Printed from https://ideas.repec.org/s/boc/bocode4.html
Content
2025
- RTS00074 GAUSSHERMITE: RATS procedure to generate weights and grid points for Gauss-Hermite numerical integration
by Tom Doan - RTZ00074 RATS programs to replicate Gonzalo and Granger JBES 1995 paper
by Tom Doan - RTS00073 GARCHFORE: RATS procedure to perform univariate GARCH forecasting
by Tom Doan - RTS00072 GAMMAPARMS: RATS procedure to compute parameters required for gamma distribution
by Tom Doan - RTZ00072 RATS program to demonstrate Gibbs Sampling applied to a Bayesian VAR
by Tom Doan - RTS00071 GAIN: RATS procedure to compute and graph the gain and phase of a pair of series
by Tom Doan - RTZ00071 RATS program to demonstrate Gibbs sampling with a linear regression
by Tom Doan - RTS00070 FORCEDFACTOR: RATS procedure to factor covariance matrix with specific vector column/row
by Tom Doan - RTZ00070 RATS program to demonstrate contour graph
by Tom Doan - RTS00069 FM: RATS procedure to estimate cointegrating vectors using Fully Modified Least Squares
by Tom Doan - RTZ00069 RATS program to demonstrate univariate GARCH estimation
by Tom Doan - RTS00068 FLUX: RATS procedure to compute a general Nyblom fluctuations test
by Tom Doan - RTZ00068 RATS program to demonstrate multivariate GARCH using 2-stage DCC
by Tom Doan - RTS00067 EXACTINVERSE: RATS procedure to compute exact (limit) inverse with "infinite" components
by Tom Doan - RTZ00067 RATS program to demonstrate multivariate GARCH models
by Tom Doan - RTS00066 ERSTEST: RATS procedure to perform Elliott-Rothenberg-Stock unit root tests
by Tom Doan - RTZ00066 RATS program to demonstrate importance sampling with GARCH model
by Tom Doan - RTS00065 EQNTOACF: RATS procedure to create an ACF from an ARMA equation
by Tom Doan - RTZ00065 RATS program to demonstrate Gibbs sampling with GARCH model
by Tom Doan - RTS00064 ENDERSIKLOS: RATS procedure to perform Enders-Siklos test for cointegration with threshold effect
by Tom Doan - RTZ00064 RATS program to demonstrate bootstrapping with a GARCH model
by Tom Doan - RTS00063 ELFCALC: RATS procedure to compute empirical likelihood for a set of moment conditions
by Tom Doan - RTZ00063 RATS programs to replicate Gali's QJE 1992 results
by Tom Doan - RTS00062 EGTESTRESIDS: RATS procedure to compute Engle-Granger test for cointegration on 1st stage residuals
by Tom Doan - RTZ00062 RATS programs to replicate Gali's AEA 1999 VAR results
by Tom Doan - RTS00061 EGTEST: RATS procedure to compute Engle-Granger test for Cointegration
by Tom Doan - RTZ00061 RATS program to demonstrate frequency domain deseasonalization
by Tom Doan - RTZ00060 RATS program to estimate a model with fractional differencing
by Tom Doan - RTS00059 EBA: RATS procedure to perform Extreme Bounds Analysis
by Tom Doan - RTZ00059 RATS programs to replicate Filardo JBES 1994 paper with time-varying Markov switching
by Tom Doan - RTS00058 DURBINLEVINSON: RATS procedure to compute autoregressive representations using Durbin-Levinson recursion
by Tom Doan - RTZ00058 RATS programs to replicate Faust and Leeper JBES 1997 paper
by Tom Doan - RTZ00057 RATS programs to replicate Fabiani-Mestre 2004 NAIRU model results
by Tom Doan - RTS00056 DSGECONTROL: RATS procedure to compute state space model adjustments for optimal control
by Tom Doan - RTS00055 DMARIANO: RATS procedure to compute Diebold-Mariano Forecast Comparison Test
by Tom Doan - RTS00054 DLMIRF: RATS procedure to compute Impulse Response Function from a State-Space model
by Tom Doan - RTZ00054 RATS programs to replicate Enders/Granger JBES(1998)on threshold unit roots
