Statistical Software Components

From Boston College Department of Economics
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Series data maintained by Christopher F Baum ().

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ALBATROSS: Stata module to create albatross plots: Sean Harrison
ALIGNEDPAIRS: Stata module to perform the aligned ranks test for matched pairs (Hodges-Lehmann): Ariel Linden
ALIGNEDRANKS: Stata module to perform a two-sample aligned rank-sum (Hodges-Lehmann) test with exact statistics for small samples: Ariel Linden
ALIGNEDSETS: Stata module to perform aligned ranks test for matched sets (Hodges-Lehmann): Ariel Linden
ALIGNMICRO: Stata module to perform alignment in microsimulation: Jinjing Li
ALLCROSS: Stata modules to create variables corresponding to moment matrices: Kenneth Higbee
ALLPOSSIBLE: Stata module to fit all possible models with subsets of predictors: Nicholas Cox
ALLSUBSETS: Stata module to perform all subsets (combinatorial) meta-analysis in a set of studies: Thomas A. Trikalinos
ALMON1: Stata module to estimate Shirley Almon Polynomial Distributed Lag Model: Emad Shehata
ALMON: Stata Module to Estimate Shirley Almon Generalized Polynomial Distributed Lag Model: Emad Shehata
ALOGIT: Stata module to estimate (In)attentive logit regression from Abaluck and Adams: Jason Abaluck and Mauricio Caceres Bravo
ALORENZ: Stata module to produce Pen's Parade, Lorenz and Generalised Lorenz curve: João Pedro Azevedo and Samuel Franco
ALPHAWGT: Stata module to compute Cronbach's alpha for weighted data: Ben Jann
ALSMLE: Stata module to perform Beach-Mackinnon AR(1) Autoregressive Maximum Likelihood Estimation: Emad Shehata
AMCMC: Stata module to provide Mata functions and structures for adaptive Markov chain Monte Carlo sampling: Matthew Baker
ANKETEST: Stata module to perform diagnostic tests for spatial autocorrelation in the residuals of OLS, SAR, IV, and IV-SAR models: P. Wilner Jeanty
ANNEAL: Ox module to perform simulated annealing: Michael Creel
ANNLYAP: MATLAB function to calculate Lyapunov exponents: Shapour Mohammadi
ANOGI: Stata module to generate Analysis of Gini: Ben Jann
ANYMATCH: Stata module to perform distance matching based on any metric: Roy Wada
APBREAKTEST: RATS procedure to implement Andrews-Ploberger Structural Break Test: Tom Doan
APC: Stata module for estimating age-period-cohort effects: Sam Schulhofer-Wohl and Yang Yang
APCD: Stata module for estimating age-period-cohort effects with detrended coefficients: Louis Chauvel
APCGO: Stata module to calculate age-period-cohort effects for the gap between two groups (based on a Blinder-Oaxaca decomposition), including trends for each parameter: Louis Chauvel, Anne Hartung and Eyal Bar-Haim
APCH: Stata module for estimating age-period-cohort and hysteresis effects: Louis Chauvel
APGRADIENTTEST: RATS procedure to perform Andrews-Ploberger Structural Break Test for GARCH/Maximum Likelihood: Tom Doan
APOVERTY: Stata module to compute poverty measures: João Pedro Azevedo
APPENDFILE: Stata module to append text files: Julian Reif
ARAUTOLAGS: RATS procedure to compute information criteria for AR models using Yule-Walker or Burg: Tom Doan
ARCH: MATLAB function to compute ARCH test: Christopher Baum
ARCHLM: Stata module to calculate LM test for ARCH effects: Christopher Baum and Vince Wiggins
ARCHQQ: Stata module to generate Q-Q plot and distribution tests for ARCH models: Sune Karlsson
ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity: Ludwig Kanzler
ARCHTEST: RATS procedure to test a series for ARCH effects: Tom Doan
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries: Christopher Baum and John Barkoulas
ARFSIM: RATS module to simulate ARFIMA(0,d,0) fractionally integrated series: Rob Schoen
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model: Christopher Baum
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series: Sune Karlsson
ARMADLM: RATS procedure to set up a DLM (state-space model) based upon an ARMA model: Tom Doan
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials: Sune Karlsson
ARMASPECTRUM: RATS procedure to graph the spectral density for an input ARMA model: Tom Doan
ARRAY: Stata package to support arrays of variables: David E. Moore
ARROWPLOT: Stata module to produce combined plot for graphing inter-group and intra-group trends: Damian Clarke
ART: Stata module for complex sample size calculation in randomized trials: Abdel Babiker, Sophie Barthel and Patrick Royston
ASCII: Stata module to display the ASCII character set: Adrian Mander
ASCIIPLOT: Stata module to generate ASCII character map: Michael Blasnik, Svend Juul and Nicholas Cox
ASCOL: Stata module to convert frequency of stock returns or stock prices: Attaullah Shah
ASCOMP: GAUSS module to Transform Data into Cumulative Positive and Negative Components: Abdulnasser Hatemi-J
ASHELL: Stata module to capture output from OS shell command: Nikos Askitas
ASL_NORM: Stata module computing bootstrap Gaussianity tests: Maarten Buis