EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks.
Statistical Software Components
from Boston College Department of Economics EDIRC .
Access Statistics for this software series.
RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series .
RATS programs to replicate examples of Bai-Perron procedure Tom Doan RATS programs to replicate Fabiani-Mestre 2004 NAIRU model results Tom Doan RATS programs to replicate Faust and Leeper JBES 1997 paper Tom Doan RATS programs to replicate Filardo JBES 1994 paper with time-varying Markov switching Tom Doan RATS programs to replicate Gali's QJE 1992 results Tom Doan RATS programs to replicate Gonzalo and Granger JBES 1995 paper Tom Doan RATS programs to replicate Gray's 1996 Regime Switching GARCH paper Tom Doan RATS programs to replicate Hansen's example of threshold break in panel data Tom Doan RATS programs to replicate Hansen's examples of Andrews-Ploberger test Tom Doan RATS programs to replicate Hansen's GARCH models with time-varying t-densities Tom Doan RATS programs to replicate Hansen's threshold estimation and testing results Tom Doan RATS programs to replicate Hansen/Seo paper on threshold cointegration Tom Doan RATS programs to replicate Ireland's JEDC 2004 estimation of DSGE model Tom Doan RATS programs to replicate Jacquier, Polson, Rossi (1994) stochastic volatility Tom Doan RATS programs to replicate King, Plosser, Stock, Watson AER 1991 results Tom Doan RATS programs to replicate Krolzig MS-VAR's for six country models Tom Doan RATS programs to replicate Lanne-Lutkepohl JMCB 2008 structural VAR with volatility shifts Tom Doan RATS programs to replicate Mark-Sul(2003) panel DOLS Tom Doan RATS programs to replicate Michael-Nobay-Peel ESTAR models Tom Doan RATS programs to replicate Morley-Nelson-Zivot state space decomposition Tom Doan RATS programs to replicate Mountford and Uhlig JAE 2009 sign-constrained VAR Tom Doan RATS programs to replicate Ozbek and Ozlale state space model with time-varying coefficients Tom Doan RATS programs to replicate Papell and Prodan one and two break unit root tests Tom Doan RATS programs to replicate Pedroni PPP tests on panel data Tom Doan RATS programs to replicate Perron-Wada state space model Tom Doan RATS programs to replicate Pesaran, Shin and Smith, pooled mean group panel data Tom Doan RATS programs to replicate Quah and Vahey core inflation estimation Tom Doan RATS programs to replicate results from Gregory and Hansen(1996) JOE article Tom Doan RATS programs to replicate Sims and Zha(1999) "Error Bands for Impulse Responses" Tom Doan RATS programs to replicate Sinclair(2009) bivariate state-space model Tom Doan RATS programs to replicate structural break test with Hansen's fixed regressor bootstrap Tom Doan RATS programs to replicate Terasvirta's 1994 STAR model results Tom Doan RATS programs to replicate Tsay's 1998 multivariate threshold results Tom Doan RATS programs to replicate Tse's constant correlation GARCH test results Tom Doan RATS programs to replicate Uhlig's VAR identification technique Tom Doan RATS programs to replicate Willinger, Taqqu, Teverovsky(1999) Tom Doan RATS programs to replicate Wright's Alternative Variance Ratio test results Tom Doan RATS programs to replicates Gali's AEA 1999 VAR results Tom Doan RBC: Mathematica notebook to solve and simulate Real Business Cycle models Ibrahima Amadou Diallo RBOUNDS: Stata module to perform Rosenbaum sensitivity analysis for average treatment effects on the treated Markus Gangl RC2: Stata module to estimate Goodman's Row and Columns model 2 John Hendrickx RC_SPLINE: Stata module to generate restricted cubic splines William D. Dupont and W. Dale Plummer RCD: Stata module to run commands recursively Nikos Askitas and Dan Blanchette RCSGEN: Stata module to generate restricted cubic splines and their derivatives Paul Lambert RCSPLINE: Stata module for restricted cubic spline smoothing Nicholas Cox RCT_MINIM: Stata module to assign treatments to subjects in a controlled trial Philip Ryan RD: Stata module for regression discontinuity estimation Austin Nichols RDCI: Stata module to calculate risk difference confidence intervals Joseph Coveney RDPOWER: Stata module to perform power calculations for random designs Eric C. Hedberg READLOG: Stata module to read and process a file Jan Brogger
EconPapers is hosted by the
Örebro University School of Business.