by Tom Doan - RTS00053 DLMGLS: RATS procedure to perform GLS estimation with state-space model for errors
by Tom Doan - RTZ00053 RATS programs to replicate Enders-Siklos(2001) JBES paper on threshold cointegration
by Tom Doan - RTS00052 DIVISIA: RATS procedure to compute a Divisia index
by Tom Doan - RTZ00052 RATS programs to estimate structural VAR-GARCH-M model
by Tom Doan - RTS00051 DISTRIB: RATS procedure to compute distribution from one frequency to a higher frequency
by Tom Doan - RTZ00051 RATS program to solve Erceg-Henderson-Levin model
by Tom Doan - RTS00050 DISAGGREGATE: RATS procedure to implement general disaggregation (interpolation/distribution) procedure
by Tom Doan - RTZ00049 RATS programs to replicate Dueker(2005) JBES dynamic probit model
by Tom Doan - RTS00048 DFUNIT: RATS procedure to perform Dickey-Fuller unit root test
by Tom Doan - RTZ00048 RATS programs to replicate Dueker(1997) Markov switching GARCH models
by Tom Doan - RTS00047 DENTON: RATS procedure to distribute a series to a higher frequency using proportional Denton method
by Tom Doan - RTZ00047 RATS programs to replicate Diebold,Rudebusch,Aruoba 2006 factor model
by Tom Doan - RTS00046 CVSTABTEST: RATS procedure to perform stability tests on a covariance matrix
by Tom Doan - RTS00045 CUSUMTESTS: RATS procedure to compute and display CUSUM and CUSUMQ tests
by Tom Doan - RTS00044 CUMPDGM: RATS procedure to perform Durbin's Cumulated Periodogram for serial correlation
by Tom Doan - RTZ00044 RATS programs to replicate Diebold and Yilmaz EJ 2009 spillover calculations
by Tom Doan - RTZ00043 RATS programs to replicate Dennis Macroeconomic Dynamics 2007 optimal control
by Tom Doan - RTS00042 CROSSPEC: RATS procedure to compute and graph phase and coherence
by Tom Doan - RTZ00042 RATS programs to replicate Den Haan JME(2000) correlation of comovements
by Tom Doan - RTZ00041 RATS program to demonstrate estimation of structural VAR's
by Tom Doan - RTS00040 CORRINTEGRAL: RATS procedure to compute a correlation integral for a series
by Tom Doan - RTZ00040 RATS program to demonstrate Durbin's Cumulated Periodogram test for serial correlation
by Tom Doan - RTS00039 CORRADO: RATS procedure to perform Corrado non-parametric event test
by Tom Doan - RTS00038 CONDITION: RATS procedure to implement conditional forecasting
by Tom Doan - RTZ00038 RATS program to demonstrate various stability tests
by Tom Doan - RTS00037 CLASSICALDECOMP: RATS procedure to decompose a series into trend, seasonal, irregular
by Tom Doan - RTZ00037 RATS program to demonstrate conditional forecasting with a VAR
by Tom Doan - RTS00036 CHOWLIN: RATS procedure to distribute a series to a higher frequency using related series
by Tom Doan - RTS00035 CHOWDENNING: RATS procedure to perform Chow-Denning multiple variance ratio test
by Tom Doan - RTZ00035 RATS programs to replicate CKLS(1992) estimation of interest rate models
by Tom Doan - RTS00034 CFFILTER: RATS procedure to perform band pass filter using Christiano-Fitzgerald method
by Tom Doan - RTS00033 CFEAT: RATS procedure to identify turning points and cyclical phases of a series
by Tom Doan - RTS00032 CANCORR: RATS procedure to compute canonical correlations for two sets of series
by Tom Doan - RTS00031 BRYBOSCHAN: RATS procedure to implement Bry-Boschan business cycle dating
by Tom Doan - RTZ00031 RATS program to solve Cass-Koopmans growth model
by Tom Doan - RTS00030 BQDODRAWS: RATS procedure to implement Monte Carlo draws from a VAR with Blanchard-Quah factorization
by Tom Doan - RTZ00030 RATS program to demonstrate Bayesian VAR estimation
