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Content
Undated material is presented at the end, although it may be more recent than other items
2026
- S459590 THESIS_DIAGRAM: Stata module to generate LaTeX code for thesis framework diagrams with 5 templates
by Wu LiangHai & Wu Hanyan & Jin Xuening - S459589 COINTSMALL: Stata module to test for cointegration with structural changes in very small sample
by Merwan Roudane - S459588 APPENDALL: Stata module to append all eligible files in the specified folder
by Dejin Xie - S459587 BINOMCI: Stata module to compute confidence intervals for binomial proportions using 12 methods
by Ariel Linden - S459586 HATEMICOINT: Stata module to implement cointegration tests with two unknown regime shifts following the methodology of Hatemi-J (2008)
by Merwan Roudane - S459585 RDDID: Stata module to perform Difference-in-Discontinuities estimation by wrapping the rdrobust package
by Jonathan Dries - S459584 BOUNDEDUR: Stata module to perform unit root tests for bounded time series
by Merwan Roudane - S459583 SES_FORECAST: Stata module to compute simple exponential smoothing forecasts with confidence intervals
by Ariel Linden - S459582 MAKICOINT: Stata module to perform Maki (2012) cointegration test with multiple structural breaks
by Merwan Roudane - S459581 TAU2CI: Stata module to compute standard error and confidence interval for the tau-squared statistic in random-effects meta-analysis
by Ariel Linden - S459580 CHECKSHP: Stata module to provide geometric validation and cleaning of Shapefiles
by Chunxia Chen - S459579 ATE_PCT: Stata module to compute ATE in percentage points under subgroup heterogeneity (post-estimation)
by Ying Zeng - S459578 SHWINTERS_FORECAST: Stata module to compute Holt-Winters seasonal forecasts with confidence intervals
by Ariel Linden - S459577 MKTEX: Stata module to convert Microsoft Word (.docx) documents to LaTeX (.tex) format with complete document structure
by Wu LiangHai & Chen LiWen & Wu Hanyan & Wu Xinzhuo & Ma Defang - S459575 OCSB: Stata module to compute the Osborn-Chui-Smith-Birchenhall (OCSB) test for seasonal unit roots
by Ariel Linden - S459568 CLSP: Stata module providing Convex Least Squares Programming (CLSP) is a modular two-step estimator for solving underdetermined, ill-posed, or structurally constrained least-squares problems
by Ilya Bolotov - S459567 NAMECHECK: Stata module to generate Excel list of name mismatches
by Christopher Kilby - S459566 XTKUMBLIENHARD: Stata module to Estimate Generalized Four-Component Panel Data Stochastic Frontier Models
by Diallo Ibrahima Amadou - S459565 FINDSJ: Stata module to search and cite Stata Journal articles with interactive buttons
by Yujun Lian & Chucheng Wan - S459564 XTGMMFA: Stata module to perform GMM estimation for fixed-T factor-augmented panel data model
by Manh Hoang-Ba - S459563 FSHARE: Stata module to create course folder structure with syllabus and multiple modules
by Wu LiangHai & Chen LiWen & Wu Hanyan & Liu Rui - S459562 MRGTBL2: Stata module to provide a margin-based approach to table 2 from a regression
by Niels Henrik Bruun - RTJ00089 SHILLER: RATS program to demonstrate Shiller smoothness prior for distributed lag
by Tom Doan - RTJ00088 SADORSKYEE2012: RATS program to replicate Sadorsky(2012)'s "Correlations and Volatility Spillovers..." paper
