Statistical Software Components

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FTOOLS: Stata module to provide alternatives to common Stata commands optimized for large datasets: Sergio Correia
FTRANS: Stata module to batch convert file formats: Wei Liu
FTREE: Stata module to save directory information in text file (Windows only): Wei Liu
FULL_PALETTE: Stata module to display color palette: Nicholas Winter
FULLTAB: Stata module to generate 'full tables' which can be stacked into matrices: Guy D. van Melle
FUNNELCOMPAR: Stata module to perform funnel plot for institutional comparison: Sylvia Forni and Rosa Gini
FUNNELINST: Stata module to generate funnel plots for comparing institutional performance: Ariel Linden and David J Spiegelhalter
FUNNELPERFORM: Stata module to produce funnel plot for institutional comparison: Brent McSharry
FUZZYDID: Stata module to estimate Fuzzy Difference-in-Difference Designs: Clément de Chaisemartin, Xavier D'Haultfoeuille and Yannick Guyonvarch
FVFIX: Stata module to compute the future value of a series of equal payments (cash flows): Máximo Sangiácomo
FVIEW: Stata module to find and view a file: Ben Jann
FVPREVAR: Stata module to extend fvrevar generating permanent result variables: Roger Newson
FVREGEN: Stata module to regenerate factor variables in a parmest output dataset: Roger Newson
FVSTRIP: Stata module for removing b/n/o factor variable operators from varlists: Mark Schaffer
FVVAR: Stata module to compute the future value of a series of payments (cash flows): Máximo Sangiácomo
FXBCR: Stata Module to Estimate Benefit-Cost Ratio (BCR): Emad Shehata and Sahra Mickaiel
G538SCHEMES: Stata module to provide graphics schemes for http://fivethirtyeight.com: Daniel Bischof
GAIN: RATS procedure to compute and graph the gain and phase of a pair of series: Tom Doan
GAM: Stata module for generalised additive models: Patrick Royston and Gareth Ambler
GAMET: Stata module to perform game-theoretic calculations: Nicola Orsini, Debora Rizzuto and Nicola Nante
GAMMAFIT: Stata module to fit a two-parameter gamma distribution: Nicholas Cox and Stephen Jenkins
GAMMAPARMS: RATS procedure to compute parameters required for gamma distribution: Tom Doan
GAMMASYM: Stata module to compute the value of the symmetrical gamma function: Jean-Benoit Hardouin
GAODEWEATHER: Stata module providing batch query of weather data using Amap API: Wang Qiang
GARBAGE_MIXL: Stata module to perform Bayesian garbage class mixed logit model estimation: Marcel F. Jonker
GARCHBACKTEST: RATS program to demonstrate rolling estimation of a GARCH model: Tom Doan
GARCHBOOT: RATS program to demonstrate bootstrapping with a GARCH model: Tom Doan
GARCHDCCFORECAST: RATS program to demonstrate out-of-sample forecast for GARCH-DCC model: Tom Doan
GARCHDECO: RATS program to estimate a GARCH model with dynamic equicorrelation (DECO): Tom Doan
GARCHDECO: RATS program to estimate a GARCH model with dynamic equicorrelation (DECO): Tom Doan
GARCHFLUX: RATS program to demonstrate fluctuations test applied to GARCH model: Tom Doan
GARCHFORE: RATS procedure to perform univariate GARCH forecasting: Tom Doan
GARCHGIBBS: RATS program to demonstrate Gibbs sampling with GARCH model: Tom Doan
GARCHGIRF: RATS program to compute variance GIRF (impulse responses) in GARCH model: Tom Doan
GARCHIMPORT: RATS program to demonstrate importance sampling with GARCH model: Tom Doan
GARCHM_UV_DUMMY: RATS program to demonstrate estimation of a GARCH-M with dummy M effect: Tom Doan
GARCHM_UV_DUMMY: RATS program to demonstrate estimation of a GARCH-M with dummy M effect: Tom Doan
GARCHMV: RATS program to demonstrate various multivariate GARCH models: Tom Doan
GARCHMVBOOTSTRAP: RATS program to demonstrate bootstrapping on a multivariate GARCH model: Tom Doan
GARCHMVDCC2: RATS program to demonstrate multivariate GARCH using 2-stage DCC: Tom Doan
GARCHMVDCCGIBBS: RATS program to demonstrate Gibbs sampling applied to a DCC GARCH model: Tom Doan
GARCHSEMIPARAM: RATS program to demonstrate univariate GARCH with nonparametric density: Tom Doan
GARCHUR: Stata module to implement the trend-GARCH(1,1) unit root test with endogenous structural breaks: Merwan Roudane
GARCHUV: RATS program to demonstrate univariate GARCH estimation: Tom Doan
GARCHUVFLEX: RATS program to estimate a GARCH model with a non-standard density: Tom Doan
GARCHVIRFDIAG: RATS program to demonstrate calculation of Variance IRF for certain multivariate GARCH models: Tom Doan
GARMANKOHLHAGEN: MATLAB function to evaluate European FX option prices in the Garman and Kohlhagen (1983) model: Agnieszka Janek and Rafał Weron
GAUSSGIBBS: GAUSS modules to estimate common models with Gibbs sampling: Kelvin Balcombe
GAUSSHERMITE: RATS procedure to generate weights and grid points for Gauss-Hermite numerical integration: Tom Doan
GAUSSHERMITE: Stata module to estimate integrals using Gauss Hermite quadratures: Jean-Benoit Hardouin