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Content
2025
- S459468 ETHIODATE: Stata module to p[rovide Ethiopian Date Conversion Utilities]
by Gutama Girja Urago - S459467 MARKOVTHEOTRANS: Stata module to test whether a discrete time Markov chain is consistent with a theoretical transition matrix
by Ariel Linden - S459466 GAODEWEATHER: Stata module providing batch query of weather data using Amap API
by Wang Qiang - S459465 BAIDUWEATHER: Stata module providing batch query weather data using Baidu Maps API with longitude and latitude coordinates
by Wang Qiang - S459464 JQTE: Stata module providing Journal Navigation Tool for Journal of Quantitative & Technological Economics
by Wang Qiang - S459463 CIE: Stata module providing Navigation Tool for China Industrial Economics Journal
by Wang Qiang - S459462 DOBATCH: Stata module to launch a do-file as a background batch process
by Julian Reif - S459461 POWER_ITSA: Stata module to compute power for single and multiple-group interrupted time series analysis
by Ariel Linden - S459460 SJ1: Stata module providing Enhanced Stata Journal Navigator
by Wang Qiang - S459459 READRASTER: Stata module to read and process raster data in NetCDF and GeoTIFF files
by Kerry Du & Chunxia Chen & Shuo Hu & Yang Song & Ruipeng Tan - S459458 PQ: Stata module to read, write, and manage Parquet files in Stata
by Jon Rothbaum - S459457 BLOOD_GLUCOSE: Stata module for converting between HbA1c and blood glucose values
by Ariel Linden - S459456 OGA: Stata module to perform estimation and inference for high-dimensional regressions without imposing the sparsity restriction
by Jooyoung Cha & Harold D. Chiang & Yuya Sasaki - S459455 CJIVE: Stata module to perform Cluster Jackknife Instrumental Variables Estimation (CJIVE)
by Brigham Frandsen & Emily Leslie & Samuel McIntyre - S459454 MARKOVFIRSTORDER: Stata module for assessing whether a sequence follows an independent state model or a first-order Markov chain model
by Ariel Linden - S459453 KOENKER: Stata module to perform Koenker/White detailed test for heteroskedasticity
by Kit Baum - S459452 TIMELEFT: Stata module to count the number of days..
by Kit Baum - S459451 MATCHI2: Stata module for calculating Pearson's chi-squared from a two-way matrix of frequency counts
by Ariel Linden - S459450 DESCRIPTIVE_TABLE: Stata module to produce descriptive table with suppression of small cell counts in an active Word (.docx) document
by Christiaan Righolt - S459449 APCBOUND: Stata module providing tools to facilitate the Fosse-Winship bounding approach to APC analysis
by Gordey Yastrebov - S459448 MARKOVCI: Stata module for computing nonparametric bootstrapped confidence intervals for discrete time Markov chains
by Ariel Linden - S459447 XTSURMG: Stata module implementing Fourier Seemingly Unrelated Regression Mean Group Estimator
by Hasraddin Guliyev - S459446 LDDTEST: Stata module to perform logarithmic density discontinuity equivalence testing for regression discontinuity designs
by Jack Fitzgerald - S459445 TSTI: Stata module to immediately apply the three-sided testing (TST) framework in Stata
by Jack Fitzgerald - S459444 GRXTQREG: Stata module to graph the coefficients of a Quantile Regression for Panel Data
by Dejin Xie - S459443 SAMREGC: Stata module to perform Sensitivity Analysis of Main Regression Coefficients
by Pablo Gluzmann & Demian Panigo - S459442 KLDBRECODE: Stata module that provides crosswalk tables for translations between German KldB and ISCO
by Hans Gerhardt & Anneke Kappes - S459441 SPSFE: Stata module for estimation of spatial stochastic frontier models
by Luojia Wang - S459440 LMOMENTSETS: Stata module for L-moment-based measures collected as datasets
by Nicholas J. Cox - S459439 RANDMARKOVSEQ: Stata module to compute a random sequence of values from an underlying discrete time Markov chain
by Ariel Linden - S459437 BIASTEST: Stata module to test parameter equality across different models
by Hasraddin Guliyev - S459436 TIDYTUESDAY: Stata module for fetching tidytuesday data
by Asjad Naqvi - S459435 RIDGELINE: Stata module to produce ridgeline plots
