Content
Undated material is presented at the end, although it may be more recent than other items
2026
- S459753 WXSUM: Stata module to process temperature and precipitation data
by Jeffrey D. Michler & Anna Josephson & Oscar Barriga-Cabanillas & Aleksandr Michuda & Jeffrey C. Oliver - S459752 CCGI: Stata module to compute China Corporate Governance Index (CCGI)
by Wu LiangHai & Wu Hanyan - S459751 XTTESTPANEL: Stata module to perform post-estimation diagnostic test suite for linear panel-data models
by Merwan Roudane - S459750 XTHETEROQUANT: Stata module to compute quantiles of heterogeneous individual-specific coefficients in panel data, with SQB and CDQB bootstrap inference (Galvao, Hounyo and Lin, 2026)
by Merwan Roudane - S459749 MMQRTEST: Stata module to provide specification and diagnostic tests for MM-QR location-scale panel quantile models (Machado and Santos Silva 2019; Canay 2011)
by Merwan Roudane - S459748 MCHS: Stata module to provide Stata file/CLI boundary adapter
by Dylan Mordaunt - S459747 DUMMIFY: Stata module to create indicator variables with automatic variable labels
by Gorkem Aksaray - S459746 POISSARK: Stata module to perform Poisson regression with integer-valued autoregressive-corrected standard errors
by Ariel Linden - S459745 XTDYNESTIMB: Stata module implementing dynamic linear panel-data estimators robust to structural breaks, long-T overidentification, and error cross-sectional dependence
by Merwan Roudane - S459744 XTPDLIB: Stata module to provide a library of second-generation panel data tests
by Merwan Roudane - S459743 XTPFARDL: Stata module to provide Fourier-augmented panel ARDL / CS-ARDL estimator
by Merwan Roudane - S459742 STVARAG: Stata module to produce Aggregated Values of String Variable(s)
by Dejin Xie - S459741 TNARDLL: Stata module to estimate Threshold (Nonlinear) Autoregressive Distributed Lag model
by Merwan Roudane - S459740 XTDYNTEST: Stata module to perform specification tests after dynamic panel-data GMM estimation
by Merwan Roudane - S459739 XTQUANTILEBREAK: Stata module to perform shrinkage quantile regression for panel data with multiple structural breaks
by Merwan Roudane - S459738 QQR: Stata module to estimate Bivariate Quantile-on-Quantile Regression (Sim & Zhou 2015)
by Merwan Roudane - S459737 XTCSNARDL: Stata module to estimate Cross-Sectionally Augmented Panel Nonlinear ARDL (CS-NARDL)
by Merwan Roudane - S459736 QNARDL: Stata module to estimate Quantile Nonlinear Autoregressive Distributed Lag model of Cho, Greenwood-Nimmo, Kim and Shin
by Merwan Roudane - S459735 XTPRAISK: Stata module to perform Prais-Winsten regression with AR(k) errors and panel-corrected standard errors
by Ariel Linden - S459734 DIDINTJL: Stata module to estimate the average treatment effect on the treated (ATT) while accounting for covariates that may vary by state, time, or both
by Eric Jamieson - S459733 DIDPARALLEL: Stata module to test parallel trends assumption for difference-in-differences models
by Guanpeng Yan & Qiang Chen - S459732 TRIALCOUNTS: Stata module to calculate the number of subjects recruited to, and the number having reached subsequent scheduled visits
by Matthew Burnell - S459731 MIXEDPOWER: Stata module to calculate power or sample size analytically for linear mixed-effects models
by Matthew Burnell - S459730 DNQR: Stata module to perform Dynamic Network Quantile Regression
by Merwan Roudane - S459729 QCOINTLIB: Stata module to provide library of quantile cointegration tests and estimators
by Merwan Roudane - S459728 CIVREG: Stata module to perform coplanar/synthetic instrumental variables regression
