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Statistical Software Components

From Boston College Department of Economics
Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA.
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AGRM: Stata module to calculate van der Eijk's measure of agreement "A" Downloads
Alejandro Ecker
AINEQUAL: Stata module to compute measures of inequality Downloads
João Pedro Azevedo
AIRNET: Stata module to create networks from airline traffic data Downloads
Zachary Neal
AKDENSITY: Stata module to perform adaptive kernel density estimation Downloads
Philippe Van Kerm
ALBATROSS: Stata module to create albatross plots Downloads
Sean Harrison
ALIGNEDPAIRS: Stata module to perform the aligned ranks test for matched pairs (Hodges-Lehmann) Downloads
Ariel Linden
ALIGNEDRANKS: Stata module to perform a two-sample aligned rank-sum (Hodges-Lehmann) test with exact statistics for small samples Downloads
Ariel Linden
ALIGNEDSETS: Stata module to perform aligned ranks test for matched sets (Hodges-Lehmann) Downloads
Ariel Linden
ALIGNMICRO: Stata module to perform alignment in microsimulation Downloads
Jinjing Li
ALLCROSS: Stata modules to create variables corresponding to moment matrices Downloads
Kenneth Higbee
ALLPOSSIBLE: Stata module to fit all possible models with subsets of predictors Downloads
Nicholas Cox
ALLSUBSETS: Stata module to perform all subsets (combinatorial) meta-analysis in a set of studies Downloads
Thomas A. Trikalinos
ALMON1: Stata module to estimate Shirley Almon Polynomial Distributed Lag Model Downloads
Emad Shehata
ALMON: Stata Module to Estimate Shirley Almon Generalized Polynomial Distributed Lag Model Downloads
Emad Shehata
ALOGIT: Stata module to estimate (In)attentive logit regression from Abaluck and Adams Downloads
Jason Abaluck and Mauricio Caceres Bravo
ALORENZ: Stata module to produce Pen's Parade, Lorenz and Generalised Lorenz curve Downloads
João Pedro Azevedo and Samuel Franco
ALPHAWGT: Stata module to compute Cronbach's alpha for weighted data Downloads
Ben Jann
ALSMLE: Stata module to perform Beach-Mackinnon AR(1) Autoregressive Maximum Likelihood Estimation Downloads
Emad Shehata
AMCMC: Stata module to provide Mata functions and structures for adaptive Markov chain Monte Carlo sampling Downloads
Matthew Baker
ANKETEST: Stata module to perform diagnostic tests for spatial autocorrelation in the residuals of OLS, SAR, IV, and IV-SAR models Downloads
P. Wilner Jeanty
ANNEAL: Ox module to perform simulated annealing Downloads
Michael Creel
ANNLYAP: MATLAB function to calculate Lyapunov exponents Downloads
Shapour Mohammadi
ANOGI: Stata module to generate Analysis of Gini Downloads
Ben Jann
ANYMATCH: Stata module to perform distance matching based on any metric Downloads
Roy Wada
APBREAKTEST: RATS procedure to implement Andrews-Ploberger Structural Break Test Downloads
Tom Doan
APC: Stata module for estimating age-period-cohort effects Downloads
Sam Schulhofer-Wohl and Yang Yang
APCD: Stata module for estimating age-period-cohort effects with detrended coefficients Downloads
Louis Chauvel
APCGO: Stata module to calculate age-period-cohort effects for the gap between two groups (based on a Blinder-Oaxaca decomposition), including trends for each parameter Downloads
Louis Chauvel, Anne Hartung and Eyal Bar-Haim
APCH: Stata module for estimating age-period-cohort and hysteresis effects Downloads
Louis Chauvel
APGRADIENTTEST: RATS procedure to perform Andrews-Ploberger Structural Break Test for GARCH/Maximum Likelihood Downloads
Tom Doan
APOVERTY: Stata module to compute poverty measures Downloads
João Pedro Azevedo
APPENDFILE: Stata module to append text files Downloads
Julian Reif
ARAUTOLAGS: RATS procedure to compute information criteria for AR models using Yule-Walker or Burg Downloads
Tom Doan
ARCH: MATLAB function to compute ARCH test Downloads
Christopher Baum
ARCHLM: Stata module to calculate LM test for ARCH effects Downloads
Christopher Baum and Vince Wiggins
ARCHQQ: Stata module to generate Q-Q plot and distribution tests for ARCH models Downloads
Sune Karlsson
ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity Downloads
Ludwig Kanzler
ARCHTEST: RATS procedure to test a series for ARCH effects Downloads
Tom Doan
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries Downloads
Christopher Baum and John Barkoulas
ARFSIM: RATS module to simulate ARFIMA(0,d,0) fractionally integrated series Downloads
Rob Schoen
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model Downloads
Christopher Baum
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series Downloads
Sune Karlsson
ARMADLM: RATS procedure to set up a DLM (state-space model) based upon an ARMA model Downloads
Tom Doan
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials Downloads
Sune Karlsson
ARMASPECTRUM: RATS procedure to graph the spectral density for an input ARMA model Downloads
Tom Doan
ARRAY: Stata package to support arrays of variables Downloads
David E. Moore
ARROWPLOT: Stata module to produce combined plot for graphing inter-group and intra-group trends Downloads
Damian Clarke
ART: Stata module for complex sample size calculation in randomized trials Downloads
Abdel Babiker, Sophie Barthel and Patrick Royston
ASCII: Stata module to display the ASCII character set Downloads
Adrian Mander
ASCIIPLOT: Stata module to generate ASCII character map Downloads
Michael Blasnik, Svend Juul and Nicholas Cox
Page updated 2018-03-21
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