by Tom Doan - RTJ00087 KILIANAER2009: RATS program to replicate Kilian(2009)'s VAR analysis of oil market/macro data
by Tom Doan - RTJ00086 HASBROUCK: RATS program to demonstrate decomposition of long-run variance as in Hasbrouck(1995)
by Tom Doan - RTJ00085 GARCHDECO: RATS program to estimate a GARCH model with dynamic equicorrelation (DECO)
by Tom Doan - RTJ00084 CHANKAROLYI: RATS programs to replicate CKLS(1992) estimation of interest rate models
by Tom Doan - RTJ00083 ARUOBADIEBOLDSCOTTIJBES2009: RATS programs to replicate Aruoba, Diebold and Scotti(2009) state-space model with mixed frequencies
by Tom Doan - RTJ00082 WZSAMPLER: RATS program to uses the Waggoner-Zha(2003) sampler for analyzing a structural VAR
by Tom Doan - RTJ00081 VOLATILITYESTIMATES: RATS program to estimate volatility data from historical prices
by Tom Doan - RTJ00080 VARGARCHSIMULATE: RATS program to demonstrate simulation of a VAR-GARCH model
by Tom Doan - RTJ00079 VARCAUSE: RATS program to demonstrate block causality tests in a VAR
by Tom Doan - RTJ00078 UNITROOTBREAK: RATS program to demonstrate various unit root tests allowing for breaks
by Tom Doan - RTJ00076 UHLIGJME2005: RATS programs to replicate Uhlig(2005)'s VAR identification technique
by Tom Doan - RTJ00075 TVARYING: RATS program to demonstrate time-varying coefficient estimation in a VAR
by Tom Doan - RTJ00074 TSAYJASA1998: RATS programs to replicate Tsay(1998)'s multivariate threshold results
by Tom Doan - RTJ00073 TARMODELS: RATS program to demonstrate tests for and estimation of a STAR model
by Tom Doan - RTJ00072 SWARCH: RATS program to demonstrate Markov Switching ARCH
by Tom Doan - RTJ00071 STOCKWATSONJASA1998: RATS program to replicate Stock and Watson Median Unbiased Estimation of Drift Variance
by Tom Doan - RTJ00070 STARDIAGNOSTICS: RATS program to perform diagnostics on STAR models
by Tom Doan - RTJ00069 SPECTRUM: RATS program to demonstrate estimation of a spectral density
by Tom Doan - RTJ00068 SHILLERGIBBS: RATS program to demonstrate estimation of Shiller smoothness prior for polynomial DL by Gibbs sampling
by Tom Doan - RTJ00068 SHUTDOWN: RATS program to demonstrate "shutdown" shock methodology for a VAR
by Tom Doan - RTJ00067 SCTEST: RATS program to demonstrate tests for serial correlation
by Tom Doan - RTJ00066 ROLLINGCAUSALITY: RATS program to demonstrate "rolling sample" causality tests
by Tom Doan - RTJ00065 ROBUST: RATS program to demonstrate robust estimation techniques in a linear model
by Tom Doan - RTJ00064 REGARIMA: RATS program to demonstrate estimation of a RegARIMA model (regression with ARIMA errors)
by Tom Doan - RTJ00063 PORTFOLIO: RATS program to calculate optimal portfolios
by Tom Doan - RTJ00062 PEERSMANJAE2005: RATS program to replicates Peersman JAE 2005 VAR analysis
by Tom Doan - RTJ00061 PANELCAUSE: RATS program to demonstrate Granger causality test with heterogeneous panel
by Tom Doan - RTJ00060 OBSERVABLEINDEX: RATS program to estimate observable index model from Sargent-Sims(1977)
by Tom Doan - RTJ00059 NEURAL: RATS program to demonstrate use of neural networks
by Tom Doan - RTJ00058 MOUNTFORDUHLIGJAE2009: RATS programs to replicate Mountford and Uhlig JAE 2009 sign-constrained VAR
by Tom Doan - RTJ00057 MONTESVAR: RATS program to demonstrate Monte Carlo Impulse Responses for overidentified SVARs
by Tom Doan - RTJ00056 MONTESUR: RATS program to demonstrate Monte Carlo Impulse Responses for a Near-VAR
