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 ().
Access Statistics for this software series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.
- APGRADIENTTEST: RATS procedure to perform Andrews-Ploberger Structural Break Test for GARCH/Maximum Likelihood
- Tom Doan
- APOVERTY: Stata module to compute poverty measures
- João Pedro Azevedo
- APPENDFILE: Stata module to append text files
- Julian Reif
- APPMLHDFE: Stata module to estimate asymmetric Poisson regression with high dimensional fixed effects
- Matthew Clance and João Santos Silva
- ARAUTOLAGS: RATS procedure to compute information criteria for AR models using Yule-Walker or Burg
- Tom Doan
- ARCH: MATLAB function to compute ARCH test
- Christopher Baum
- ARCHLM: Stata module to calculate LM test for ARCH effects
- Christopher Baum and Vince Wiggins
- ARCHQQ: Stata module to generate Q-Q plot and distribution tests for ARCH models
- Sune Karlsson
- ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity
- Ludwig Kanzler
- ARCHTEST: RATS procedure to test a series for ARCH effects
- Tom Doan
- ARCPLOT: Stata module for arc plots
- Asjad Naqvi
- ARDL: Stata module to perform autoregressive distributed lag model estimation
- Sebastian Kripfganz and Daniel C. Schneider
- ARFIMAFC: RATS modules to forecast fractionally differenced timeseries
- Christopher Baum and John Barkoulas
- ARFSIM: RATS module to simulate ARFIMA(0,d,0) fractionally integrated series
- Rob Schoen
- ARHOMME: Stata module to estimate Arellano and Bonhomme quantile selection model
- Martin Biewen and Pascal Erhardt
- ARIMAAUTO: Stata module to find the best ARIMA model with the help of a Stata-adjusted Hyndman-Khandakar (2008) algorithm
- Ilya Bolotov
- ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model
- Christopher Baum
- ARIMASEL: Stata module to compute selection criteria for ARMA(p,q) models
- Christopher Baum
- ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series
- Sune Karlsson
- ARMADLM: RATS procedure to set up a DLM (state-space model) based upon an ARMA model
- Tom Doan
- ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials
- Sune Karlsson
- ARMASPECTRUM: RATS procedure to graph the spectral density for an input ARMA model
- Tom Doan
- ARRAY: Stata package to support arrays of variables
- David E. Moore
- ARROWPLOT: Stata module to produce combined plot for graphing inter-group and intra-group trends
- Damian Clarke
- ART: Stata module to compute sample size and power for complex randomised trial designs with binary or time-to-event outcomes
- Abdel Babiker, Friederike Maria-Sophie Barthel, Babak Choodari-Oskooei, Patrick Royston, Ella Marley-Zagar and Ian White
- ARTBIN: Stata module to calculate sample size or power for randomized trials with binary outcomes
- Abdel Babiker, Friederike Maria-Sophie Barthel, Babak Choodari-Oskooei, Patrick Royston, Ella Marley-Zagar and Ian White
- ARTCAT: Stata module to calculate sample size or power for a two-group trial with ordered categorical outcome
- Ian White, Ella Marley-Zagar, Tim P. Morris, Mahesh K. B. Parmar, Patrick Royston and Abdel G. Babiker
- ASCII: Stata module to display the ASCII character set
- Adrian Mander
- ASCIIPLOT: Stata module to generate ASCII character map
- Michael Blasnik, Svend Juul and Nicholas Cox
- ASCOL: Stata module to convert frequency of stock returns or stock prices
- Attaullah Shah
- ASCOMP: GAUSS module to Transform Data into Cumulative Positive and Negative Components
- Abdulnasser Hatemi-J
- ASCVD: Stata module to compute ACC/AHA 10-year risk for an initial hard atherosclerotic cardiovascular disease (ASCVD) event
- Ariel Linden
- ASDOC: Stata module to create high-quality tables in MS Word from Stata output
- Attaullah Shah
- ASGEN: Stata module to generate weighted average mean using an existing variable as weight
- Attaullah Shah
- ASHELL: Stata module to capture output from OS shell command
- Nikos Askitas
- ASL_NORM: Stata module computing bootstrap Gaussianity tests
- Maarten Buis
- ASREG: Stata module to estimate rolling window regressions, Fama-MacBeth and by(group) regressions
- Attaullah Shah
- ASROL: Stata module to generate rolling window / groups descriptive statistics
- Attaullah Shah
- ASSERTKY: Stata module to assert unique dataset keys
- David Kantor
- ASTILE: Stata module to provide a faster and byable alternative for xtile
- Attaullah Shah
- ASTX: Stata module to create a table of descriptive statistics and t-statistics by a grouping variable
- Attaullah Shah
- ASYM_CAUS: C++ module for Transforming an Integrated Variable with Deterministic Trend Parts into Negative and Positive Cumulative Partial Sums
- Youssef El-Khatib and Abdulnasser Hatemi-J
- ATKPLOT: Stata module to generate Atkinson residual normality plots
- Stanislav Kolenikov
- ATTREGTEST: Stata module to implement the regression-based attrition tests proposed in Ghanem et al. (2022)
- Dalia Ghanem, Sarojini Hirshleifer and Karen Ortiz-Becerra
- AUDIT_CC: Stata module for analysis of matched case-control audits of cervical cancer screening
- Milena Falcaro
- AUTOFILL: Stata module to fill missing values with existing values
- Xia P.S.
- AUTOFMT: Stata module to automatically format a significant number of digits
- Roy Wada
- AUTOLOG: Stata module to generate dialog to create log files
- Ian Watson
- AUTORENAME: Stata module to automatically rename variables
- Julian Reif
- AUTOSUM: Stata module to produce automatic generation of a comparison table
- Sheung Yung
EconPapers is hosted by the
School of Business at Örebro University.