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. ASYCAUS: Stata module to provide Asymmetric Granger-Causality Suite
   Statistical Software Components, Boston College Department of Economics
3. BOUNDEDUR: Stata module to perform unit root tests for bounded time series
   Statistical Software Components, Boston College Department of Economics
4. CAUSTESTS: Stata module to implement seven Granger causality tests for multivariate time series
   Statistical Software Components, Boston College Department of Economics
5. COBREAKCOINT: Stata module to perform Quasi-Likelihood Ratio Tests for Cointegration, Cobreaking, and Cotrending
   Statistical Software Components, Boston College Department of Economics
6. COINTSMALL: Stata module to test for cointegration with structural changes in very small sample
   Statistical Software Components, Boston College Department of Economics
7. CUPFM: Stata module to estimate Panel Cointegration with Common Factors models
   Statistical Software Components, Boston College Department of Economics
8. DNQR: Stata module to perform Dynamic Network Quantile Regression
   Statistical Software Components, Boston College Department of Economics
9. DPTEST: Stata module to perform multiple unit root and cointegration tests for I(2) processes
   Statistical Software Components, Boston College Department of Economics
10. FBARDL: Stata module to perform Fourier Bootstrap Autoregressive Distributed Lag Model estimation
    Statistical Software Components, Boston College Department of Economics
11. FBNARDL: Stata module to perform Fourier Bootstrap Nonlinear Autoregressive Distributed Lag estimation
    Statistical Software Components, Boston College Department of Economics
12. FCOINT: Stata module to perform Fourier cointegration tests for time series with smooth structural breaks
    Statistical Software Components, Boston College Department of Economics
13. FFROOT: Stata module to run all Fourier unit root and stationarity tests
    Statistical Software Components, Boston College Department of Economics
14. FJCOINT: Stata module implementing Johansen-Fourier cointegration tests with smooth structural breaks
    Statistical Software Components, Boston College Department of Economics
15. FOURIERUR: Stata module for Flexible Fourier Form unit root and stationarity tests
    Statistical Software Components, Boston College Department of Economics
16. FQARDL: Stata module to perform Fourier Quantile Autoregressive Distributed Lag Model estimation
    Statistical Software Components, Boston College Department of Economics
17. 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
18. 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
19. 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
20. LRMBOUNDS: Stata module implementing bounds approach to inference using the long-run multiplier (LRM)
    Statistical Software Components, Boston College Department of Economics
21. LWAVELET: Stata module providing Wavelet analysis for time series
    Statistical Software Components, Boston College Department of Economics
22. MAKICOINT: Stata module to perform Maki (2012) cointegration test with multiple structural breaks
    Statistical Software Components, Boston College Department of Economics
23. MIXI01: Stata module providing econometric methods for systems mixing I(0) and I(1) variables
    Statistical Software Components, Boston College Department of Economics
24. MIXI12: Stata module for cointegration analysis of systems containing both I(1) and I(2) variables
    Statistical Software Components, Boston College Department of Economics
25. 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
26. MTNARDL: Stata module to perform Bootstrap Multiple Threshold Nonlinear ARDL
    Statistical Software Components, Boston College Department of Economics
27. 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
28. MVARDLURT: Stata module to perform Multivariate ARDL Unit Root Test with Bootstrap Critical Values
    Statistical Software Components, Boston College Department of Economics
29. PNARDL: Stata module to perform Panel Nonlinear ARDL (Panel NARDL) estimation
    Statistical Software Components, Boston College Department of Economics
30. 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
31. QARDL: Stata module to perform Quantile Autoregressive Distributed-Lag (QARDL) estimation
    Statistical Software Components, Boston College Department of Economics
32. QCOINTLIB: Stata module to provide library of quantile cointegration tests and estimators
    Statistical Software Components, Boston College Department of Economics
33. 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
34. QQR: Stata module to estimate Bivariate Quantile-on-Quantile Regression (Sim & Zhou 2015)
    Statistical Software Components, Boston College Department of Economics
35. QUASICOINT: Stata module to perform Quasi-Cointegration Analysis without Unit Roots
    Statistical Software Components, Boston College Department of Economics
36. QVAR: Stata module to perform Quantile Vector Autoregression
    Statistical Software Components, Boston College Department of Economics
37. RALS: Stata module to perform Residual Augmented Least Squares unit-root and cointegration tests
    Statistical Software Components, Boston College Department of Economics
38. RARDL: Stata module to perform Rolling-Window and Recursive ARDL Cointegration Analysis
    Statistical Software Components, Boston College Department of Economics
39. RBFMVAR: Stata module to estimate the Residual-Based Fully Modified VAR (RBFM-VAR) model
    Statistical Software Components, Boston College Department of Economics
40. REGPROJECT: Stata module to perform post-estimation projection and boundary analysis
    Statistical Software Components, Boston College Department of Economics
41. 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
42. TCA: Stata module to perform Transmission Channel Analysis for structural VAR models
    Statistical Software Components, Boston College Department of Economics
43. THRESHCOINT: Stata module to execute threshold cointegration tests and models
    Statistical Software Components, Boston College Department of Economics