by Tom Doan - RTS00029 BPPANELTESTS: RATS procedure to perform Breusch-Pagan (and related) tests for random effects
by Tom Doan - RTZ00029 RATS programs to replicate Campbell and Ammer's JOF 1993 paper
by Tom Doan - RTS00028 BNDECOMP: RATS procedure to perform Beveridge-Nelson decomposition
by Tom Doan - RTZ00028 RATS program to estimate DSGE model
by Tom Doan - RTZ00027 RATS programs to replicate Burnside's JBES 1994 paper on asset pricing
by Tom Doan - RTS00026 BKFILTER: RATS procedure to implement band pass filter using Baxter-King method
by Tom Doan - RTS00025 BJTRANS: RATS procedure to aid in selection of preliminary transformation
by Tom Doan - RTZ00025 RATS program to demonstrate bootstrapping with a VECM
by Tom Doan - RTZ00024 RATS program to demonstrate bootstrapping with a VAR
by Tom Doan - RTZ00023 RATS program to demonstrate bootstrapping spectral density estimates
by Tom Doan - RTZ00021 RATS program to demonstrate bootstrapping with cointegration
by Tom Doan - G00020 GMDLBCT: GAUSS module for Implementing Dynamic Leverage Bootstrap Contagion Tests
by Alan Mustafa & Abdulnasser Hatemi-J - RTZ00020 RATS program to demonstrate bootstrapping with an ARMA model
by Tom Doan - RTS00019 BJAUTOFIT: RATS procedure to implement Automated ARIMA model selection
by Tom Doan - RTZ00019 RATS program to estimate term structure with cubic splines
by Tom Doan - RTS00018 BICORRTEST: RATS procedure to compute Hinich bi-correlations test for autocorrelation
by Tom Doan - RTZ00018 RATS program to estimate term structure using non-linear methods
by Tom Doan - RTS00017 BETAPARMS: RATS procedure to compute parameters required for beta distribution
by Tom Doan - RTZ00017 RATS programs to replicate Blanchard and Quah AER 1989
by Tom Doan - RTS00016 BDSTEST: RATS procedure to compute Brock-Decher-Scheinkman test for i.i.d
by Tom Doan - RTZ00016 RATS programs to replicate Bjornland-Leitemo(2009) SVAR with short- and long-run restrictions
by Tom Doan - RTS00015 BDINDTEST: RATS procedure to perform battery of independence tests
by Tom Doan - RTS00014 BAYESTST: RATS procedure to perform Bayesian Unit Root test
by Tom Doan - RTS00013 BAIPERRON: RATS procedure to perform Bai-Perron Test for Multiple Structural Changes
by Tom Doan - RTZ00013 RATS programs to replicate Bernanke and Mihov QJE 1998
by Tom Doan - RTS00012 BAING: RATS procedure to estimate factors in a factor model using Bai-Ng formulas
by Tom Doan - RTZ00012 RATS programs to replicate Bernanke, Boivin, Eliasz FAVAR paper
by Tom Doan - RTS00011 ARMASPECTRUM: RATS procedure to graph the spectral density for an input ARMA model
by Tom Doan - RTS00010 ARMADLM: RATS procedure to set up a DLM (state-space model) based upon an ARMA model
by Tom Doan - RTZ00010 RATS programs to replicate Balke-Fomby threshold cointegration
by Tom Doan - RTS00009 ARCHTEST: RATS procedure to test a series for ARCH effects
by Tom Doan - RTZ00009 RATS programs to replicate Baillie, Bollerslev, Mikkelson FIGARCH results
by Tom Doan - RTS00008 ARAUTOLAGS: RATS procedure to compute information criteria for AR models using Yule-Walker or Burg
by Tom Doan - RTZ00008 RATS programs to replicate examples of Bai-Perron procedure
by Tom Doan - RTS00007 APGRADIENTTEST: RATS procedure to perform Andrews-Ploberger Structural Break Test for GARCH/Maximum Likelihood
by Tom Doan - RTS00006 APBREAKTEST: RATS procedure to implement Andrews-Ploberger Structural Break Test
by Tom Doan - RTS00005 AGFRACTD: RATS procedure to compute Andrews-Guggenberger estimate of fractional difference
by Tom Doan - RTZ00005 RATS program to demonstrate Arellano-Bond estimator for dynamic panel model