by Asjad Naqvi - S459434 CACHEIT: Stata module to cache all other Stata commands
by R.Andres Castaneda & Damian Clarke - S459433 NROW2: Stata module to rename variables as their nth row values
by Dejin Xie - S459432 MODPLOT: Stata module for plotting graphs of moderating effects
by Shutter Zor - S459431 SURVEYSPAN: Stata module to analyze timestamp metadata from field surveys to monitor data quality
by Kabira Namit & Ketki Samel - S459430 MULTISITE_REGLATE: Stata module to Estimates the sign of univariate regression coefficients from regressions of site-level LATEs on site-level characteristics in multi-site randomized trials studied in de Chaisemartin & Deeb (2024)
by Clement de Chaisemartin & Antoine Deeb & Bingxue Li - S459429 S2S: Stata module to provide survey to survey imputation tool
by Hai-Anh H. Dang & Minh Cong Nguyen & Kseniya Abanokova - S459428 GMD: Stata module to access and manipulate data from the Global Macro Database
by Mohamed Lehbib - S459427 GOPROBIT2: Stata module to perform generalized ordered probit regression
by Jacob Triplett - S459426 MULTISITE: Stata module to install the four components of the multisite poackage
by Clement de Chaisemartin & Antoine Deeb & Bingxue Li - S459425 MULTISITE_REGITT: Stata module to compute the coefficients from a regression of site-level ITTs on site-level characteristics in multi-site randomized trials
by Clement de Chaisemartin & Antoine Deeb & Bingxue Li - S459424 SYMBIONET: Stata module to build a symbiotic (or symmetric) correlation network from a list of variables
by Nadia Von Jacobi & Charlie Joyez - S459423 MYRANK: Stata module to generate axis variable base on ranks
by Nicholas J. Cox - S459422 EUROMOD: Stata module to connect to EUROMOD (Windows only)
by Hannes Serruys - S459421 LOEVH2: Stata module to calculate Loevinger's H for two dichotomous variables
by Dirk Enzmann - S459420 CROSSWALK: Stata module to recode variable based on crosswalk table (bulk recoding)
by Ben Jann - S459419 POWER_STEP: Stata module to compute power for a step intervention with AR(1) Error
by Ariel Linden - S459418 XTDHAZARD: Stata module to perform Own-Differences IV/CF Estimation of the Discrete-Time Hazard Model
by Harald Tauchmann - S459417 CFBINOUT: Stata module to perform Control Function Estimation of Binary Outcome Models
by Elena Yurkevich & Harald Tauchmann - S459416 GINIDECOMP: Stata module to decompose the Gini coefficient by population subgroups
by Vesa-Matti Heikkuri & Matthias Schief & Aapo Välimäki - S459415 BOX: Stata module to find and set the Box local folder as Stata's working directory
by Giacomo Zanello - S459414 APPMLHDFE: Stata module to estimate asymmetric Poisson regression with high dimensional fixed effects
by Matthew Clance & J.M.C. Santos Silva - S459413 GEOFLOW: Stata module for generating spatial arcs
by Asjad Naqvi - S459412 LOGLOSS: Stata module for computing the log loss metric for binary outcome models
by Ariel Linden - S459411 LOG2MD: Stata module to generate Markdown-formatted logs with customizable options
by Wang Qiang - S459410 WINPROB: Stata module to compute the win probability for a single outcome
by Leonardo Guizzetti - S459409 WEAI: Stata module to compute different versions of the Women's Empowerment in Agricultural Index (WEAI)
by Malick Dione & Greg Seymour & Nathaniel Ferguson & Hazel Malapit - S459408 DKOBS: Stata module to drop or keep a range of observations
by Dejin Xie - S459407 SIMUFE: Stata module to simulate panel data with fixed effects and generate scatter plots with optional fitting lines
by Yujun Lian - S459406 SOCSTRAT: Stata module to compute and analyze social stratification variables
by Scott Oatley - S459405 MULTIAUC: Stata module to calculate of correlated areas under the receiver operating characteristic curves and their differences
by Leonardo Guizzetti - S459404 XTSTGATHERCOVID19: Stata module to Download COVID-19 Data from Our World in Data
by Diallo Ibrahima Amadou - S459403 ITSADGP: Stata module to generate artificial data for interrupted time-series analysis
by Ariel Linden - S459348 CC_XD_DIDTEXTBOOK: Stata module to provide do-files and datafiles for textbook
