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Statistical Software Components

from Boston College Department of Economics
Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA.
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().

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ALPHAWGT: Stata module to compute Cronbach's alpha for weighted data Downloads
Ben Jann
ALSMLE: Stata module to perform Beach-Mackinnon AR(1) Autoregressive Maximum Likelihood Estimation Downloads
Emad Abd Elmessih Shehata
AMCMC: Stata module to provide Mata functions and structures for adaptive Markov chain Monte Carlo sampling Downloads
Matthew John Baker
ANKETEST: Stata module to perform diagnostic tests for spatial autocorrelation in the residuals of OLS, SAR, IV, and IV-SAR models Downloads
P. Wilner Jeanty
ANNEAL: Ox module to perform simulated annealing Downloads
Michael Creel
ANNLYAP: MATLAB function to calculate Lyapunov exponents Downloads
Shapour Mohammadi
ANOGI: Stata module to generate Analysis of Gini Downloads
Ben Jann
ANYMATCH: Stata module to perform distance matching based on any metric Downloads
Roy Wada
APBREAKTEST: RATS procedure to implement Andrews-Ploberger Structural Break Test Downloads
Tom Doan
APC: Stata module for estimating age-period-cohort effects Downloads
Sam Schulhofer-Wohl and Yang Yang
APCD: Stata module for estimating age-period-cohort effects with detrended coefficients Downloads
Louis Chauvel
APCH: Stata module for estimating age-period-cohort and hysteresis effects Downloads
Louis Chauvel
APGRADIENTTEST: RATS procedure to perform Andrews-Ploberger Structural Break Test for GARCH/Maximum Likelihood Downloads
Tom Doan
APOVERTY: Stata module to compute poverty measures Downloads
João Pedro Azevedo
APPENDFILE: Stata module to append text files Downloads
Julian Reif
ARAUTOLAGS: RATS procedure to compute information criteria for AR models using Yule-Walker or Burg Downloads
Tom Doan
ARCH: MATLAB function to compute ARCH test Downloads
Christopher F Baum
ARCHLM: Stata module to calculate LM test for ARCH effects Downloads
Christopher F Baum and Vince Wiggins
ARCHQQ: Stata module to generate Q-Q plot and distribution tests for ARCH models Downloads
Sune Karlsson
ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity Downloads
Ludwig Kanzler
ARCHTEST: RATS procedure to test a series for ARCH effects Downloads
Tom Doan
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries Downloads
Christopher F Baum and John Barkoulas
ARFSIM: RATS module to simulate ARFIMA(0,d,0) fractionally integrated series Downloads
Rob Schoen
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model Downloads
Christopher F Baum
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series Downloads
Sune Karlsson
ARMADLM: RATS procedure to set up a DLM (state-space model) based upon an ARMA model Downloads
Tom Doan
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials Downloads
Sune Karlsson
ARMASPECTRUM: RATS procedure to graph the spectral density for an input ARMA model Downloads
Tom Doan
ARRAY: Stata package to support arrays of variables Downloads
David E. Moore
ARROWPLOT: Stata module to produce combined plot for graphing inter-group and intra-group trends Downloads
Damian Clarke
ASCII: Stata module to display the ASCII character set Downloads
Adrian Paul Mander
ASCIIPLOT: Stata module to graph ASCII character set in current graph font Downloads
Michael Blasnik, Svend Juul and Nicholas Cox
ASCOMP: GAUSS module to Transform Data into Cumulative Positive and Negative Components Downloads
Abdulnasser Hatemi-J
ASHELL: Stata module to capture output from OS shell command Downloads
Nikos Askitas
ASL_NORM: Stata module computing bootstrap Gaussianity tests Downloads
Maarten L. Buis
ASSERTKY: Stata module to assert unique dataset keys Downloads
David Kantor
ATKPLOT: Stata module to generate Atkinson residual normality plots Downloads
Stanislav Kolenikov
AUTOFMT: Stata module to automatically format a significant number of digits Downloads
Roy Wada
AUTOLOG: Stata module to generate dialog to create log files Downloads
Ian Watson
AUTORENAME: Stata module to automatically rename variables Downloads
Julian Reif
AVAR: Stata module to perform asymptotic covariance estimation for iid and non-iid data robust to heteroskedasticity, autocorrelation, 1- and 2-way clustering, and common cross-panel autocorrelated disturbances Downloads
Christopher F Baum and Mark E Schaffer
AVG_EFFECT: Stata module to calculate mean (standardized) effect size across multiple outcomes Downloads
Christopher Robert
AVPLOT2: Stata modules for added variable plots Downloads
Nicholas Cox
AVPLOT3: Stata module to generate partial regression plots for subsamples Downloads
Christopher F Baum
AVPLOTS4: Stata module to graph added-variable plots for specified regressors in a single image Downloads
Ben Jann
B1X2: Stata module to account for changes when X2 is added to a base model with X1 Downloads
Jonah Gelbach
BACKRASCH: Stata module to implement a backward procedure with a Rasch model Downloads
Jean-Benoit Hardouin
BACKUP: Stata module to make daily backup of important files (Windows only) Downloads
R. Andres Castañeda
BAING: RATS procedure to estimate factors in a factor model using Bai-Ng formulas Downloads
Tom Doan
BAIPERRON: RATS procedure to perform Bai-Perron Test for Multiple Structural Changes Downloads
Tom Doan
Page updated 2014-09-02
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