Details about Merwan Roudane

Access statistics for papers by Merwan Roudane.

Last updated 2026-08-10. 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. ARDLDML: Stata module to perform DML-Bounds: ARDL bounds testing for cointegration with many persistent controls
   Statistical Software Components, Boston College Department of Economics
3. ASYCAUS: Stata module to provide Asymmetric Granger-Causality Suite
   Statistical Software Components, Boston College Department of Economics
4. BOOTUR: Stata module to perform bootstrap unit root tests for single series, multiple series and panels
   Statistical Software Components, Boston College Department of Economics
5. BOUNDEDUR: Stata module to perform unit root tests for bounded time series
   Statistical Software Components, Boston College Department of Economics
6. BOUNDEDUROOT: Stata module to perform unit-root and level-shift tests for bounded time series
   Statistical Software Components, Boston College Department of Economics
7. CAUSALIMPACT: Stata module to evaluate the Causal impact of an intervention on a time series using a Bayesian structural time-series model
   Statistical Software Components, Boston College Department of Economics
8. CAUSTESTS: Stata module to implement seven Granger causality tests for multivariate time series
   Statistical Software Components, Boston College Department of Economics
9. COBREAKCOINT: Stata module to perform Quasi-Likelihood Ratio Tests for Cointegration, Cobreaking, and Cotrending
   Statistical Software Components, Boston College Department of Economics
10. COINTSMALL: Stata module to test for cointegration with structural changes in very small sample
    Statistical Software Components, Boston College Department of Economics
11. COINTVOL: Stata module to evaluate Cointegration under volatility and heteroskedasticity
    Statistical Software Components, Boston College Department of Economics
12. CUPFM: Stata module to estimate Panel Cointegration with Common Factors models
    Statistical Software Components, Boston College Department of Economics
13. DNQR: Stata module to perform Dynamic Network Quantile Regression
    Statistical Software Components, Boston College Department of Economics
14. DPTEST: Stata module to perform multiple unit root and cointegration tests for I(2) processes
    Statistical Software Components, Boston College Department of Economics
15. FBARDL: Stata module to perform Fourier Bootstrap Autoregressive Distributed Lag Model estimation
    Statistical Software Components, Boston College Department of Economics
16. FBNARDL: Stata module to perform Fourier Bootstrap Nonlinear Autoregressive Distributed Lag estimation
    Statistical Software Components, Boston College Department of Economics
17. FCOINT: Stata module to perform Fourier cointegration tests for time series with smooth structural breaks
    Statistical Software Components, Boston College Department of Economics
18. FFRALS: Stata module to provide Flexible-Fourier LM unit-root test with RALS and factor (RALS2) augmentation for non-normal errors
    Statistical Software Components, Boston College Department of Economics
19. FFROOT: Stata module to run all Fourier unit root and stationarity tests
    Statistical Software Components, Boston College Department of Economics
20. FJCOINT: Stata module implementing Johansen-Fourier cointegration tests with smooth structural breaks
    Statistical Software Components, Boston College Department of Economics
21. FLEXUR: Stata module to provide flexible unit-root, stationarity and variance-break tests for time series
    Statistical Software Components, Boston College Department of Economics
22. FOURIERUR: Stata module for Flexible Fourier Form unit root and stationarity tests
    Statistical Software Components, Boston College Department of Economics
23. FQARDL: Stata module to perform Fourier Quantile Autoregressive Distributed Lag Model estimation
    Statistical Software Components, Boston College Department of Economics
24. 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
25. GVAR: Stata module to fit and solve Global VAR models
    Statistical Software Components, Boston College Department of Economics
26. 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
27. HPCM: Stata module compting Hosoya (2001) partial measures of causality by one-way-effect elimination
    Statistical Software Components, Boston College Department of Economics
28. 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
29. LRMBOUNDS: Stata module implementing bounds approach to inference using the long-run multiplier (LRM)
    Statistical Software Components, Boston College Department of Economics
30. LTSCOINT: Stata module to perform Least Trimmed Squares estimation of a cointegrated ADL with outliers
    Statistical Software Components, Boston College Department of Economics
31. LWAVELET: Stata module providing Wavelet analysis for time series
    Statistical Software Components, Boston College Department of Economics
32. MAKICOINT: Stata module to perform Maki (2012) cointegration test with multiple structural breaks
    Statistical Software Components, Boston College Department of Economics
33. MIXI01: Stata module providing econometric methods for systems mixing I(0) and I(1) variables
    Statistical Software Components, Boston College Department of Economics