by Manh Hoang-Ba - S459727 ASYCAUS: Stata module to provide Asymmetric Granger-Causality Suite
by Merwan Roudane - S459726 MCHS: Stata module to provide Stata file/CLI boundary adapter
by Dylan Mordaunt - S459725 FOURIERUR: Stata module for Flexible Fourier Form unit root and stationarity tests
by Merwan Roudane - S459724 XTMULTICOINTGRAT: Stata module for panel multicointegration testing with cross-section independence or approximate common factors
by Merwan Roudane - S459723 CLUSTERDID: Stata module providing power analysis for cluster randomized trials, difference-in-differences sample size, and repeated cross-sections
by Wael Moussa - S459722 UPSET_PLOT: Stata module to produce UpSet plots for binary indicator variables
by Dylan Taylor - S459721 URTABLE: Stata module to perform ADF, DF-GLS, PP, and KPSS unit-root tests with data-driven lag/bandwidth selection
by Y. Baris Altayligil - S459720 MIXI12: Stata module for cointegration analysis of systems containing both I(1) and I(2) variables
by Merwan Roudane - S459719 MIXI01: Stata module providing econometric methods for systems mixing I(0) and I(1) variables
by Merwan Roudane - S459718 LITDISCOVER: Stata module for theory-aware literature review, analysis, and discovery
by Nebojsa S. Davcik - S459717 XICOR: Stata module to estimate Chatterjee's rank correlation
by Daniel Klein - S459716 MULTICOINT: Stata module to estimate and test multicointegrated time-series in the sense of Granger-Lee (1989, 1990)
by Merwan Roudane - S459715 PMEAN: Stata module to compute panel-data means and exact within-between decomposition for two- and three-dimensional panel data
by Ahmad Nawaz & Jianghuai Zheng - S459714 THRESHCOINT: Stata module to execute threshold cointegration tests and models
by Merwan Roudane - S459713 XTSELFE: Stata module to estimate fixed-effects panel-data models with sample selection
by Chirok Han & Goeun Lee - S459712 TARUR: Stata module to perform nonlinear unit-root, cointegration, and linearity tests with embedded critical values and automatic decisions
by Merwan Roudane - S459711 HARREG: Stata module to estimate time-series regression with HAR standard errors and fixed-b inference
by Eben Lazarus & Daniel J. Lewis - S459710 RDSTAGGER: Stata module to estimate Staggered Regression Discontinuity with Network Interference
by Subir Hait - S459709 RALS: Stata module to perform Residual Augmented Least Squares unit-root and cointegration tests
by Merwan Roudane - S459708 DRLATE: Stata module to perform Doubly robust estimation of the local average treatment effect (LATE) and the local average treatment effect on the treated (LATT)
by Derya Uysal & Tymon Słoczyński & Jeffrey M. Wooldridge - S459707 XTFACTORTEST: Stata module to compute specification tests for heterogeneous panel data models with interactive (multifactor) error effects
by Merwan Roudane - S459706 XTCSB: Stata module to compute Multifactor cross-sectionally augmented panel unit root tests of CIPS* and CSB (Pesaran, Smith & Yamagata 2013)
by Merwan Roudane - S459705 XTBESTCCE: Stata module to compute Bootstrap-Enhanced Common Correlated Effects for panel data with distinct correlated factors
by Merwan Roudane - S459704 XTCCECOINT: Stata module to perform Panel CCE Cointegration Test (Banerjee & Carrion-i-Silvestre, 2017)
by Merwan Roudane - S459703 LWAVELET: Stata module providing Wavelet analysis for time series
by Merwan Roudane - S459702 GTCSEM: Stata module to compute conditional standard errors of measurement in Generalizability Theory
by René Gempp - S459701 QRESID: Stata module to compute randomized quantile residuals for regression diagnostics
