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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.

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LMAZNL: Stata Module to Compute NLS Autocorrelation Z Test at Higher Order AR(p) Downloads
Emad Shehata and Sahra Mickaiel
LMCOL: Stata module to compute OLS Multicollinearity Diagnostic Tests Downloads
Emad Shehata and Sahra Mickaiel
LMCOVNLSUR: Stata module to perform Breusch-Pagan Lagrange Multiplier Diagonal Covariance Matrix Test after (NL-SUR) Regressions Downloads
Emad Shehata
LMCOVREG3: Stata module to Compute Breusch-Pagan Lagrange Multiplier Diagonal Covariance Matrix Test after (3SLS-SURE) Regressions Downloads
Emad Shehata
LMCOVSEM: Stata module to perform Overall System Structural Equation Modeling (SEM) Breusch-Pagan Lagrange Multiplier Diagonal Covariance Matrix Test Downloads
Emad Shehata
LMCOVVAR: Stata module to compute (VAR) Breusch-Pagan Diagonal Covariance Matrix Test Downloads
Emad Shehata and Sahra Mickaiel
LMCOVXT: Stata module to Compute Breusch-Pagan Lagrange Multiplier Diagonal Covariance Matrix Test for Panel Data Downloads
Emad Shehata
LMEG: Stata module to compute Augmented Engle-Granger Cointegration Test at Higher Order AR(p) Downloads
Emad Shehata
LMFREG2: Stata module to compute 2SLS-IV Linear vs Log-Linear Functional Form Tests Downloads
Emad Shehata and Sahra Mickaiel
LMFREG: Stata module to Compute OLS Linear vs Log-Linear Functional Form Tests Downloads
Emad Shehata and Sahra Mickaiel
LMGC: Stata module to compute Granger Causality Test at Higher Order AR(p) Downloads
Emad Shehata
LMHARCH2: Stata Module to Compute 2SLS-IV Heteroscedasticity Engle (ARCH) Test Downloads
Emad Shehata and Sahra Mickaiel
LMHARCH: Stata module to compute OLS Heteroscedasticity Engle (ARCH) Test Downloads
Emad Shehata and Sahra Mickaiel
LMHARCHNL: Stata Module to Compute NLS Heteroscedasticity Engle (ARCH) Test Downloads
Emad Shehata and Sahra Mickaiel
LMHARCHXT: Stata Module to Compute Panel Data Heteroscedasticity Engle (ARCH) Test Downloads
Emad Shehata and Sahra Mickaiel
LMHCW2: Stata Module to Compute 2SLS-IV Heteroscedasticity Cook-Weisberg Test Downloads
Emad Shehata and Sahra Mickaiel
LMHCW: Stata Module to Compute OLS Heteroscedasticity Cook-Weisberg Test Downloads
Emad Shehata and Sahra Mickaiel
LMHCWNL: Stata module to compute NLS Heteroscedasticity Cook-Weisberg Test Downloads
Emad Shehata and Sahra Mickaiel
LMHCWXT: Stata Module to Compute Panel Data Heteroscedasticity Cook-Weisberg Test Downloads
Emad Shehata and Sahra Mickaiel
LMHGL2: Stata Module to Compute 2SLS-IV Heteroscedasticity Glejser Test Downloads
Emad Shehata and Sahra Mickaiel
LMHGL: Stata module to Compute Glejser Lagrange Multiplier Heteroscedasticity Test for Residuals after OLS Regression Downloads
Emad Shehata
LMHGLNL: Stata module to compute NLS Heteroscedasticity Glejser Test Downloads
Emad Shehata and Sahra Mickaiel
LMHHARV2: Stata Module to Compute 2SLS-IV Heteroscedasticity Harvey Test Downloads
Emad Shehata and Sahra Mickaiel
LMHHARV: Stata module to Compute Harvey Lagrange Multiplier Heteroscedasticity Test for Residuals after OLS Regression Downloads