by Tom Doan - RTS00004 ADTEST: RATS procedure to perform Anderson-Darling test for normality
by Tom Doan - RTS00003 ADFAUTOSELECT: RATS procedure to select optimal lag length to be used for an ADF test
by Tom Doan - RTZ00002 RATS programs to replicate Aruoba, Diebold and Scotti JBES 2009
by Tom Doan - RTS00001 ABLAGS: RATS procedure to generate Arellano-Bond set of instruments
by Tom Doan - RTZ00001 RATS program to estimate a linear regression using an adaptive kernel estimator
by Tom Doan
2024
- S459402 MULTISITE_VARLATE: Stata module to estimate and conduct inference on the variance of LATEs across sites in multi-site randomized trials
by Clement de Chaisemartin & Antoine Deeb - S459401 MULTISITE_VARITT: Stata module to estimate and conduct inference on the variance of ITTs across sites in multi-site randomized trials
by Clement de Chaisemartin & Antoine Deeb - S459400 ETR: Stata module to calculate the cost of capital and forward-looking effective tax rates
by Shafik Hebous & Andualem Mengistu - S459399 GEOBOUNDARY: Stata module for administrative boundaries
by Asjad Naqvi - S459398 GETNHS: Stata module to download NHANES data
by Zumin Shi - S459397 PACE: Stata module to convert between minutes per mile and miles per hour
by Ariel Linden - S459396 TOPSIS: Stata module to calculate comprehensive scores based on the entropy method or the entropy-TOPSIS method
by Wang Qiang - S459395 PREDPERF: Stata module module for calculating simple indices describing the accuracy and precision of one or two continuous-value predictors, based on a series of predictions matched with corresponding ‘true’ observations
by Thierry Buclin - S459394 TVPREG: Stata module to perform parameter path estimation in unstable environments
by Atsushi Inoue & Barbara Rossi & Yiru Wang & Lingyun Zhou - S459393 CNUSE: Stata module to Download datasets from the Quantitative Economics WeChat Public Account, the Econometric Service Center WeChat Public Account, and other network data sources
by Wang Qiang - S459392 MOMENTSETS: Stata module for moment-based measures collected as datasets
by Nicholas J. Cox - S459391 GETIREF: Stata module to list reference in Results Window, and download PDF, .ris, .bibtex files for given DOI
by Yujun Lian - S459390 TWOLEVELR2: Stata module to compute within, between, and overall R-squared in linear two-level models
by Ben Jann - S459389 PCTILESETS: Stata module for percentile or quantile sets for selected levels
by Nicholas J. Cox - S459388 ICC2: Stata module to compute Intraclass correlation coefficients based on crossed mixed regression
by Niels Henrik Bruun - S459387 LOGITGRAPH: Stata module to produce Graph of the Probabilities from a Logistic Regression Model
by Emilio Domínguez-Durán - S459386 CISETS: Stata module for confidence interval sets
by Nicholas J. Cox - S459385 USORT: Stata module to perform locale-based ascending and descending sort that supports conditional statements, observation ranges, and user-defined handling of substrings and missing values
by Ilya Bolotov - S459384 SUMDOCX: Stata module to generate comprehensive summary statistics and comparison tables
by Kabira Namit - S459383 GENCPR: Stata module for users of Danish CPR numbers
by Christoffer Scavenius - S459382 ABRSQOL: Stata module providing Quality-of-life solver for "Measuring quality of life under spatial frictions"
by Gabriel M Ahlfeldt & Fabian Bald & Duncan Roth & Tobias Seidel - S459381 CORRELATIONCHORDS: Stata module to produce a circular chord diagram of correlations
