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Content
Undated material is presented at the end, although it may be more recent than other items
2026
- 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 - 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 - RTJ00068a 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 - RTJ00043a 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 - RTJ00025a 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 - RTJ00005 BOOTARMA: RATS program to demonstrate bootstrapping with an ARMA model
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