34. MIXI12: Stata module for cointegration analysis of systems containing both I(1) and I(2) variables
    Statistical Software Components, Boston College Department of Economics
35. MMQREG: Stata module to estimate MM-Quantile Regression with Decomposed Split-Panel Jackknife and Visualization
    Statistical Software Components, Boston College Department of Economics
36. MMQRTEST: Stata module to provide specification and diagnostic tests for MM-QR location-scale panel quantile models (Machado and Santos Silva 2019; Canay 2011)
    Statistical Software Components, Boston College Department of Economics
37. MTNARDL: Stata module to perform Bootstrap Multiple Threshold Nonlinear ARDL
    Statistical Software Components, Boston College Department of Economics
38. MULTICOINT: Stata module to estimate and test multicointegrated time-series in the sense of Granger-Lee (1989, 1990)
    Statistical Software Components, Boston College Department of Economics
39. MVARDLURT: Stata module to perform Multivariate ARDL Unit Root Test with Bootstrap Critical Values
    Statistical Software Components, Boston College Department of Economics
40. PNARDL: Stata module to perform Panel Nonlinear ARDL (Panel NARDL) estimation
    Statistical Software Components, Boston College Department of Economics
41. POWER_ONEMEAN_RTM: Stata module to compute power for a regression to the mean-adjusted one-sample mean test
    Statistical Software Components, Boston College Department of Economics
42. 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
43. QARDL: Stata module to perform Quantile Autoregressive Distributed-Lag (QARDL) estimation
    Statistical Software Components, Boston College Department of Economics
44. QCOINTLIB: Stata module to provide library of quantile cointegration tests and estimators
    Statistical Software Components, Boston College Department of Economics
45. QNARDL: Stata module to estimate Quantile Nonlinear Autoregressive Distributed Lag model of Cho, Greenwood-Nimmo, Kim and Shin
    Statistical Software Components, Boston College Department of Economics
46. QQR: Stata module to estimate Bivariate Quantile-on-Quantile Regression (Sim & Zhou 2015)
    Statistical Software Components, Boston College Department of Economics
47. QUASICOINT: Stata module to perform Quasi-Cointegration Analysis without Unit Roots
    Statistical Software Components, Boston College Department of Economics
48. QVAR: Stata module to perform Quantile Vector Autoregression
    Statistical Software Components, Boston College Department of Economics
49. RALS: Stata module to perform Residual Augmented Least Squares unit-root and cointegration tests
    Statistical Software Components, Boston College Department of Economics
50. RARDL: Stata module to perform Rolling-Window and Recursive ARDL Cointegration Analysis
    Statistical Software Components, Boston College Department of Economics
51. RBFMVAR: Stata module to estimate the Residual-Based Fully Modified VAR (RBFM-VAR) model
    Statistical Software Components, Boston College Department of Economics
52. REGBREAK: Stata module to provide estimation and inference for structural breaks in the coefficients and error variance of a linear regression
    Statistical Software Components, Boston College Department of Economics
53. REGPROJECT: Stata module to perform post-estimation projection and boundary analysis
    Statistical Software Components, Boston College Department of Economics
54. SEGMCOINT: Stata module to provide tests for segmented cointegration (cointegration holding only over part of the sample)
    Statistical Software Components, Boston College Department of Economics
55. TARUR: Stata module to perform nonlinear unit-root, cointegration, and linearity tests with embedded critical values and automatic decisions
    Statistical Software Components, Boston College Department of Economics
56. TCA: Stata module to perform Transmission Channel Analysis for structural VAR models
    Statistical Software Components, Boston College Department of Economics
57. THRESHCOINT: Stata module to execute threshold cointegration tests and models
    Statistical Software Components, Boston College Department of Economics
58. TNARDLL: Stata module to estimate Threshold (Nonlinear) Autoregressive Distributed Lag model
    Statistical Software Components, Boston College Department of Economics
59. TOTIMPACT: Stata module to compute total impact effects in time series regressions
    Statistical Software Components, Boston College Department of Economics
60. TPTEST: Stata module to implement Universal Turning Point & Inflection Point Test
    Statistical Software Components, Boston College Department of Economics
61. TSADVROOT: Stata module providing advanced time-series unit-root tests
    Statistical Software Components, Boston College Department of Economics
62. TWOSTEP_NARDL: Stata module providing Two-step estimation of the Nonlinear Autoregressive Distributed Lag (NARDL)
    Statistical Software Components, Boston College Department of Economics
63. URSTAT: Stata module providing Comprehensive Unified Unit Root & Stationarity Testing
    Statistical Software Components, Boston College Department of Economics
64. URVOL: Stata module to compute Unit-root tests robust to non-stationary (time-varying) volatility
