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Statistical Software Components

From Boston College Department of Economics
Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA.
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GRQREG: Stata module to graph the coefficients of a quantile regression Downloads
João Pedro Azevedo
GRSTEST2: Stata module to implement the Gibbons, Ross, Shanken (1989) test Downloads
Markus Ibert
GRSTEST: Stata module to implement the Gibbons et al. (1989) test in a single-factor or multi-factor setting Downloads
Rajesh Tharyan
GRTEXT: Stata module to insert nonstandard characters in graph text Downloads
Svend Juul
GRUBBS: Stata module to perform Grubbs' test for outliers Downloads
Nicolas Couderc
GS2SLS: Stata module to estimate Generalized Spatial Two Stage Least Squares Cross Sections Regression Downloads
Emad Shehata
GS2SLSAR: Stata module to estimate Generalized Spatial Autoregressive Two Stage Least Squares Regression Downloads
Emad Shehata
GS2SLSARXT: Stata module to estimate Generalized Spatial Panel Autoregressive Two Stage Least Squares Cross Sections Regression Downloads
Emad Shehata
GS2SLSXT: Stata module to estimate Generalized Spatial Panel Autoregressive Two-Stage Least Squares Regression Downloads
Emad Shehata
GS3SLS: Stata module to estimate Generalized Spatial Three Stage Least Squares (3SLS) Downloads
Emad Shehata
GS3SLSAR: Stata module to estimate Generalized Spatial Autoregressive Three Stage Least Squares (3SLS) Cross Sections Regression Downloads
Emad Shehata
GSA: Stata module to perform generalized sensitivity analysis Downloads
Masataka Harada
GSAMPLE: Stata module to draw a random sample Downloads
Ben Jann
GSDATA: Stata module to download high frequency data for a list of stock in ShangHai or ShenZhen markets Downloads
Zhiyong Li
GSGROUP: Stata module to create a group variable and optionally an output dataset for a gsort key Downloads
Roger Newson
GSREG: Stata module to perform Global Search Regression Downloads
Pablo Gluzmann and Demian Panigo
GSUM: Stata module to calculate summary statistics for grouped data Downloads
Eric Hedberg
GUMBELFIT: Stata module to fit a two-parameter Gumbel distribution Downloads
Nicholas Cox and Stephen Jenkins
GUTTMANL: Stata module to produce Guttman lower bound reliability coefficients Downloads
Daniel Klein
GVSELECT: Stata module to perform best subsets variable selection Downloads
Charles Lindsey and Simon Sheather
GWHET: Stata module to perform test for groupwise heteroskedasticity Downloads
Gregorio Impavido
GZIPUSE: Stata module to use and save compressed dta files and compress.dta files Downloads
Nikos Askitas
GZSAVE: Stata module to save and use datasets compressed by gzip Downloads
Henrik Stovring
HADRI: RATS procedure to implement Hadri test for unit roots in panel data Downloads
Tom Doan
HADRILM: Stata module to perform Hadri panel unit root test Downloads
Christopher Baum
HAIF: Stata module to compute Homoskedastic Adjustment Inflation Factors for model selection Downloads
Roger Newson
HALLT-SKEWT: Stata module to compute skewness-adjusted bootstrap t-statistics Downloads
Rajesh Tharyan and Scott Merryman
HALTON: RATS procedure to generate Halton sequences Downloads
Tom Doan
HANGROOT: Stata module creating a hanging rootogram comparing an empirical distribution to the best fitting theoretical distribution Downloads
Maarten Buis
HANNARISSANEN: RATS procedure to estimate an ARIMA model using the Hannan-Rissanen algorithm Downloads
Tom Doan
HANSEN2: Stata module for Hansen's test for parameter instability Downloads
Nicholas Cox
HAPBLOCK: Stata module to perform haplotype analysis to identify the edges of haplotype blocks Downloads
Adrian Mander
HAPIPF: Stata module to perform haplotype analysis Downloads
Adrian Mander
HARMBY: Stata module to harmonize values of variables within by-groups Downloads
Roger Newson
HAUSMAN: Stata module to compute a Hausman test statistic (version 5) Downloads
Jeroen Weesie
HBAR: Stata module to generate horizontal bar charts Downloads
Nicholas Cox
HBOX: Stata module to draw horizontal box plots Downloads
Nicholas Cox
HCAVAR: Stata module to perform Hierarchical Clusters Analysis of variables Downloads
Jean-Benoit Hardouin
HCNBREG: Stata module to estimate Heterogeneous Canonical Negative Binomial Regression Downloads
Joseph Hilbe
HDFE: Stata module to partial out variables with respect to a set of fixed effects Downloads
Sergio Correia
HDQUANTILE: Stata module for Harrell-Davis estimator of quantiles Downloads
Nicholas Cox
HEAD: Stata module to print the head observations (first observations in data set) Downloads
Sean Higgins
HECKPROB2: Stata module to run heckprob and svyheckprob with d2 evaluator Downloads
Jerzy Mycielski
HECKROC: Stata module to plot ROC curves Downloads
Jonathan Cook and Ashish Rajbhandari
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test Downloads
Christopher Baum and Richard Sperling
HEGY: RATS module to generate Beaulieu & Miron seasonal unit root tests Downloads
Jean-Philip Bellotteau
HESTONFFTVANILLA: MATLAB function to evaluate European FX option prices in the Heston (1993) model using the FFT approach of Carr and Madan (1999) Downloads
Agnieszka Janek and Rafał Weron
HESTONVANILLA: MATLAB function to evaluate European FX option prices in the Heston (1993) model Downloads
Agnieszka Janek and Rafał Weron
HESTONVANILLAFITSMILE: MATLAB function to fit the Heston (1993) option pricing model to the FX market implied volatility smile Downloads
Agnieszka Janek and Rafał Weron
HESTONVANILLALIPTON: MATLAB function to evaluate European FX option prices in the Heston (1993) model using the approach of Lipton (2002) Downloads
Agnieszka Janek and Rafał Weron
Page updated 2017-09-23
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