by Clément de Chaisemartin & Xavier D'Haultfoeuille - S458810 CODENSITY: Stata module for kernel density estimation for one or more variables or groups
by Nicholas J. Cox - S448456 MYREG2: Stata module to export results of regression models to a word document
by Zumin Shi - S448455 MODE: Stata module to display and store the mode of a variable
by Ariel Linden - S448454 MARKOVPREDICT: Stata module for predicting the next state of a Markov chain model given specified past states
by Ariel Linden - RTS00260 LOGSKEWTGARCH: RATS procedure to compute the log density of skew-t distribution for use with GARCH
by Tom Doan - RTS00259 LOGSKEWGEDGARCH: RATS procedure to compute the log density of skew-GED distribution for use with GARCH
by Tom Doan - RTS00258 LOGSKEWGEDDENSITY: RATS procedure to compute log density of skew-GED distribution
by Tom Doan - RTS00257 INVCHISQRPARMS: RATS procedure to computes parameters required for inverse chi-squared distribution
by Tom Doan - RTS00256 IMPACTSIGNFLIP: RATS procedure to corrects signs in covariance matrix factor to match theoretical choices
by Tom Doan - 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 - RTZ00235 STARDIAGNOSTICS: RATS program to perform diagnostics on STAR models
by Tom Doan - RTZ00234 WRIGHTJBES2000: RATS program to replicate Wright's Alternative Variance Ratio test results
by Tom Doan - RTZ00233 WEST_CHO_JOE1995: RATS program to replicate West and Cho(1995) analysis of GARCH models
by Tom Doan - RTZ00232 TSEJOE2000: RATS program to replicate Tse(2000)'s constant correlation GARCH test results
by Tom Doan - RTS00231 VRATIO: RATS procedure to implement variance ratio unit root test procedure
by Tom Doan - RTZ00231 STOCKWATSONJASA1998: RATS program to implement Stock and Watson(1998) Median Unbiased Estimation of Drift Variance
by Tom Doan - RTS00230 VARSPECTRUM: RATS procedure to compute multivariate spectral density of a Vector Autoregression
by Tom Doan - RTZ00230 SKALIN_TERASVIRTA_JAE1999: RATS program to replicate Skalin and Terasvirta(1999) STAR models and causality tests
by Tom Doan - RTS00229 VARMADLM: RATS procedure to analyze a VARMA using state-space techniques
by Tom Doan - RTZ00229 SIMSZHAECM1999: RATS program to replicate Sims and Zha(1999) Error Bands calculations
by Tom Doan - RTS00228 VARLAGSELECT: RATS procedure to select lag length for a VAR model
by Tom Doan - RTZ00228 SADORSKY_EE2012: RATS program to replicate Sadorsky(2012)'s "Correlations and Volatility Spillovers..." paper
by Tom Doan - RTZ00227 LEBO_BOX_AJPS2008: RATS program to replicate Lebo and Box-Steffensmeier's DCC GARCH models
by Tom Doan - RTS00226 VARIRFDELTA: RATS procedure to compute the covariance matrix of an IRF using the delta method
by Tom Doan - RTZ00226 KILIAN_AER2009: RATS program to replicate Kilian(2009)'s VAR analysis of oil market/macro data
by Tom Doan - RTS00225 VARIRF: RATS procedure to organize graphs of Impulse responses for an estimated VAR
by Tom Doan - RTZ00225 HASBROUCK: RATS program to demonstrate decomposition of long-run variance as in Hasbrouck(1995)
by Tom Doan - RTS00224 VARIMAX: RATS procedure to perform factor rotation using varimax criterion
by Tom Doan - RTZ00224 GARCHDECO: RATS program to estimate a GARCH model with dynamic equicorrelation (DECO)
by Tom Doan - RTS00223 VARFROMDLM: RATS procedure to translate a state space representation to its implied VAR
by Tom Doan - RTZ00223 CHANKAROLYI: RATS program to estimate several versions of the CKLS(1992) model for interest rates
by Tom Doan - RTS00222 VARFPE: RATS procedure to compute minimum FPE representation for the equations in a VAR
by Tom Doan - RTZ00222 BAUWENS_LAURENT_JBES2005: RATS program to replicate Bauwens and Laurent(2005) Multivariate skew-t GARCH model
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 - RTZ00219 WATSONAER1994: RATS program to replicate Watson(1994)'s use of Bry-Boschan business cycle dating algorithm
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 - RTZ00216 MATHESON_STAVREV_EL2013: RATS programs to replicate Matheson-Stavrev(2013) non-linear state-space model
