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. FBARDL: Stata module to perform Fourier Bootstrap Autoregressive Distributed Lag Model estimation
   Statistical Software Components, Boston College Department of Economics
6. FBNARDL: Stata module to perform Fourier Bootstrap Nonlinear Autoregressive Distributed Lag estimation
   Statistical Software Components, Boston College Department of Economics
7. FQARDL: Stata module to perform Fourier Quantile Autoregressive Distributed Lag Model estimation
   Statistical Software Components, Boston College Department of Economics
8. 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
9. 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
10. MAKICOINT: Stata module to perform Maki (2012) cointegration test with multiple structural breaks
    Statistical Software Components, Boston College Department of Economics
11. MTNARDL: Stata module to perform Bootstrap Multiple Threshold Nonlinear ARDL
    Statistical Software Components, Boston College Department of Economics
12. MVARDLURT: Stata module to perform Multivariate ARDL Unit Root Test with Bootstrap Critical Values
    Statistical Software Components, Boston College Department of Economics
13. PNARDL: Stata module to perform Panel Nonlinear ARDL (Panel NARDL) estimation
    Statistical Software Components, Boston College Department of Economics
14. 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
15. QARDL: Stata module to perform Quantile Autoregressive Distributed-Lag (QARDL) estimation
    Statistical Software Components, Boston College Department of Economics
16. RARDL: Stata module to perform Rolling-Window and Recursive ARDL Cointegration Analysis
    Statistical Software Components, Boston College Department of Economics
17. RBFMVAR: Stata module to estimate the Residual-Based Fully Modified VAR (RBFM-VAR) model
    Statistical Software Components, Boston College Department of Economics
18. 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
19. XTCADFCOINT: Stata module to perform Panel CADF cointegration test with structural breaks and cross-section dependence
    Statistical Software Components, Boston College Department of Economics
20. 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
21. XTDHCOINT: Stata module to perform Durbin-Hausman panel cointegration tests
    Statistical Software Components, Boston College Department of Economics
22. XTPQARDL: Stata module to estimate Panel Quantile Autoregressive Distributed Lag (PQARDL) models
    Statistical Software Components, Boston College Department of Economics

2025

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

2007

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