by Tom Doan - RTJ00055 MONTENEARSVAR: RATS program to demonstrate Monte Carlo Impulse Response for a structural near-VAR
by Tom Doan - RTJ00054 MATHESONSTAVREVEL2013: RATS programs to replicate Matheson-Stavrev(2013) non-linear state-space model
by Tom Doan - RTJ00053 MARIANOMURASAWAJAE2003: RATS program to replicates Mariano-Murasawa(2003) State-space model with mixed frequencies
by Tom Doan - RTJ00052 LOWESS: RATS program to demonstrate use of LOWESS non-parametric fit
by Tom Doan - RTJ00051 LEEJIMF1994: RATS program to replicate Lee(1994) VECM-BEKK GARCH analysis of spot/forward rates
by Tom Doan - RTJ00050 LANNELUTKEPOHLJMCB2008: RATS programs to replicate Lanne-Lutkepohl JMCB 2008 structural VAR with volatility shifts
by Tom Doan - RTJ00049 KPSWAER1991: RATS programs to replicate King, Plosser, Stock, Watson AER 1991 results
by Tom Doan - RTJ00048 KILIANVIGFUSSONQE2011: RATS programs to replicate Kilian-Vigfusson(2011) asymmetric VAR
by Tom Doan - RTJ00047 JORDAAER2005: RATS program to replicate Jorda(2005)'s local projection IRF calculations
by Tom Doan - RTJ00046 IRFCONSTRAIN: RATS program to demonstrate process for constraining impulse responses at selected steps
by Tom Doan - RTJ00045 INCLANTIAO: RATS program to demonstrate Inclan-Tiao test for breaks in variance
by Tom Doan - RTJ00044 HISTORY: RATS program to demonstrate historical decomposition
by Tom Doan - RTJ00043 HANSENECM1996: RATS programs to replicate Hansen's threshold estimation and testing results
by Tom Doan - RTJ00043 HASBROUCKJOF1995: RATS program to demonstrate decomposition of long-run variance as in Hasbrouck(1995)
by Tom Doan - RTJ00042 HANNAN: RATS program to demonstrate Hannan efficient estimation
by Tom Doan - RTJ00041 HAMILTONSUSMELJOE1994: RATS programs to estimate Hamilton-Susmel Markov Switching ARCH model
by Tom Doan - RTJ00040 HAMILTON: RATS program to estimate Hamilton switching model
by Tom Doan - RTJ00039 HAFNERHERWARTZJIMF2006: RATS program to replicate Hafner-Herwartz(2006) volatility impulse response functions
by Tom Doan - RTJ00038 GRAYJFE1996: RATS programs to replicate Gray's 1996 Regime Switching GARCH paper
by Tom Doan - RTJ00037 GRANGERBOOTSTRAP: RATS program to demonstrate bootstrapping applied to Granger causality test
by Tom Doan - RTJ00036 GLOBALVAR: RATS program to demonstrate estimation of a global VAR
by Tom Doan - RTJ00035 GIBBSVAR: RATS program to demonstrate Gibbs Sampling applied to a Bayesian VAR
by Tom Doan - RTJ00034 GIBBSPROBITDYNAMIC: RATS program to demonstrate Gibbs sampling on dynamic probit model
by Tom Doan - RTJ00033 GIBBS: RATS program to demonstrate Gibbs sampling with a linear regression
by Tom Doan - RTJ00031 GARCHVIRFDIAG: RATS program to demonstrate calculation of Variance IRF for certain multivariate GARCH models
by Tom Doan - RTJ00030 GARCHUV: RATS program to demonstrate univariate GARCH estimation
by Tom Doan - RTJ00029 GARCHSEMIPARAM: RATS program to demonstrate univariate GARCH with nonparametric density
by Tom Doan - RTJ00027 GARCHMVDCC2: RATS program to demonstrate multivariate GARCH using 2-stage DCC
by Tom Doan - RTJ00026 GARCHMVBOOTSTRAP: RATS program to demonstrate bootstrapping on a multivariate GARCH model
by Tom Doan - RTJ00025 GARCHM_UV_DUMMY: RATS program to demonstrate estimation of a GARCH-M with dummy M effect
by Tom Doan - RTJ00025 GARCHMV: RATS program to demonstrate various multivariate GARCH models