    Statistical Software Components, Boston College Department of Economics
65. WAVENARDL: Stata module estimating Wavelet-based Nonlinear ARDL (W-NARDL) model (Jammazi, Lahiani & Nguyen, 2015)
    Statistical Software Components, Boston College Department of Economics
66. XTASYM: Stata module to analyze directional asymmetry with panel data: partial sums, diagnostics and graphics
    Statistical Software Components, Boston College Department of Economics
67. XTBCHPANEL: Stata module implementing Bias-corrected mean-group long-run estimators for dynamic heterogeneous panels (ARDL), with an optional climate-deviation mode
    Statistical Software Components, Boston College Department of Economics
68. XTBESTCCE: Stata module to compute Bootstrap-Enhanced Common Correlated Effects for panel data with distinct correlated factors
    Statistical Software Components, Boston College Department of Economics
69. XTBFKBREAK: Stata module to estimate common structural breaks in heterogeneous panels with correlated common effects and (optionally) endogenous regressors
    Statistical Software Components, Boston College Department of Economics
70. XTBHST: Stata module to implement bootstrap test for slope homogeneity in large panels
    Statistical Software Components, Boston College Department of Economics
71. 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
72. XTBREAKMODEL: Stata module to compute heterogeneous structural breaks in panel data models
    Statistical Software Components, Boston College Department of Economics
73. XTCADFCOINT: Stata module to perform Panel CADF cointegration test with structural breaks and cross-section dependence
    Statistical Software Components, Boston College Department of Economics
74. XTCBC: Stata module to compute Coefficient-by-Coefficient Breaks in Panel Data Models
    Statistical Software Components, Boston College Department of Economics
75. XTCCECOINT: Stata module to perform Panel CCE Cointegration Test (Banerjee & Carrion-i-Silvestre, 2017)
    Statistical Software Components, Boston College Department of Economics
76. XTCOMBREAK: Stata module to estimate the common break date with a confidence interval (Bai 2010) and test whether the break really is common across units (Jiang and Kurozumi 2026)
    Statistical Software Components, Boston College Department of Economics
77. XTCSB: Stata module to compute Multifactor cross-sectionally augmented panel unit root tests of CIPS* and CSB (Pesaran, Smith & Yamagata 2013)
    Statistical Software Components, Boston College Department of Economics
78. XTCSDQ: Stata module to implement Tests of no cross-sectional error dependence in panel quantile regressions
    Statistical Software Components, Boston College Department of Economics
79. XTCSNARDL: Stata module to estimate Cross-Sectionally Augmented Panel Nonlinear ARDL (CS-NARDL)
    Statistical Software Components, Boston College Department of Economics
80. 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
81. XTDHCOINT: Stata module to perform Durbin-Hausman panel cointegration tests
    Statistical Software Components, Boston College Department of Economics
82. XTDYNESTIMB: Stata module implementing dynamic linear panel-data estimators robust to structural breaks, long-T overidentification, and error cross-sectional dependence
    Statistical Software Components, Boston College Department of Economics
83. XTDYNTEST: Stata module to perform specification tests after dynamic panel-data GMM estimation
    Statistical Software Components, Boston College Department of Economics
84. XTFACTORTEST: Stata module to compute specification tests for heterogeneous panel data models with interactive (multifactor) error effects
    Statistical Software Components, Boston College Department of Economics
85. 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
86. XTFLEXUR: Stata module to provide factor-augmented, break- and Fourier-robust panel time-series tests
    Statistical Software Components, Boston College Department of Economics
87. XTFLUCBREAK: Stata module to perform a fluctuation test for a structural change at an unknown date in heterogeneous panel data models, with or without common correlated effects
    Statistical Software Components, Boston College Department of Economics
88. XTFMG: Stata module providing second-generation heterogeneous panel estimators with individual and common shocks
    Statistical Software Components, Boston College Department of Economics
89. XTGETS: Stata module providing Panel General-to-Specific (GETS) Indicator Saturation for Structural Break Detection
    Statistical Software Components, Boston College Department of Economics
90. XTGUNITROOT: Stata module providing generalized fixed-T panel unit root test (doubly modified estimator)
    Statistical Software Components, Boston College Department of Economics
91. XTHETEROQUANT: Stata module to compute quantiles of heterogeneous individual-specific coefficients in panel data, with SQB and CDQB bootstrap inference (Galvao, Hounyo and Lin, 2026)
    Statistical Software Components, Boston College Department of Economics
92. XTHKRCOINT: Stata module to perform Hadri-Kurozumi-Rao panel cointegration test with the null of cointegration
    Statistical Software Components, Boston College Department of Economics
93. XTHPOOL: Stata module to perform Hausman poolability test for cointegrated panels (Westerlund and Hess 2011)
