SYNDATAKIT: Stata module to generate synthetic econometric and financial data

Nitya Hapani ()
Additional contact information
Nitya Hapani: Independent Researcher

Statistical Software Components from Boston College Department of Economics

Abstract: syndatakit calls the syndatakit Python package to generate synthetic tabular data calibrated to the statistical properties of real econometric and financial datasets. Generated data preserves marginal distributions, Spearman rank correlations, VAR(1) temporal dynamics, and GARCH volatility structure. It contains zero real individuals and requires no data use agreements. Eighteen built-in profiles cover macroeconomic indicators (FRED), mortgage origination (HMDA), bank call reports (FDIC), equity returns, corporate bonds, insurance, real estate, tax statistics, and commodity markets. Each profile is calibrated against published aggregate statistics from U.S. federal agencies and international statistical bodies. Fidelity scores range from 81.7% (IRS SOI, limited by extreme income tail) to 95.0% (CFTC, FDIC). The fidelity score combines marginal moment agreement (45%), KS distributional fit (30%), and Spearman correlation distance (25%).

Language: Stata
Requires: Stata version 16 and syndatakit Python package
Keywords: synthetic data; reproducibility (search for similar items in EconPapers)
Date: 2026-03-15
Note: This module should be installed from within Stata by typing "ssc install syndatakit". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/syndatakit.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/syndatakit.sthlp help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459638

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().