by Percy Soto-Becerra - S459700 QUASICOINT: Stata module to perform Quasi-Cointegration Analysis without Unit Roots
by Merwan Roudane - S459699 XTBALFRONT: Stata module to trade-off frontier diagnostics and balanced-subsample selection for unbalanced panel data
by Noman Arshed - S459698 QVAR: Stata module to perform Quantile Vector Autoregression
by Merwan Roudane - S459697 TMPINVL2: Stata module solving Tabular Matrix Problems via Pseudoinverse Estimation (TMPinv) is a modular two-step estimator for solving underdetermined, ill-posed, or structurally constrained allocation problems using least-squares and convex optimization
by Ilya Bolotov - S459696 LPPINVL2: Stata module providing Linear Programming via Regularized Least Squares (LPPinv) is a modular two-step estimator for solving underdetermined, ill-posed, or structurally constrained linear and quadratic programming problems using least-squares and convex optimization
by Ilya Bolotov - S459695 CLSPL2: 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 - S459694 XTPANELCOINT: Stata module to perform panel cointegration and multiple long-run relations estimation
by Merwan Roudane - S459693 MANYBARS: Stata module to produce bar graphs of a summary statistic for an outcome y variable at specific values of multiple indicator x variables
by Brian Shaw - S459692 POCOINT: Stata module to perform Phillips-Ouliaris cointegration tests
by Ozan Eruygur - S459691 POLISHPAPER: Stata module to Generate a Structured Polishing Template for Academic Papers
by Wu LiangHai & Wu Hanyan & Yang Lu - S459690 BMC: Stata module to Automatically Generate Chapter Configuration Text Files for Academic Monograph
by Wu LiangHai & Wu Hanyan & Hu Fangfang - S459689 CONSERVATISM: Stata module to calculate Khan & Watts (2009) Accounting Conservatism Measurement
by Wu LiangHai & Wu Hanyan & Chen Liwen - S459688 LEESTRA: Stata module to perform Lee-Strazicich unit root tests with one or two structural breaks
by Ozan Eruygur - S459687 XTGMCOINT: Stata module to estimate the cointegrating relationship in heterogeneous panels using Pedroni's group-mean Fully Modified OLS (FMOLS) and Dynamic OLS (DOLS)
by Ozan Eruygur - S459686 TOMARKSTAT: Stata module to convert Markdown from tohtml to markstat .stmd
by Kerry Du & Huanyu Jia - S459685 TOHTML: Stata module to convert Stata log files to HTML reports
by Kerry Du & Huanyu Jia - S459684 ISHERE: Stata module to insert markers in log files for report generation
by Kerry Du & Huanyu Jia - S459683 OUTREG2E: Stata module to provide outreg2 with direct HTML/Markdown table export
by Kerry Du & Huanyu Jia - S459682 LOGOUTE: Stata module to provide automated table conversion to HTML, Markdown, and LaTeX
by Kerry Du & Huanyu Jia - S459681 MEDAGE: Stata module to calculate linear interpolated median age from 5-year age group data
by Anne Fengyan Shi - S459680 MULTISYNTH: Stata module to build synthetic clones for treated panel units
by Leonhard Benedikt Friedel - S459679 BIMPOISSON: Stata module to fit the bivariate mixed Poisson regression model by maximum simulated likelihood (MSL)
by Stephen P. Jenkins & Fernando Rios-Avila - S459678 REDCAPSETUP: Stata module to perform some checks on the setup of a REDCap database
by Mark Chatfield - S459677 XTDPTHRESH: Stata module to estimate Dynamic Panel Threshold Model with Endogeneity
by Duy Chinh Nguyen & Nhat Duy Lai - S459676 CSESTUDY: Stata module to provide Efficient Inference for Cross-Sectional Event Studies
by Jonathan Cohn & Travis Johnson & Zack Liu & Malcolm Wardlaw - S459675 COBREAKCOINT: Stata module to perform Quasi-Likelihood Ratio Tests for Cointegration, Cobreaking, and Cotrending
