a cointegrated model
by Tom Doan - RTS00186 RGSE: RATS procedure to compute fractional differencing parameter using semiparametric methods
by Tom Doan - RTZ00186 RATS program to demonstrate Inclan-Tiao test for breaks in variance
by Tom Doan - RTS00185 REGWUTEST: RATS procedure to perform Wu (or Durbin-Wu-Hausman) specification test on regression
by Tom Doan - RTZ00185 RATS program to demonstrate IV estimation of VAR in panel data
by Tom Doan - RTS00184 REGWHITETEST: RATS procedure to perform White heteroscedasticity test on regression
by Tom Doan - RTZ00184 RATS program to demonstrate historical decomposition
by Tom Doan - RTS00183 REGWHITENNTEST: RATS procedure to perform White neural network test on regression
by Tom Doan - RTZ00183 RATS program to replicate Hafner-Herwartz volatility impulse response functions
by Tom Doan - RTS00182 REGTREE: RATS procedure to perform a CART (Classification and Regression Trees) analysis
by Tom Doan - RTZ00182 RATS program to demonstrate Gibbs sampling on dynamic probit model
by Tom Doan - RTS00181 REGRESET: RATS procedure to perform Ramsey RESET test on regression
by Tom Doan - RTZ00181 RATS program to demonstrate univariate GARCH with nonparametric density
by Tom Doan - RTZ00180 RATS program to demonstrate Gibbs sampling applied to a DCC GARCH model
by Tom Doan - RTS00179 REGPCSE: RATS procedure to compute panel-corrected standard error calculation
by Tom Doan - RTZ00179 RATS program to demonstrate bootstrapping on a multivariate GARCH model
by Tom Doan - RTZ00178 RATS program to replicate Faust 1998 paper on semi-structural VAR
by Tom Doan - RTZ00177 RATS program to replicate Ehrmann-Ellison-Valla(2003) regime dependent impulse response
by Tom Doan - RTS00176 REGHBREAK: RATS procedure to perform structural break test with bootstrapped p-values
by Tom Doan - RTZ00176 RATS program to demonstrate forecasting an E-GARCH model using random simulations
by Tom Doan - RTS00175 REGEXACTDW: RATS procedure to compute the exact significance level for the Durbin-Watson
by Tom Doan - RTZ00175 RATS program to demonstrate bootstrapping with an E-GARCH model
by Tom Doan - RTZ00174 RATS program to estimate various forms of DCC GARCH models
by Tom Doan - RTZ00173 RATS program to replicate Bollerslev-Mikkelson(1996) FIEGARCH models
by Tom Doan - RTZ00172 RATS program to replicate Baillie and Bollerslev GARCH models with day-of-week effects
by Tom Doan - RTZ00171 RATS program to demonstrate Bai, Lumsdaine, Stock common breaks in VAR
by Tom Doan - RTZ00170 RATS program to demonstrate Gibbs Sampling applied to an ARMA model
by Tom Doan - RTZ00169 RATS program to replicate Arellano-Bond 1991 dynamic panel
by Tom Doan - RTS00168 RANMIXTURE: RATS procedure to perform random draws from a mixture of Normals
by Tom Doan - RTZ00168 RATS programs to replicate Wright's Alternative Variance Ratio test results
by Tom Doan - RTZ00167 RATS programs to replicate Willinger, Taqqu, Teverovsky(1999)
by Tom Doan - RTS00166 QUARTIMAX: RATS procedure to perform factor rotation using quartimax criterion
by Tom Doan - RTZ00166 RATS program to demonstrate lag length selection techniques in a VAR
by Tom Doan - RTZ00165 RATS program to demonstrate block causality tests in a VAR
by Tom Doan - RTS00163 PRJMULTINOMIAL: RATS procedure to compute predicted probabilities for multinomial logit model
by Tom Doan - RTZ00163 RATS programs to replicate Uhlig's VAR identification technique
by Tom Doan - RTS00162 PRJCONDITIONAL: RATS procedure to compute predicted probabilities for conditional logit model
by Tom Doan - RTZ00162 RATS program to demonstrate time-varying coefficient estimation in a VAR
by Tom Doan - RTS00161 PRINFACTORS: RATS procedure to perform principal components-based factor analysis
by Tom Doan - RTZ00161 RATS programs to replicate Tse's constant correlation GARCH test results
by Tom Doan - RTS00160 PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test
by Tom Doan - RTZ00160 RATS programs to replicate Tsay's 1998 multivariate threshold results
by Tom Doan - RTS00158 PHILLIPSHANNAN: RATS procedure to compute Phillips-Hannan Efficient estimator for multivariate regressions
by Tom Doan - RTZ00158 RATS programs to replicate Terasvirta's 1994 STAR model results