by Tom Doan - RTJ00024 GARCHIMPORT: RATS program to demonstrate importance sampling with GARCH model
by Tom Doan - RTJ00023 GARCHGIRF: RATS program to compute variance GIRF (impulse responses) in GARCH model
by Tom Doan - RTJ00022 GARCHGIBBS: RATS program to demonstrate Gibbs sampling with GARCH model
by Tom Doan - RTJ00021 GARCHFLUX: RATS program to demonstrate fluctuations test applied to GARCH model
by Tom Doan - RTJ00020 GARCHDCCFORECAST: RATS program to demonstrate out-of-sample forecast for GARCH-DCC model
by Tom Doan - RTJ00019 GARCHBOOT: RATS program to demonstrate bootstrapping with a GARCH model
by Tom Doan - RTJ00018 GARCHBACKTEST: RATS program to demonstrate rolling estimation of a GARCH model
by Tom Doan - RTJ00017 FREQDESEASON: RATS program to demonstrate frequency domain deseasonalization
by Tom Doan - RTJ00016 FRACTINT: RATS program to estimate a model with fractional differencing
by Tom Doan - RTJ00015 FILARDOJBES1994: RATS programs to replicate Filardo JBES 1994 paper with time-varying Markov switching
by Tom Doan - RTJ00014 FAUSTLEEPERJBES1997: RATS programs to replicate Faust and Leeper JBES 1997 paper
by Tom Doan - RTJ00013 FARRANTPEERSMANJMCB2006: RATS program to replicate Farrant-Peersman(2006) sign restricted VAR's
by Tom Doan - RTJ00012 ELDERSERLETISJMCB2010: RATS programs to estimate structural VAR-GARCH-M model
by Tom Doan - RTJ00011 DLMIRFEXAMPLE: RATS program to demonstrate calculation of impulse responses in a state-space model
by Tom Doan - RTJ00010 CASSKOOPMANS: RATS program to solve Cass-Koopmans growth model
by Tom Doan - RTJ00009 BOOTVECM: RATS program to demonstrate bootstrapping with a VECM
by Tom Doan - RTJ00008 BOOTVAR: RATS program to demonstrate bootstrapping with a VAR
by Tom Doan - RTJ00007 BOOTSPECTRUM: RATS program to demonstrate bootstrapping spectral density estimates
by Tom Doan - RTJ00006 BOOTCOINTEGRATION: RATS program to demonstrate bootstrapping with cointegration
by Tom Doan - RTJ00004 BONDSPLINE: RATS program to estimate term structure with cubic splines
by Tom Doan - RTJ00003 BONDS: RATS program to estimate term structure using non-linear methods
by Tom Doan - RTJ00002 BJORNLANDLEITEMOJME2009: RATS programs to replicate Bjornland-Leitemo(2009) SVAR with short- and long-run restrictions
by Tom Doan - RTJ00001 ADAPTIVE: RATS program to estimate a linear regression using an adaptive kernel estimator
by Tom Doan
2025
- S459576 CGMSTATS: Stata module to summarize data from continuous glucose monitors
by Natalie Daya Malek - S459574 TNARDL: Stata module to enhances time-series analysis in Stata by automating the estimation of three-regime NARDL models
by Imadeddin Almosabbeh - S459573 KMTEST: Stata module to perform Tests of Linear and Logarithmic Transformations for Integrated Processes
by Merwan Roudane - S459572 URALL: Stata module to unify unit root tests (ADF, PP, ERS, and Zivot-Andrews) into a single, publication-quality table format with standardized output
by Imadeddin Almosabbeh - S459571 RESHAPELABEL: Stata module to reshape long to wide using a string j-variable and apply j-variable values as column labels
by Arthi Thiruppathi - S459570 SURVCOLLAPSE: Stata module to collapse surveillance data over a chosen time unit and complete the series
by Leonelo Bautista - S459569 ARIMA_FORECAST: Stata module to compute ARIMA forecast standard errors and generate dynamic forecasts