by Merwan Roudane - S459674 CHSE: Stata module implementing Contested Hierarchy with Social Embedding
by Nitya Hapani - S459673 MIDAS_DLG: Stata module providing dialogs for meta-analytical integration of diagnostic test accuracy studies
by Ben Dwamena - S459672 LWDID: Stata module to implmenent Rolling Difference-in-Differences Estimator for Small-N and Large-N Panel Data
by Soo Jeong Lee & Jeffrey M. Wooldridge - S459671 CUPFM: Stata module to estimate Panel Cointegration with Common Factors models
by Merwan Roudane - S459670 MLM_GOF: Stata module for computing the goodness-of-fit test after mixed-effects logistic regression
by Ariel Linden - S459669 KAPETANIOS: Stata module to perform Kapetanios (2005) unit-root test with up to 5 structural breaks
by Ozan Eruygur - S459668 METALONG: Stata module providing a coherent workflow for synthesising evidence from studies that report outcomes at multiple follow-up time points
by Subir Hait - S459667 XTPQCS: Stata module to estimate Panel Quantile Regression with Common Shocks
by Merwan Roudane - S459666 FINEGRAY: Stata module for fast Fine-Gray competing risks regression
by Tim Copeland - S459665 QMODPLOT: Stata module to produce a Quadratic Moderation Plot
by Noman Arshed - S459664 SRH_TEST: Stata module for computing the Scheirer-Ray-Hare nonparametric two-way analysis of variance test
by Ariel Linden - S459663 ROUND_EXACT: Stata module to perform exact decimal rounding using integer transformation to bypass floating-point noise
by Anne Fengyan Shi - S459662 XTPVARCOINT: Stata module to perform Panel VAR Modeling with Cointegration, Structural Breaks, and Cross-Sectional Dependence
by Merwan Roudane - S459661 REGPROJECT: Stata module to perform post-estimation projection and boundary analysis
by Noman Arshed - S459660 COEFCONV: Stata module to compute comprehensive marginal effects from regression slope coefficients
by Noman Arshed - S459659 WDI_DEFLATE: Stata module to convert monetary values across PPP, USD, and LCU using WDI deflators
by Kalle Hirvonen - S459658 XTQRPLOT: Stata module to compute entity-specific marginal effects from panel quantile regression
by Noman Arshed - S459657 TELEGRAM: Stata module to send free push notifications (mobile alerts) and exported figures from Stata to Telegram
by Daniel Obst - S459656 VCONTROL: Stata module for version controls
by Asjad Naqvi - S459655 XTBREAKMODEL: Stata module to compute heterogeneous structural breaks in panel data models
by Merwan Roudane - S459654 XTCBC: Stata module to compute Coefficient-by-Coefficient Breaks in Panel Data Models
by Merwan Roudane - S459653 XTPUNITCOINT: Stata module to compute panel cointegration and stationarity tests with structural breaks and common factors
by Merwan Roudane - S459652 LESLIE: Stata module to automate demographic projections by age, sex, and multistate categories
by Jerônimo O. Muniz - S459651 XTLMBREAK: Stata module to provide Panel LM cointegration test with multiple structural breaks
by Merwan Roudane - S459650 MLMODERATOR: Stata module providing robustness diagnostics and visualization tools for cross-level interaction effects in multilevel models
by Subir Hait - S459649 NAAM: Stata module to provide consistent string encoding, ID hashing, and label management
by Vijayshree Jayaraman - S459648 PRAISK: Stata module to perform Iterated Prais-Winsten regression with AR(k) errors
by Ariel Linden - S459647 FJCOINT: Stata module implementing Johansen-Fourier cointegration tests with smooth structural breaks
by Merwan Roudane - S459646 SPARKTA: Stata module to produce interactive self-contained HTML charts