by Tom Doan - RTS00157 PERSIST: RATS procedure to compute sum of coefficients of a MA representation for a series
by Tom Doan - RTZ00157 RATS program to demonstrate Markov Switching ARCH
by Tom Doan - RTS00156 PERRONRODRIGUEZ: RATS procedure to perform Perron-Rodriguez unit root test allowing for break at unknown date
by Tom Doan - RTZ00156 RATS program to demonstrate Swamy GLS matrix weighted estimator
by Tom Doan - RTS00155 PERRONNGMTESTS: RATS procedure to compute various Perron-Ng "M" unit root tests
by Tom Doan - RTZ00155 RATS program to demonstrate estimation of a stochastic volatility model
by Tom Doan - RTS00154 PERRONBREAKS: RATS procedure to compute various unit root tests with breaks
by Tom Doan - RTS00152 PANELTHRESH: RATS procedure to analyze up to two threshold breaks in a fixed effects panel model
by Tom Doan - RTZ00152 RATS program to demonstrate forecasting using spectral techniques
by Tom Doan - RTS00151 PANELFM: RATS procedure to perform panel data group mean FMOLS
by Tom Doan - RTZ00151 RATS programs to replicate Sinclair(2009) bivariate state-space model
by Tom Doan - RTS00150 PANELDOLS: RATS procedure to perform panel data group mean DOLS
by Tom Doan - RTS00147 OLSHODRICK: RATS procedure to compute Hodrick standard errors
by Tom Doan - RTS00146 NBERCYCLES: RATS procedure to generate dummies based upon NBER cycle dates
by Tom Doan - RTS00145 MVQSTAT: RATS procedure to compute Hosking's Multivariate Q statistic
by Tom Doan - RTZ00145 RATS programs to replicate Sims and Zha(1999) "Error Bands for Impulse Responses"
by Tom Doan - RTZ00144 RATS program to demonstrate Shiller smoothness prior for distributed lag
by Tom Doan - RTS00143 MVJB: RATS procedure to perform Multivariate Jarque-Bera normality test
by Tom Doan - RTZ00143 RATS program to demonstate robust estimation techniques in a linear model
by Tom Doan - RTS00142 MVIDENT: RATS procedure to create a Tiao-Box cross correlation matrix
by Tom Doan - RTZ00142 RATS program to demonstrate calculation of an arranged autoregression
by Tom Doan - RTS00141 MVGARCHFORE: RATS procedure to perform Multivariate GARCH forecasting
by Tom Doan - RTZ00141 RATS program to estimate probit model with random effects
by Tom Doan - RTS00140 MVBNDECOMP: RATS procedure to compute a multivariate Beveridge-Nelson decomposition via VAR's
by Tom Doan - RTS00139 MVARCHTEST: RATS procedure to perform Multivariate test for ARCH
by Tom Doan - RTZ00139 RATS programs to replicate Quah and Vahey core inflation estimation
by Tom Doan - RTS00138 MULTIPLEBREAKS: RATS procedure to perform multiple structural change analysis
by Tom Doan - RTS00137 MSVARSETUP: RATS procedure to perform Markov switching VAR setup procedures
by Tom Doan - RTZ00137 RATS program to demonstrate quadratic programming
by Tom Doan - RTS00136 MSSYSREGRESSION: RATS procedure to perform Markov switching linear systems regression procedures
by Tom Doan - RTS00135 MSSETUP: RATS procedure to perform Markov switching general support procedures
by Tom Doan - RTZ00135 RATS program to calculate optimal portfolios
by Tom Doan - RTS00134 MSREGRESSION: RATS procedure to perform Markov switching linear regression procedures
by Tom Doan - RTZ00134 RATS programs to replicate Pesaran, Shin and Smith, pooled mean group panel data
by Tom Doan - RTS00133 MSEMSETUPSTD: RATS procedure to perform Markov switching procedures for EM estimation
by Tom Doan - RTZ00133 RATS programs to replicate Perron-Wada state space model
by Tom Doan - RTS00132 MONTEVAR: RATS procedure to perform Monte Carlo Integration of VAR Impulse Response confidence bands
by Tom Doan - RTZ00132 RATS programs to replicate Pedroni PPP tests on panel data
by Tom Doan - RTZ00130 RATS programs to replicate Papell and Prodan one and two break unit root tests
by Tom Doan - RTS00129 MIXVAR: RATS procedure to compute mixed estimation of an equation with a Bayesian prior
by Tom Doan - RTZ00128 RATS programs to replicate Ozbek and Ozlale state space model with time-varying coefficients
by Tom Doan - RTS00127 MHEGY: RATS procedure to implement the monthly version of the "HEGY" tests
by Tom Doan - RTS00126 MESA: RATS procedure to compute and graph a spectrum using Maximum Entropy Method
by Tom Doan - RTZ00126 RATS program to estimate observable index model from Sargent-Sims(1977)
by Tom Doan