by Emilio Domínguez-Durán - S459380 CSUMCHART: Stata module to compute cumulative sum (CUSUM) charts for monitoring clinical performance
by Ariel Linden - S459379 GRAPHFUNCTIONS: Stata module providing a suite of programs to support visualization customizations
by Asjad Naqvi - S459378 MI_IMPUTE_FROM: Stata module to impute using an external imputation model
by Robert Thiesmeier & Matteo Bottai & Nicola Orsini - S459377 CSUM: Stata module to compute cumulative sum (CUSUM) charts for monitoring clinical performance
by Ariel Linden - S459376 FRAMED_BAR: Stata module for framed bar charts
by Nicholas J. Cox - S459375 ENWEI: Stata module to implement the entropy method
by Jiang Qi - S459374 TERNARY: Stata module for trivariate plots
by Asjad Naqvi - S459373 TRIMAP: Stata module for trivariate maps
by Asjad Naqvi - S459372 DYNAMIC_EST: Stata module to visualize dynamic effects in TWFE models
by MengKe - S459371 NMF: Stata module to perform matrix decomposition using non-negative matrix factorization (NMF)
by Jonathan Batty - S459370 SIDE_HISTOGRAM: Stata module to plot side by side histograms
by Nicholas J. Cox - S459369 XTDPDSERIAL: Stata module to perform panel data serial correlation tests
by Sebastian Kripfganz - S459368 VREVERSE9: Stata module to reverse existing categorical variable
by Nicholas J. Cox - S459367 OPENDF: Stata module to work with Open Data Format files in Stata
by Knut Wenzig - S459366 XTGPS: Stata module to estimate Hoechle, Schmid, and Zimmermann's (2024) GPS regression model for analyzing asset returns
by Daniel Hoechle - S459365 WINSOR4: Stata module to winsorize a variable based on outliers defined by either percentiles or interquartile range
by Adrien Matray & Pablo E. Rodriguez - S459364 QBPLOT: Stata module for quantile plot with box flavour
by Nicholas J. Cox - S459363 FREDUSEX: Stata module to import FRED (Federal Reserve Economic Database) data
by Kit Baum - S459362 _GDISTINCT: Stata module providing egen function to count distinct values
by Noah Case - S459361 LE8: Stata module to compute cardiovascular health score based on the American Heart Association’s Life’s Essential 8 metrics
by Tilahun Haregu & Marnie Downes - S459360 GRC1LEG2: Stata module to combine multiple graphs with a single common legend
by Mead Over - S459359 COEFOUT: Stata module to keep the beta-coefficients for specified variables and labelnames from a regression
by Niranjan Kumar - S459358 CROSSVALIDATE2: Stata module to implement Cross-Validation in Stata
by William R. Buchanan & Steven D. Brownell - S459357 ECOLLAPSE: Stata module to extend collapse to string variables
by Diego Ciccia - S459356 MATDROP: Stata module to delete multiple row and/or column using labels from matrix
by Niranjan Kumar - S459355 HALFNORM_DIST: Stata module for computing half-normal distribution functions
by Ariel Linden - S459354 SDID_EVENT: Stata module providing Synthetic Difference-in-Differences (SDID) event-study estimators
by Diego Ciccia & Damian Clarke & Daniel Pailañir - S459353 WORDCLOUD: Stata module for drawing word cloud figure based on echarts developed by Baidu
by Shutter Zor - S459352 EVSTUDYDD: Stata module to estimate event studies in D-i-D settings
by Adrien Matray & Pablo E. Rodriguez - S459351 DID_MULTIPLEGT_STAT: Stata module for heterogeneity-robust difference-in differences (DID) estimators
by Clément de Chaisemartin & Diego Ciccia & Xavier D'Haultfoeuille & Felix Knau & Felix Pasquier & Doulo Sow & Gonzalo Vazquez-Bare - S459350 PYRAMID_CHART: Stata module to generate a population pyramid chart
by Masud Rahman - S459349 STUTE_TEST: Stata module to compute Stute (1997) linearity test