by Fahad Mirza - S459645 LRMBOUNDS: Stata module implementing bounds approach to inference using the long-run multiplier (LRM)
by Merwan Roudane - S459644 CAUSALSPLINE: Stata module to perform nonlinear causal dose-response estimation via restricted cubic splines
by Subir Hait - S459643 INEQOP: Stata module to perform Inequality of Opportunity analysis using the Shapley approach with Gini and entropy measures
by Carlos Gradin - S459642 LSAPLOT: Stata module to plot event-study/dynamic treatment effects for difference-in-differences
by Linze Li - S459641 DPTEST: Stata module to perform multiple unit root and cointegration tests for I(2) processes
by Merwan Roudane - S459640 IVLPIRF2: Stata module to compute IV local-projection impulse-response functions with panel data and Driscoll-Kraay inference
by Merwan Roudane - S459639 TCA: Stata module to perform Transmission Channel Analysis for structural VAR models
by Muhammad Alkhalaf - S459638 SYNDATAKIT: Stata module to generate synthetic econometric and financial data
by Nitya Hapani - S459637 MARGINS_DYNXTEPROBIT: Stata module to compute Marginal effects for a dynamic xteprobit with attrition
by Alyssa H. Carlson - S459636 XTGETS: Stata module providing Panel General-to-Specific (GETS) Indicator Saturation for Structural Break Detection
by Merwan Roudane - S459635 FFROOT: Stata module to run all Fourier unit root and stationarity tests
by Merwan Roudane - S459634 TENSPIDERS: Stata module for measuring medication adherence using pharmaceutical claims data
by Adam C. Livori & Tzu-Yung Kuo* & Jedidiah I. Morton & Lachlan L. Dalli - S459633 URSTAT: Stata module providing Comprehensive Unified Unit Root & Stationarity Testing
by Merwan Roudane - S459632 DPATH: Stata module to construct and audit longitudinal decision paths
by Subir Hait - S459631 TWOSTEP_NARDL: Stata module providing Two-step estimation of the Nonlinear Autoregressive Distributed Lag (NARDL)
by Merwan Roudane - S459630 STANRUN: Stata module to provide Modern interface to CmdStan for Bayesian modeling
by Ben Dwamena - S459629 XTPCAUS: Stata module to perform Panel Granger Causality Tests: Panel Fourier Toda-Yamamoto (PFTY) and Panel Quantile Causality (PQC)
by Merwan Roudane - S459628 FCOINT: Stata module to perform Fourier cointegration tests for time series with smooth structural breaks
by Merwan Roudane - S459627 BBANDITS: Stata module to Estimate Batched OLS for Multi-Armed Bandits
by Jan Kemper & Davud Rostam-Afschar - S459626 XTCSDQ: Stata module to implement Tests of no cross-sectional error dependence in panel quantile regressions
by Merwan Roudane - S459625 XTPQROOT: Stata module to provide Panel Quantile Unit Root Tests with Common Shocks & Structural Breaks
by Merwan Roudane - S459624 XTREC: Stata module to implement Panel unit root test based on recursive detrending (Westerlund 2015)
by Merwan Roudane - S459624 XTMISPANEL: Stata module to provide Comprehensive Missing Data Detection, Imputation and Diagnostics for Panel Data
by Merwan Roudane - S459622 XTPRETEST: Stata module to provide a Comprehensive Panel Data Pre-Testing Suite
by Merwan Roudane - S459621 XTPCMG: Stata module to implement Panel Cointegrating Polynomial Regressions: Group-Mean & Pooled FM-OLS
by Merwan Roudane - S459620 MULTISPLINE: Stata module to perform nonlinear multilevel spline modeling
by Subir Hait - S459619 XTBHST: Stata module to implement bootstrap test for slope homogeneity in large panels
by Merwan Roudane - S459618 TPTEST: Stata module to implement Universal Turning Point & Inflection Point Test
by Merwan Roudane - S459617 XTQSH: Stata module to implement Quantile Regression Slope Homogeneity Test for Panel Data
