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Statistical Software Components
from Boston College Department of Economics EDIRC .
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MV-ARCH: GAUSS module to implement the multivariate ARCH test R Scott Hacker and Abdulnasser Hatemi-J MVARCHTEST: RATS procedure to perform Multivariate test for ARCH Tom Doan MVBNDECOMP: RATS procedure to compute a multivariate Beveridge-Nelson decomposition via VAR's Tom Doan MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel Nicholas Cox and Christopher F Baum MVFILES: Stata module to provide a convenient way to move/copy matched files from a specified input directory (also including, if wanted, additionally recursively matched subsets of files within distinctly matched offspring-directories) to a specified output directory Lars Angquist MVGARCHFORE: RATS procedure to perform Multivariate GARCH forecasting Tom Doan MVGARCHTOVECH: RATS procedure to extract a VECH representation from GARCH estimates Tom Doan MVIDENT: RATS procedure to create a Tiao-Box cross correlation matrix Tom Doan MVJB: RATS procedure to perform Multivariate Jarque-Bera normality test Tom Doan MVMETA: Stata module to perform multivariate random-effects meta-analysis Ian White MVPROBIT: Stata module to calculate multivariate probit regression using simulated maximum likelihood Lorenzo Cappellari and Stephen P. Jenkins MVQSTAT: RATS procedure to compute Hosking's Multivariate Q statistic Tom Doan MVSAMP1I: Stata module to determine sample size and power for multivariate regression David E. Moore MVSAMPSI: Stata module to determine sample size and power for multivariate regression David E. Moore MVSKTEST: Stata module to test for multivariate skewness and kurtosis Stanislav Kolenikov MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel Nicholas Cox and Christopher F Baum MVTEST: Stata module to perform multivariate F tests David E. Moore MVTOBIT: Stata module to calculate multivariate tobit models by simulated maximum likelihood (SML) Mikkel Christoffer Barslund MYLABELS: Stata module for axis labels or ticks on transformed scales or for daily dates Nicholas Cox and Scott Merryman MYPKG: Stata module to inform on packages installed over net Nicholas Cox NBERCYCLES: RATS procedure to generate dummies based upon NBER cycle dates Tom Doan NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating Christopher F Baum NBFIT: Stata module for fitting negative binomial distribution by maximum likelihood Nicholas Cox and Roberto G. Gutierrez NBINREG: Stata module to estimate negative binomial regression models Joseph Michael Hilbe NBSTRAT: Stata module to estimate Negative Binomial with Endogenous Stratification Joseph Michael Hilbe and Roberto Martinez-Espineira NCF: Stata modules related to the noncentral F distribution Thomas John Steichen NCT: Stata modules related to the noncentral t distribution Thomas John Steichen NDBCI: Stata module extending ci for single variable with exposure time Fred Wolfe NEAREST: Stata module to calculate nearest neighbours from point coordinates Nicholas Cox NEARMRG: Stata module to provide nearest-match merging of datasets Eric A Booth NEARSTAT: Stata module to calculate distance-based variables and export distance matrix to text file P. Wilner Jeanty NEOCLASSICAL: Stata module to estimate neoclassical education transitions model Samuel R. Lucas NETPLOT: Stata module to provide social network visualization Rense Corten NEWEY2: Stata module to extend newey (HAC covariance estimation) David Malin Roodman NEWSIMPACT: Stata module to compute news impact curve for ARCH models Sune Karlsson NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends Christopher F Baum and Fabian Bornhorst NICEDATES: Stata module for nice dates, especially for time series graphs Nicholas Cox NJC_STUFF: Stata module documenting Stata programs and help files by Nicholas J. Cox Nicholas Cox NLCHECK: Stata module to check linearity assumption after model estimation Ben Jann NLCORR: Stata module to compute correlation metric for cross-sample comparisons using non-linear probability models Ulrich Kohler and Kristian Bernt Karlson NLECDYN_TOOLKIT: MATLAB modules for analyzing nonlinear economic dynamic models easily Harald Uhlig NMISSING: Stata module to show numbers of missing or present values Nicholas Cox NNEST: Stata module to perform J test and Cox-Pesaran-Deaton test for nonnested models Gregorio Impavido NNIPOLATE: Stata module for nearest neighbour interpolation Nicholas Cox NNMATCH: Stata module to compute nearest-neighbor bias-corrected estimators Alberto Abadie , Jane Leber Herr , Guido Imbens and David M. Drukker NONADD: Stata Program to perform Tukey test for non-additivity Philip B. Ender NONPARAMREG: MATLAB function to estimate nonparametric regression Shapour Mohammadi NONPARAUNITROOT: Shazam routine to perform the non-parametric unit root test statistic developed by Breitung J.& Gourieroux C.,(1997), Journal of Econometrics, Vol.81(1), pp.7-27 Ibrahim Onour NONPARMDE: Stata module to calculate the minimum detectable effect in randomized experiment Joel Middleton and John Ternovski NOPOMATCH: Stata module to implement Nopo's decomposition Juan Pablo Atal , Alejandro Hoyos and Hugo Rolando Ñopo
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