    Statistical Software Components, Boston College Department of Economics
94. XTKPYBREAK: Stata module to perform CCE estimation under non-stationary common factors and multiple structural breaks in non-stationary heterogeneous panels
    Statistical Software Components, Boston College Department of Economics
95. XTLMBREAK: Stata module to provide Panel LM cointegration test with multiple structural breaks
    Statistical Software Components, Boston College Department of Economics
96. XTLONGESTIM: Stata module providing long-run and mean-coefficient estimators with small-T bias correction for dynamic heterogeneous panels
    Statistical Software Components, Boston College Department of Economics
97. XTMISPANEL: Stata module to provide Comprehensive Missing Data Detection, Imputation and Diagnostics for Panel Data
    Statistical Software Components, Boston College Department of Economics
98. XTMIXEDROOT: Stata module to compute the fraction of nonstationary (unit-root) units in a mixed panel: the Ng (2008) estimator with Westerlund (2016) bias-adjusted fixed-T inference
    Statistical Software Components, Boston College Department of Economics
99. XTMULTICOINTGRAT: Stata module for panel multicointegration testing with cross-section independence or approximate common factors
    Statistical Software Components, Boston College Department of Economics
100. XTMUNITROOT: Stata module providing fixed-T panel unit root tests with missing values
     Statistical Software Components, Boston College Department of Economics
101. XTNONLINCOINT: Stata module providing nonlinear panel cointegration tests robust to structural breaks and cross-sectional dependence
     Statistical Software Components, Boston College Department of Economics
102. XTOUTLIERS: Stata module providing outlier detection and robust estimation for panel data
     Statistical Software Components, Boston College Department of Economics
103. XTPANELCOINT: Stata module to perform panel cointegration and multiple long-run relations estimation
     Statistical Software Components, Boston College Department of Economics
104. 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
105. XTPCMG: Stata module to implement Panel Cointegrating Polynomial Regressions: Group-Mean & Pooled FM-OLS
     Statistical Software Components, Boston College Department of Economics
106. XTPDLIB: Stata module to provide a library of second-generation panel data tests
     Statistical Software Components, Boston College Department of Economics
107. XTPDROOT: Stata module to perform second-generation panel unit-root and stationarity tests robust to cross-sectional dependence
     Statistical Software Components, Boston College Department of Economics
108. XTPFARDL: Stata module to provide Fourier-augmented panel ARDL / CS-ARDL estimator
     Statistical Software Components, Boston College Department of Economics
109. XTPMG: Stata module for estimation of nonstationary heterogeneous panels
     Statistical Software Components, Boston College Department of Economics View citations (6)
110. XTPQARDL: Stata module to estimate Panel Quantile Autoregressive Distributed Lag (PQARDL) models
     Statistical Software Components, Boston College Department of Economics
111. XTPQCCE: Stata module providing panel quantile CCE mean-group estimators (QCCEMG & CCEMG-CSQR)
     Statistical Software Components, Boston College Department of Economics
112. XTPQCS: Stata module to estimate Panel Quantile Regression with Common Shocks
     Statistical Software Components, Boston College Department of Economics
113. XTPQROOT: Stata module to provide Panel Quantile Unit Root Tests with Common Shocks & Structural Breaks
     Statistical Software Components, Boston College Department of Economics
114. XTPRETEST: Stata module to provide a Comprehensive Panel Data Pre-Testing Suite
     Statistical Software Components, Boston College Department of Economics
115. XTPUNITCOINT: Stata module to compute panel cointegration and stationarity tests with structural breaks and common factors
     Statistical Software Components, Boston College Department of Economics
116. XTPVARCOINT: Stata module to perform Panel VAR Modeling with Cointegration, Structural Breaks, and Cross-Sectional Dependence
     Statistical Software Components, Boston College Department of Economics
117. XTQSH: Stata module to implement Quantile Regression Slope Homogeneity Test for Panel Data
     Statistical Software Components, Boston College Department of Economics
118. XTQUANTILEBREAK: Stata module to perform shrinkage quantile regression for panel data with multiple structural breaks
     Statistical Software Components, Boston College Department of Economics
119. XTREC: Stata module to implement Panel unit root test based on recursive detrending (Westerlund 2015)
     Statistical Software Components, Boston College Department of Economics
120. XTTESTPANEL: Stata module to perform post-estimation diagnostic test suite for linear panel-data models
     Statistical Software Components, Boston College Department of Economics
121. XTTVPIVMG: Stata module to perform time-varying parameter IV mean-group estimation of heterogeneous panels
     Statistical Software Components, Boston College Department of Economics

2025

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