by Ariel Linden - S459561 MYEDIT: Stata module to provide smart Stata ado-file editor
by Wu LiangHai & Wu Hanyan & Chen LiWen - S459560 KUIPERTEST: Stata module to perform a two-sample Kuiper test for equality of distributions
by Ariel Linden - S459559 ADTEST: Stata module to perform a two-sample Anderson-Darling equality-of-distributions test
by Ariel Linden - S459558 CVMTEST: Stata module to perform a two-sample Cramer-von Mises equality-of-distributions test
by Ariel Linden - S459557 WASSTEST: Stata module to perform a two-sample Wasserstein Distance test for equality of distributions
by Ariel Linden - S459556 SJIVE: Stata module providing Shrunken Jackknife instrumental variables estimator (SJIVE)
by Brigham Frandsen - S459555 AIVREG: Stata module to perform Anti-IV regression
by Alex Bell - S459554 NAICS_TO_FF: Stata module to convert NAICS codes to Fama-French industry classifications
by Kelvin Law - S459553 TAB2EXCEL: Stata module to export tabstat results to Excel with enhanced features
by Wu LiangHai & Liu Rui & Li Min & Wu Hanyan & Wu Xinzhuo - S459552 LRASVAR: Stata module to label or rename varlist as the contents of the specified variable in turn
by Dejin Xie - S459551 TABBIT: Stata module to produce sets of weighted and unweighted crosstabulation tables
by Siobhan McAndrew - S459550 SIC_TO_FF: Stata module to convert SIC codes to Fama-French industry classifications
by Kelvin Law - S459549 PROVINCE_DEVCAT: Stata module to generate development level variable for Chinese A-share listed companies based on provincial GDP per capita
by Wu LiangHai & Chen LiWen & Wu Hanyan - S459548 GPSMD: Stata module for or the estimation of the dose-response function when the treatment is multidimensional
by Enrico Cristofoletti - S459547 REGOPTWGT: Stata module to produce optimal population weighting for regressions and instrumental variables
by David J. Price - S459546 EUI: Stata module to compute Environmental Uncertainty Index Calculator
by Wu LiangHai & Wu Hanyan & Chen LiWen - S459545 CONFREG: Stata module to compute confusion matrix (Accuracy measures) estimated by mixed regression and nlcom
by Niels Henrik Bruun - S459544 CCONV: Stata module to Convert a string variable to a classification from a built-in or user-defined JSON file using libjson
by Ilya Bolotov - S459543 CNO11ISCO08: Stata module to convert Spanish CNO-11 occupational codes into ISCO-08 (2, 3, and 4 digits)
by José David López Blanco - S459542 QUANTILESETS: Stata module for quantile sets for selected probability levels
by Nicholas J. Cox - S459541 POWER_ABK: Stata module to perform power analysis for a balanced (AB)^k design with multiple cases
by Ariel Linden - S459540 I_INEQ: Stata module to provide individual decomposition of inequality measures
by Tim Liao - S459539 MVPLOT: Stata module to plot results from multiverse analysis
by Daniel Krähmer & Cristobal Young - S459538 XTVFREG: Stata module for estimating variance function panel regression
by Tim Liao - S459537 QTA: Stata module to implement Quantitative Text Analysis (qta) for ESG Disclosures
by Wu LiangHai & Chen LiWen & Wu Hanyan & Shen Yongxu - S459536 STATTOTEX: Stata module to export values for inclusion in LaTeX
by Ian Sapollnik - S459535 EWM: Stata module to perform evaluation by the entropy weight method (EWM)
by Dejin Xie - S459534 ROTATESORT: Stata module to sort factors in descending order of loadings after rotate
