Details about Merwan Roudane

Access statistics for papers by Merwan Roudane.

Last updated 2026-02-20. Update your information in the RePEc Author Service.

Short-id: pro1421

Software Items

2026

1. AARDL: Stata module to perform Augmented ARDL Cointegration Analysis
   Statistical Software Components, Boston College Department of Economics
2. BOUNDEDUR: Stata module to perform unit root tests for bounded time series
   Statistical Software Components, Boston College Department of Economics
3. CAUSTESTS: Stata module to implement seven Granger causality tests for multivariate time series
   Statistical Software Components, Boston College Department of Economics
4. COINTSMALL: Stata module to test for cointegration with structural changes in very small sample
   Statistical Software Components, Boston College Department of Economics
5. DPTEST: Stata module to perform multiple unit root and cointegration tests for I(2) processes
   Statistical Software Components, Boston College Department of Economics
6. FBARDL: Stata module to perform Fourier Bootstrap Autoregressive Distributed Lag Model estimation
   Statistical Software Components, Boston College Department of Economics
7. FBNARDL: Stata module to perform Fourier Bootstrap Nonlinear Autoregressive Distributed Lag estimation
   Statistical Software Components, Boston College Department of Economics
8. FCOINT: Stata module to perform Fourier cointegration tests for time series with smooth structural breaks
   Statistical Software Components, Boston College Department of Economics
9. FFROOT: Stata module to run all Fourier unit root and stationarity tests
   Statistical Software Components, Boston College Department of Economics
10. FQARDL: Stata module to perform Fourier Quantile Autoregressive Distributed Lag Model estimation
    Statistical Software Components, Boston College Department of Economics
11. GARCHUR: Stata module to implement the trend-GARCH(1,1) unit root test with endogenous structural breaks
    Statistical Software Components, Boston College Department of Economics
12. HATEMICOINT: Stata module to implement cointegration tests with two unknown regime shifts following the methodology of Hatemi-J (2008)
    Statistical Software Components, Boston College Department of Economics
13. IVLPIRF2: Stata module to compute IV local-projection impulse-response functions with panel data and Driscoll-Kraay inference
    Statistical Software Components, Boston College Department of Economics
14. MAKICOINT: Stata module to perform Maki (2012) cointegration test with multiple structural breaks
    Statistical Software Components, Boston College Department of Economics
15. MTNARDL: Stata module to perform Bootstrap Multiple Threshold Nonlinear ARDL
    Statistical Software Components, Boston College Department of Economics
16. MVARDLURT: Stata module to perform Multivariate ARDL Unit Root Test with Bootstrap Critical Values
    Statistical Software Components, Boston College Department of Economics
17. PNARDL: Stata module to perform Panel Nonlinear ARDL (Panel NARDL) estimation
    Statistical Software Components, Boston College Department of Economics
18. QADF: Stata module to perform the Quantile Autoregression (QAR) unit root test proposed by Koenker and Xiao (JASA, 2004)
    Statistical Software Components, Boston College Department of Economics
19. QARDL: Stata module to perform Quantile Autoregressive Distributed-Lag (QARDL) estimation
    Statistical Software Components, Boston College Department of Economics
20. RARDL: Stata module to perform Rolling-Window and Recursive ARDL Cointegration Analysis
    Statistical Software Components, Boston College Department of Economics
21. RBFMVAR: Stata module to estimate the Residual-Based Fully Modified VAR (RBFM-VAR) model
    Statistical Software Components, Boston College Department of Economics
22. TCA: Stata module to perform Transmission Channel Analysis for structural VAR models
    Statistical Software Components, Boston College Department of Economics
23. TPTEST: Stata module to implement Universal Turning Point & Inflection Point Test
    Statistical Software Components, Boston College Department of Economics
24. TWOSTEP_NARDL: Stata module providing Two-step estimation of the Nonlinear Autoregressive Distributed Lag (NARDL)
    Statistical Software Components, Boston College Department of Economics
25. URSTAT: Stata module providing Comprehensive Unified Unit Root & Stationarity Testing
    Statistical Software Components, Boston College Department of Economics
26. XTBHST: Stata module to implement bootstrap test for slope homogeneity in large panels
    Statistical Software Components, Boston College Department of Economics
27. XTBREAKCOINT: Stata module to implement the panel cointegration test with structural breaks developed by Banerjee and Carrion-i-Silvestre (2015, Journal of Applied Econometrics)
    Statistical Software Components, Boston College Department of Economics
28. XTCADFCOINT: Stata module to perform Panel CADF cointegration test with structural breaks and cross-section dependence
    Statistical Software Components, Boston College Department of Economics
29. XTCSDQ: Stata module to implement Tests of no cross-sectional error dependence in panel quantile regressions
    Statistical Software Components, Boston College Department of Economics
30. XTCSPQARDL: Stata module to perform Cross-Sectionally Augmented Panel Quantile ARDL, Quantile CCE Mean Group, and Quantile CCE Pooled Mean Group Estimation
    Statistical Software Components, Boston College Department of Economics
31. XTDHCOINT: Stata module to perform Durbin-Hausman panel cointegration tests
    Statistical Software Components, Boston College Department of Economics
32. XTFIFEVD: Stata module to implement Fixed Effects Filtered & Vector Decomposition Estimation for Time-Invariant and Rarely Changing Variables in Panel Data with Unit Fixed Effects
    Statistical Software Components, Boston College Department of Economics
33. XTGETS: Stata module providing Panel General-to-Specific (GETS) Indicator Saturation for Structural Break Detection
    Statistical Software Components, Boston College Department of Economics
34. XTMISPANEL: Stata module to provide Comprehensive Missing Data Detection, Imputation and Diagnostics for Panel Data
    Statistical Software Components, Boston College Department of Economics
35. XTPCAUS: Stata module to perform Panel Granger Causality Tests: Panel Fourier Toda-Yamamoto (PFTY) and Panel Quantile Causality (PQC)
    Statistical Software Components, Boston College Department of Economics
36. XTPCMG: Stata module to implement Panel Cointegrating Polynomial Regressions: Group-Mean & Pooled FM-OLS
    Statistical Software Components, Boston College Department of Economics
37. XTPQARDL: Stata module to estimate Panel Quantile Autoregressive Distributed Lag (PQARDL) models
    Statistical Software Components, Boston College Department of Economics
38. XTPQROOT: Stata module to provide Panel Quantile Unit Root Tests with Common Shocks & Structural Breaks
    Statistical Software Components, Boston College Department of Economics
39. XTPRETEST: Stata module to provide a Comprehensive Panel Data Pre-Testing Suite
    Statistical Software Components, Boston College Department of Economics
40. XTQSH: Stata module to implement Quantile Regression Slope Homogeneity Test for Panel Data
    Statistical Software Components, Boston College Department of Economics
41. XTREC: Stata module to implement Panel unit root test based on recursive detrending (Westerlund 2015)
    Statistical Software Components, Boston College Department of Economics

2025

42. KMTEST: Stata module to perform Tests of Linear and Logarithmic Transformations for Integrated Processes
    Statistical Software Components, Boston College Department of Economics

2007

43. XTPMG: Stata module for estimation of nonstationary heterogeneous panels
    Statistical Software Components, Boston College Department of Economics View citations (6)