by Clément de Chaisemartin & Xavier D'Haultfoeuille & Diego Ciccia & Felix Knau & Doulo Sow - S459347 DIFF_PLOT: Stata module to visualize classic difference-in-differences model
by Kabira Namit - S459346 TIMEUSE: Stata module to facilitate the manipulation of diary-based time-use data
by Juana Lamote de Grignon Pérez - S459345 R2_NAKAGAWA: Stata module for computing Nakagawa's R-squared statistic for multilevel mixed-effects linear regression
by Daniel Klein & Ariel Linden - S459344 NUMBER_EXPORTING: Stata module to format a numeric value and export in LaTeX format
by Olena Bogdan & Adrien Matray & Pablo E. Rodriguez & Chenzi Xu - S459343 PREVENT: Stata module for computing AHA 10-year and 30-year risk of cardiovascular disease--atherosclerotic and heart failure
by Ariel Linden - S459342 STATA_SAGE: Stata module to answer your research questions
by Prabhmeet Kaur Matta & Kabira Namit - S459341 DID_MULTIPLEGT_OLD: Stata module to estimate sharp Difference-in-Difference designs with multiple groups and periods
by Clément de Chaisemartin & Xavier D'Haultfoeuille - S459340 MYWEEKS: Stata module for generating numbered weeks from daily date variables
by Nicholas J. Cox - S459339 MATSTAT: Stata module to format tabstat, assembling of results in one matrix
by John Casterline - S459338 MSWTABLE: Stata module to produce MSWord tables of descriptive statistics and regression estimates
by John Casterline - S459337 LOGITJACK: Stata module to provide cluster robust inference for logit models
by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb - S459336 CORESCORE: Stata module to produce Comorbid Operative Risk Evaluation (CORE) Score macro
by Nikhil Chervu & Jeffrey Balian & Peyman Benharash - S459335 STFFORM: Stata module to provide Functional form test for Cox Models
by Daniele Spinelli - S459334 MIXLELAST: Stata module to compute mixed logit sample elasticities and marginal effects
by Lars Zeigermann - S459333 STACKDID: Stata module to estimate Stacked Difference-in-Differences Regression
by Jacob Triplett - S459332 XT2TREATMENTS: Stata module to estimate event studies with two treatments
by Miklos Koren - S459331 DID_HAD: Stata module to estimate the effect of a treatment on an outcome in a heterogeneous adoption design with no stayers but some quasi stayers
by Clément de Chaisemartin & Diego Ciccia & Xavier D'Haultfoeuille & Felix Knau & Doulo Sow - S459330 POLARSPIKE: Stata module for polar spike graphs
by Asjad Naqvi - S459329 SPLINEFIT: Stata module for smooth connected line plots
by Asjad Naqvi - S459328 ALLCATPLOT: Stata module to ensure that all predefined response categories for a variable, including those that are not present in the dataset are included in a graph
by Kabira Namit & Zaeen de Souza & Prabhmeet Kaur Matta - S459327 TRIM_VARS: Stata module to trim blanks in a varlist
by Kaifeng Deng - S459326 SCCSDTA: Stata module to generate a dataset for the self-controlled case series method (SCCS)
by Niels Henrik Bruun - S459325 NNLS: Stata module to compute non-negative least squares
by Giovanni Cerulli - S459324 HEALTHEQUAL: Stata module to calculate summary measures of health inequality
by Katherine Kirkby & Daniel A. Antiporta & Anne Schlotheuber & Ahmad Reza Hosseinpoor - S459323 MAPSM: Stata module to perform multiple arms propensity score matching
by Suppachai Lawanaskol & Phichayut Phinyo & Jayanton Patumanond - S459322 BAP: Stata module to generate a Bland-Altman plot
by Niels Henrik Bruun - S459321 XTNONDYNTHRESHSFA: Stata module to estimate Threshold Effects in Non-Dynamic Panel Data Stochastic Frontier Models
by Diallo Ibrahima Amadou