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Content
2025
- 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 - S459476 MARKOVSTEADYSTATE: Stata module to compute steady state probabilities for Markov chains
by Ariel Linden - S459475 MARKOVFUTUREPROB: Stata module to compute the probability distribution for future periods of a Markov chain
by Ariel Linden - S459474 MARKOVMEANRECURRENCE: Stata module to compute the mean recurrence time for an ergodic Markov chain
by Ariel Linden - S459473 XTTACCE: Stata module to compute Time Averaged Common Correlated Effects estimator (TACCE) for fixed-N panel data and SUR
by Pengyu Chen - S459472 ATTCIC: Stata module to implement the attrition corrections from Ghanem et al. (2024b) and comparator approaches
by Karen Ortiz-Becerra & Dalia Ghanem & Sarojini Hirshleifer & Désiré Kédagni - S459471 MARKOVMFPT: Stata module to compute mean first passage time for ergodic Markov chains
by Ariel Linden - S459470 EHUTCHENS: Stata module computing Hutchens `square root' segregation index, with decompositions by subgroup
by Francisco I. Ceron - S459469 TESTVEC: Stata module to retrieve cointegrating vectors from vec
by Kit Baum - 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 - RTZ00214 LAUBACH_WILLIAMS_RESTAT2003: RATS program to replicate Laubach-Williams multivariate state-space model with regressors
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