# Statistical Software Components

From Boston College Department of Economics

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Contact information at EDIRC.

Series data maintained by Christopher F Baum ().

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- 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 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 Dupont* and *W. Dale Plummer, Jr.*
- RCA: Stata module to compute various revealed comparative advantage (RCA) indices
*Muhammad Rashid Ansari*
- RCALL: Stata module to provide seamless R in Stata
*E.F. Haghish*
- RCD: Stata module to run commands recursively
*Nikos Askitas* and *Dan Blanchette*
- RCENTILE: Stata module to compute robust confidence intervals for percentiles
*Roger Newson*
- RCL: Stata module for estimation and simulation of random coefficient logit models
*Szabolcs Lorincz*
- RCOLP2MAT: Stata module to produce a two-way table with row and column percentages as a matrix
*Loris P. Fagioli*
- 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*
- RCTABLE: Stata module to create a table used in randomized controlled trials
*Adrien Bouguen*
- RCTMISS: Stata module to analyse a randomised controlled trial (RCT) allowing for informatively missing outcome data
*Ian White*
- RD: Stata module for regression discontinuity estimation
*Austin Nichols*
- RDCI: Stata module to calculate risk difference confidence intervals
*Joseph Coveney*
- RDCV: Stata module to perform Sharp Regression Discontinuity Design with Cross Validation Bandwidth Selection
*Boris Kaiser*
- RDECOMPOSE: Stata module to implements Gupta's rate decomposition method for aggregated data
*Jinjing Li*