Emad Shehata
LMHHP2: Stata Module to Compute 2SLS-IV Heteroscedasticity Hall-Pagan Test Downloads
Emad Shehata and Sahra Mickaiel
LMHHP: Stata Module to Compute OLS Heteroscedasticity Hall-Pagan Test Downloads
Emad Shehata and Sahra Mickaiel
LMHHPNL: Stata module to compute NLS Heteroscedasticity Hall-Pagan Test Downloads
Emad Shehata and Sahra Mickaiel
LMHHPXT: Stata module to compute Panel Data Heteroscedasticity Hall-Pagan Test Downloads
Emad Shehata and Sahra Mickaiel
LMHLMXT: Stata module to Compute Breusch-Pagan Lagrange Multiplier Panel Heteroscedasticity Test Downloads
Emad Shehata
LMHLRXT: Stata module to Compute Greene Likelihood Ratio Panel Heteroscedasticity Test Downloads
Emad Shehata
LMHMSS2: Stata Module to Compute 2SLS-IV Heteroscedasticity Machado-Santos-Silva Test Downloads
Sahra Khaleel A. Mickaiel, Emad Shehata and Sahra Khaleel A. Mickaiel
LMHNLSUR: Stata module to perform Overall System NL-SUR Heteroscedasticity Tests Downloads
Emad Shehata
LMHREG3: Stata module to compute Overall System Heteroscedasticity Tests after (3SLS-SURE) Regressions Downloads
Emad Shehata
LMHSEM: Stata module to perform Overall System Structural Equation Modeling (SEM) Heteroscedasticity Tests Downloads
Emad Shehata
LMHWALD: Stata module to compute OLS Heteroscedasticity Wald Test Downloads
Emad Shehata and Sahra Mickaiel
LMHWALDXT: Stata module to compute Panel Data Heteroscedasticity Wald Test Downloads
Emad Shehata and Sahra Mickaiel
LMNAD2: Stata Module to Compute 2SLS-IV Non Normality Anderson-Darling Test Downloads
Emad Shehata and Sahra Mickaiel
LMNAD: Stata Module to Compute OLS Non Normality Anderson-Darling Test Downloads
Emad Shehata and Sahra Mickaiel
LMNADNL: Stata Module to Compute NLS Non Normality Anderson-Darling Test Downloads
Emad Shehata and Sahra Mickaiel
LMNADXT: Stata module to compute Panel Data Non Normality Anderson-Darling Test Downloads
Emad Shehata and Sahra Mickaiel
LMNDH: Stata Module to Compute OLS Non Normality Doornik-Hansen Test Downloads
Emad Shehata and Sahra Mickaiel
LMNDP2: Stata module to compute 2SLS-IV Non Normality D'Agostino-Pearson Test Downloads
Emad Shehata and Sahra Mickaiel
LMNDP: Stata module to Compute OLS Non Normality D'Agostino-Pearson Test Downloads
Emad Shehata and Sahra Mickaiel
LMNGR: Stata module to compute Jarque-Bera Non Normality Lagrange Multiplier Runs Test for Residuals after OLS Regression Downloads
Emad Shehata
LMNGRY2: Stata Module to Compute 2SLS-IV Non Normality Geary Runs Test Downloads
Emad Shehata and Sahra Mickaiel
LMNGRY: Stata module to compute Geary Non Normality Lagrange Multiplier Runs Test Downloads
Emad Shehata
LMNGRYXT: Stata module to compute Panel Data Non Normality Geary Runs Test Downloads
Emad Shehata and Sahra Mickaiel
LMNJB: Stata module to compute Lagrange Multiplier LM Jarque-Bera Normality Test Downloads
Emad Shehata
LMNJBNL: Stata module to compute NLS Non Normality Jarque-Bera Test Downloads
Emad Shehata and Sahra Mickaiel
LMNJBXT: Stata Module to Compute Panel Data Non Normality Jarque-Bera Test Downloads
Emad Shehata and Sahra Mickaiel
Page updated 2016-12-10
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