by Merwan Roudane - S459616 XTFIFEVD: Stata module to implement Fixed Effects Filtered & Vector Decomposition Estimation for Time-Invariant and Rarely Changing Variables in Panel Data with Unit Fixed Effects
by Merwan Roudane - S459615 XTCSPQARDL: Stata module to perform Cross-Sectionally Augmented Panel Quantile ARDL, Quantile CCE Mean Group, and Quantile CCE Pooled Mean Group Estimation
by Merwan Roudane - S459614 METAPLOT: Stata module to graphically display metadata heterogeneity
by Jalal Poorolajal - S459613 MVARDLURT: Stata module to perform Multivariate ARDL Unit Root Test with Bootstrap Critical Values
by Merwan Roudane - S459612 MTNARDL: Stata module to perform Bootstrap Multiple Threshold Nonlinear ARDL
by Merwan Roudane - S459611 RARDL: Stata module to perform Rolling-Window and Recursive ARDL Cointegration Analysis
by Merwan Roudane - S459610 GWEAKIVTEST: Stata module providing robust test for weak instruments for 2SLS with multiple endogenous regressors
by Daniel J. Lewis & Karel Mertens & Jonathan Shaw - S459609 AARDL: Stata module to perform Augmented ARDL Cointegration Analysis
by Merwan Roudane - S459608 CAUSTESTS: Stata module to implement seven Granger causality tests for multivariate time series
by Merwan Roudane - S459607 YAML: Stata module for reading, writing, and manipulating YAML configuration files
by Joao Pedro Azevedo - S459606 BAYESHMC: Stata module to fit Bayesian regression models in Stata using the No-U-Turn Sampler (NUTS) via CmdStan
by Ben Dwamena - S459605 EXAM2TEX: Stata module to Generate Standardized LaTeX Exam Templates
by Wu LiangHai & Hu Fangfang & Chen LiWen & Yang Lu & Wu Hanyan - S459604 FQARDL: Stata module to perform Fourier Quantile Autoregressive Distributed Lag Model estimation
by Merwan Roudane - S459603 FBARDL: Stata module to perform Fourier Bootstrap Autoregressive Distributed Lag Model estimation
by Merwan Roudane - S459602 XTPQARDL: Stata module to estimate Panel Quantile Autoregressive Distributed Lag (PQARDL) models
by Merwan Roudane - S459601 GARCHUR: Stata module to implement the trend-GARCH(1,1) unit root test with endogenous structural breaks
by Merwan Roudane - S459600 RBFMVAR: Stata module to estimate the Residual-Based Fully Modified VAR (RBFM-VAR) model
by Merwan Roudane - S459599 FBNARDL: Stata module to perform Fourier Bootstrap Nonlinear Autoregressive Distributed Lag estimation
by Merwan Roudane - S459598 UNICEFDATA: Stata module to download indicators from UNICEF Data Warehouse
by Joao Pedro Azevedo - S459597 QADF: Stata module to perform the Quantile Autoregression (QAR) unit root test proposed by Koenker and Xiao (JASA, 2004)
by Merwan Roudane - S459596 XTBREAKCOINT: Stata module to implement the panel cointegration test with structural breaks developed by Banerjee and Carrion-i-Silvestre (2015, Journal of Applied Econometrics)
by Merwan Roudane - S459595 MYSUITE: Stata module providing built-in extensible program suite for empirical research
by Wu LiangHai & Chen LiWen & Wu Hanyan & Wu Xinzhuo & Li Juan - S459594 XTCADFCOINT: Stata module to perform Panel CADF cointegration test with structural breaks and cross-section dependence
by Merwan Roudane - S459593 QARDL: Stata module to perform Quantile Autoregressive Distributed-Lag (QARDL) estimation
by Merwan Roudane - S459592 XTDHCOINT: Stata module to perform Durbin-Hausman panel cointegration tests
by Merwan Roudane - S459591 PNARDL: Stata module to perform Panel Nonlinear ARDL (Panel NARDL) estimation
by Merwan Roudane - 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
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