44. TNARDLL: Stata module to estimate Threshold (Nonlinear) Autoregressive Distributed Lag model
    Statistical Software Components, Boston College Department of Economics
45. TPTEST: Stata module to implement Universal Turning Point & Inflection Point Test
    Statistical Software Components, Boston College Department of Economics
46. TWOSTEP_NARDL: Stata module providing Two-step estimation of the Nonlinear Autoregressive Distributed Lag (NARDL)
    Statistical Software Components, Boston College Department of Economics
47. URSTAT: Stata module providing Comprehensive Unified Unit Root & Stationarity Testing
    Statistical Software Components, Boston College Department of Economics
48. 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
49. XTBHST: Stata module to implement bootstrap test for slope homogeneity in large panels
    Statistical Software Components, Boston College Department of Economics
50. 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
51. XTBREAKMODEL: Stata module to compute heterogeneous structural breaks in panel data models
    Statistical Software Components, Boston College Department of Economics
52. XTCADFCOINT: Stata module to perform Panel CADF cointegration test with structural breaks and cross-section dependence
    Statistical Software Components, Boston College Department of Economics
53. XTCBC: Stata module to compute Coefficient-by-Coefficient Breaks in Panel Data Models
    Statistical Software Components, Boston College Department of Economics
54. XTCCECOINT: Stata module to perform Panel CCE Cointegration Test (Banerjee & Carrion-i-Silvestre, 2017)
    Statistical Software Components, Boston College Department of Economics
55. 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
56. XTCSDQ: Stata module to implement Tests of no cross-sectional error dependence in panel quantile regressions
    Statistical Software Components, Boston College Department of Economics
57. XTCSNARDL: Stata module to estimate Cross-Sectionally Augmented Panel Nonlinear ARDL (CS-NARDL)
    Statistical Software Components, Boston College Department of Economics
58. 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
59. XTDHCOINT: Stata module to perform Durbin-Hausman panel cointegration tests
    Statistical Software Components, Boston College Department of Economics
60. 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
61. XTDYNTEST: Stata module to perform specification tests after dynamic panel-data GMM estimation
    Statistical Software Components, Boston College Department of Economics
62. 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
63. 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
64. XTGETS: Stata module providing Panel General-to-Specific (GETS) Indicator Saturation for Structural Break Detection
    Statistical Software Components, Boston College Department of Economics
65. 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
66. XTLMBREAK: Stata module to provide Panel LM cointegration test with multiple structural breaks
    Statistical Software Components, Boston College Department of Economics
67. XTMISPANEL: Stata module to provide Comprehensive Missing Data Detection, Imputation and Diagnostics for Panel Data
    Statistical Software Components, Boston College Department of Economics
68. XTMULTICOINTGRAT: Stata module for panel multicointegration testing with cross-section independence or approximate common factors
    Statistical Software Components, Boston College Department of Economics
69. XTPANELCOINT: Stata module to perform panel cointegration and multiple long-run relations estimation
    Statistical Software Components, Boston College Department of Economics
70. 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
71. XTPCMG: Stata module to implement Panel Cointegrating Polynomial Regressions: Group-Mean & Pooled FM-OLS
    Statistical Software Components, Boston College Department of Economics
72. XTPDLIB: Stata module to provide a library of second-generation panel data tests
    Statistical Software Components, Boston College Department of Economics
73. XTPFARDL: Stata module to provide Fourier-augmented panel ARDL / CS-ARDL estimator
    Statistical Software Components, Boston College Department of Economics
74. XTPQARDL: Stata module to estimate Panel Quantile Autoregressive Distributed Lag (PQARDL) models
    Statistical Software Components, Boston College Department of Economics
75. XTPQCS: Stata module to estimate Panel Quantile Regression with Common Shocks
    Statistical Software Components, Boston College Department of Economics
76. XTPQROOT: Stata module to provide Panel Quantile Unit Root Tests with Common Shocks & Structural Breaks
    Statistical Software Components, Boston College Department of Economics
77. XTPRETEST: Stata module to provide a Comprehensive Panel Data Pre-Testing Suite
    Statistical Software Components, Boston College Department of Economics
78. XTPUNITCOINT: Stata module to compute panel cointegration and stationarity tests with structural breaks and common factors
    Statistical Software Components, Boston College Department of Economics
79. XTPVARCOINT: Stata module to perform Panel VAR Modeling with Cointegration, Structural Breaks, and Cross-Sectional Dependence
    Statistical Software Components, Boston College Department of Economics
80. XTQSH: Stata module to implement Quantile Regression Slope Homogeneity Test for Panel Data
    Statistical Software Components, Boston College Department of Economics
81. XTQUANTILEBREAK: Stata module to perform shrinkage quantile regression for panel data with multiple structural breaks
    Statistical Software Components, Boston College Department of Economics
82. XTREC: Stata module to implement Panel unit root test based on recursive detrending (Westerlund 2015)
    Statistical Software Components, Boston College Department of Economics
83. XTTESTPANEL: Stata module to perform post-estimation diagnostic test suite for linear panel-data models
    Statistical Software Components, Boston College Department of Economics

2025

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

2007

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