by Ariel Linden - S459533 ALPHAPLOT: Stata module to plot Cronbach's alpha for increasing subsets of a variable list
by Ariel Linden - S459532 SPLITHALF: Stata module to compute split-half reliability
by Ariel Linden - S459531 EM: Stata module to calculate earnings management measures using the Modified Jones Model
by Wu LiangHai & Wu Hanyan & Liu Rui & Yang Lu - S459530 AUTO_FACTOR: Stata module to automate data and method checks for factor analysis
by Ariel Linden - S459529 SPLITVARLABELS: Stata module to split variable labels for multiline graph display
by Kabira Namit & Nicholas J. Cox - S459528 MENGER: Stata module to compute the Menger curvature
by Ariel Linden - S459527 GET2REF: Stata module to retrieve published academic articles from academic databases
by Wu LiangHai & Chen LiWen & Wu Hanyan - S459526 GETREF: Stata module to simulate academic references from CNKI and Google Scholar
by Wu LiangHai & Wu Hanyan & Chen LiWen - S459525 FEJIV: Stata module to perform fixed effect jackknife IV (FEJIV) estimation
by Qihui Lei & Tymon Słoczyński - S459523 OPACITY: Stata module to calculate information opacity measures following Bhattacharya et al. (2003)
by Wu LiangHai & Liu Rui & Jin Xuening - S459522 EFFICIENCY: Stata module to calculate investment efficiency based on Richardson (2006) model with data import functionality
by Wu LiangHai & Wu Hanyan & Chen LiWen & Liu Changyun - S459521 SCRASH: Stata module to calculate quarterly stock crash risk measures (NCSKEW and DUVOL)
by Wu LiangHai & Wu Hanyan & Ding Ming - S459520 BF: Stata module to create directory structure for Dingyuan Accounting academic projects on Windows
by Wu LiangHai & Chen LiWen & Wu Hanyan - S459519 CASE2TEX: Stata module to create a case study paper framework following international journal publication standards
by Wu LiangHai & Chen LiWen & Zhao Xin & Liu Rui & Wu Hanyan - S459518 TEFFECTS2: Stata module to estimate average treatment effects with observational data
by Derya Uysal & Tymon Słoczyński & Jeffrey M. Wooldridge - S459517 FLEXDID: Stata module for flexible estimation of difference-in-differences regression with staggered implementation
by Partha Deb - S459516 UNDID: Stata module to compute Difference-in-differences with unpoolable data
by Eric Jamieson - S459515 POWER_ARIMA_ITSA: Stata module to compute power for an interrupted time series intervention evaluated using ARIMA with AR(1) errors
by Ariel Linden - S459514 CRASH: Stata module to calculate stock crash risk measures
by Wu LiangHai & Wu Hanyan & Ding Ming - S459513 SHAPOWEN: Stata module to provide a generic Shapley-Owen value calculator
by Philippe Van Kerm - S459512 MARKOBS: Stata module to mark observations for inclusion
by Daniel Klein - S459511 SPSIV: Stata module to generate Synthetic Instrumental Variables (SIV) for spatial regression
by Manh Hoang-Ba - S459510 CITYTOPROVINCE: Stata module to standardize Chinese city names and generate corresponding provinces in Stata
by Xiaokang Wu - S459509 PPP: Stata module to plot pre- and post-test probabilities after diagnostic testing
by Victoria Nyawira Nyaga - S459508 CLEANDISK: Stata module to clean Windows disk space
by Wu LiangHai & Chen LiWen & Hu Fangfang & Ma Defang - S459507 CNCLEAN: Stata module to standardize Chinese text in Stata
by Xiaokang Wu - S459506 METAXL: Stata module providing tools to handle metadata
by BPLIM Team - S459505 FENCODE: Stata module to provide frequency-based encoding of string and numeric variables
