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XTPDLIB: Stata module to provide a library of second-generation panel data tests

Author

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  • Merwan Roudane

Programming Language

Abstract

xtpdlib is a Stata library that brings several modern panel time-series tests - accounting for cross-section dependence, structural shifts and heterogeneity - from Saban Nazlioglu's GAUSS TSPDLIB into Stata, with journal-quality output tables, publication-style graphs, and fully cross-linked help.

Suggested Citation

  • Merwan Roudane, 2026. "XTPDLIB: Stata module to provide a library of second-generation panel data tests," Statistical Software Components S459744, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459744
    Note: This module should be installed from within Stata by typing "ssc install xtpdlib". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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