by Tom Doan - RTZ00215 LEE_JIMF_1994: RATS program to replicate Lee(1994) VECM-BEKK GARCH analysis of spot/forward rates
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 - RTZ00213 L1TREND: RATS program to demonstrate L1 filtering (robust "HP" filter)
by Tom Doan - RTS00212 TSAYNLTEST: RATS procedure to perform Tsay test for neglected non-linearities
by Tom Doan - RTZ00212 KOUTMOS_JBFA1996: RATS program to replicate Koutmos(1996) MV EGARCH with spillovers
by Tom Doan - RTZ00211 KILIANVIGFUSSON_QE2011: RATS programs to replicate Kilian-Vigfusson(2011) asymmetric VAR
by Tom Doan - RTS00210 THRESHTEST: RATS procedure to perform Hansen's Test for Threshold Break
by Tom Doan - RTZ00210 KILIAN_RESTAT1998: RATS program to replicate Kilian(1998)'s bootstrap-within-bootstrap
by Tom Doan - RTS00209 TAR: RATS procedure to estimate a threshold autoregression, tests for threshold effect
by Tom Doan - RTZ00209 JORDAAER2005: RATS program to replicate Jorda(2005)'s local projection IRF calculations
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 - RTZ00207 RATS program to demonstrate decomposition of long-run variance as in Hasbrouck(1995)
by Tom Doan - RTS00206 SWAMY: RATS procedure to compute a GLS matrix weighted estimator for a panel data set
by Tom Doan - RTZ00206 GRIER_HENRY_ETAL_JAE2004: RATS program to replicate Grier, Henry, Olekalns and Shields(2004) GARCH model
by Tom Doan - RTS00205 SURGIBBSSETUP: RATS procedure to set up Gibbs sampler for SUR model
by Tom Doan - RTZ00205 GONZALES-RIVERA_ND1998: RATS program to replicate Gonzales-Rivera(1998) STAR-GARCH 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 - RTZ00203 GARCHUVFLEX: RATS program to estimate a GARCH model with a non-standard density
by Tom Doan - RTS00202 STEPPROBIT: RATS procedure to perform backwards stepwise reduction of a probit model
by Tom Doan - RTZ00202 GARCHM_UV_DUMMY: RATS program to demonstrate estimation of a GARCH-M with dummy M effect
by Tom Doan - RTS00201 STARTEST: RATS procedure to perform test for linearity vs. LSTAR or ESTAR
by Tom Doan - RTZ00201 FRY_PAGAN_JEL2011: RATS program to demonstrate Fry-Pagan(2011) median target estimates for impulse response functions
by Tom Doan - RTS00200 STAMPDIAGS: RATS procedure to perform a standard battery of specification tests for a state space model
by Tom Doan - RTZ00200 FARRANT_PEERSMAN_JMCB2006: RATS program to replicate Farrant-Peersman(2006) sign restricted VAR's
by Tom Doan - RTS00199 STABTEST: RATS procedure to perform Hansen's stability test for OLS
by Tom Doan - RTZ00199 DIEBOLDYILMAZ_IJF2012: RATS program to replicate Diebold and Yilmaz(2012) spillover calculations
by Tom Doan - RTS00198 SSMSPECTRUM: RATS procedure to compute multivariate spectral density of a state space model
by Tom Doan - RTZ00198 CUSHMAN_ZHA_JME1997: RATS program to replicate Cushman and Zha(1997) structural near-VAR
by Tom Doan - RTZ00197 CHANMCALEER_AFE2003: RATS program to replicate Chan and McAleer(2003) STAR-STGARCH models
by Tom Doan - RTS00196 SPECTRUM: RATS procedure to compute/graph spectral density
by Tom Doan - RTZ00196 CHANMAHEUJBES2002: RATS program to estimate Jump GARCH models with fixed and varying jump intensities
by Tom Doan - RTS00195 SPECFORE: RATS procedure to compute forecasts using spectral techniques
by Tom Doan - RTZ00195 CECCHETIRICH_JBES2001: RATS program to replicate Ceccheti and Rich(2001) estimates of the sacrifice ratio
by Tom Doan - RTS00194 SHORTANDLONG: RATS procedure to compute factor covariance matrix with short and long run restrictions
by Tom Doan - RTZ00194 CAMACHO_JEL2011: RATS programm to replicate Camacho's JEL 2011 paper on unit root test in presence of Markov Switching
by Tom Doan - RTZ00193 BALKE_RESTAT2000: RATS program to replicate Balke(2000)'s threshold VAR
by Tom Doan - RTS00192 RUNTEST: RATS procedure to compute a run test for a two-state series
by Tom Doan - RTZ00192 BALCILARGUPTAMILLER_EE2015: RATS program to replicate Balcilar, Gupta, Miller(2015) Markov Switching VECM
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(2006) 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