by Kabira Namit - S459504 ROLLBOOK: Stata module to provide student sampling for class roll management
by Wu LiangHai & Chen LiWen & Hu Fangfang - S459503 BLOCKBOOT: Stata module to implement four bootstrap schemes for dependent timeseries data
by Christopher F Baum & Jesús Otero - S459502 ART2TEX: Stata module to automatically generate structured academic paper in the LaTeX framework
by Wu Lianghai & Chen LiWen & Liu Changyun & Zhao Xin & Hu Fangfang & Wu Hanyan & Wu Xinzhuo - S459501 REFTEX: Stata module providing enhanced bibliography processor with LaTeX escaping and mixed language support
by Wu Lianghai & Wu Hanyan & Chen LiWen - S459500 BDIFFV: Stata module to extend bdiff, visualizing differences (Bootstrap and Permutaion tests) between two groups
by Shutter Zor - S459499 SURVEYCLUSTER: Stata module to calculate sample size for cluster-based surveys to achieve desired precision
by Kabira Namit & Cooper Allton - S459497 XTGLS2: Stata module to estimate GLS estimator for large N, small T panel data models
by Manh Hoang-Ba - S459496 CORRTEX2: Stata module to export publication-ready correlation matrices to LaTeX with significance stars
by Wu LiangHai & Hu Fangfang & Wu Hanyan & Zhao Xin - S459494 REGTEX: Stata module to export regression results to publication-ready LaTeX tables
by Wu LiangHai & Wu Hanyan & Wu Xinzhuo - S459493 SUMTEX: Stata module to generate publication-ready descriptive statistics tables in LaTeX format
by Wu LiangHai & Yang Lu - S459492 XTTEST4: Stata module to calculate heterokedasticity tests for fixed-T panel data models
by Manh Hoang-Ba - S459491 PSR: Stata module to perform propensity score residual regression for overlap-weight average treatment effect
by Chirok Han & Myoung-jae Lee - S459490 SUMBAR: Stata module to produce bar charts showing sums of multiple numeric variables with proper labels
by Kabira Namit - S459489 STACKBAR: Stata module to produce stacked bar charts
by Kabira Namit - S459488 VARLMHET: Stata module to calculate heterokedasticity tests for VAR, VEC
by Manh Hoang-Ba - S459487 UPOINT: Stata module to calculate the change value of inflection point of U or inverted U curve
by Wu LiangHai & Chen LiWen - S459486 AREA: Stata module to modify string variables
by Wu LiangHai & Wu XinZhuo - S459485 LHAVERSINE: Stata module to compute great-circle distances with Haversine formula
by Lars Zeigermann - S459484 TAB2DIAG: Stata module to compute diagnostic metrics and predictive values from 2-by-2 tables
by Daniel Klein - S459483 CTOHRI: Stata module to translate From Counts to Hazard Ratio
by Nicola Orsini - S459482 DISTPROBMAT: Stata module to compute distance/similarity measures between two probability density matrices
by Ariel Linden - S459481 STVARCOM: Stata module to generate subset combinations of a string variable
by Dejin Xie - S459480 CNJOURNAL: Stata module providing access to a number of Chinese scholarly journals
by Wang Qiang - S459479 FLAGOUT: Stata module to flag outliers using a robust Z-score
by Liz Foster - S459478 TWC_INF: Stata module to implement the twoway-clustered inference tools of "Analytic inference with two-way clustering" by Davezies et al. (wp, 2025)
by Laurent Davezies & Xavier D'Haultfoeuille & Yannick Guyonvarch - S459477 FLORINDJP: Stata module to create a flower plot to visualize indicators
by Jorge Alberto Pérez Cruz