Statistical Software Components

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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
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
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
GB2FIT: Stata module to fit Generalized Beta of the Second Kind distribution by maximum likelihood: Stephen Jenkins
GB2LFIT: Stata module to fit Generalized Beta of the Second Kind distribution by maximum likelihood (log parameter metric): Stephen Jenkins
GB2REG: Stata module to perform Regression with a GB2 Error Term: Jake Orchard
GBGFIT: Stata module to fit a Generalized Beta (Type 2) distribution to grouped data via ML: Austin Nichols
GBY: Stata module to subset graphs and calculate in the same output: Zhiqiang Wang
GCAUSE: Stata module to perform Granger causality tests: Patrick Joly
GCIGET: Stata module to read Global Competitiveness Index data into Stata: Oleg Badunenko and Harald Tauchmann
GCODE: Stata module to download Google geocode data: Muhammad Rashid Ansari
GCONC: Stata module to compute generalized measures of concentration: Stanislav Kolenikov and Zurab Sajaia
GCROBUSTVAR: Stata module to compute a VAR-based Granger-causality Test in the Presence of Instabilities: Barbara Rossi and Yiru Wang
GDECOMP: Stata module to compute decomposition of outcome differentials after nonlinear models: Tamás Bartus
GDSUM: Stata module to summarize grouped data: Daniel Klein
GE_GRAVITY2: Stata module to solve a gravity model within the universal gravity class: Rodolfo Campos, Iliana Reggio and Jacopo Timini
GE_GRAVITY: Stata module to solve a simple general equilibrium one sector Armington-CES trade model: Thomas Zylkin
GED: RATS module to draw from Generalized Error Distribution: Tom Doan
GEEKEL2D: Stata module to estimate the parameters of unidimensional and bidimensional IRT models: Jean-Benoit Hardouin
GEIVARS: Stata module to calculate Generalized Entropy inequality indices: Stephen Jenkins
GEN_TAIL: Stata module to work with indicator observations: David Kantor
GENASS: Stata module to perform Genetic Case-control Association tests: Neil Shephard
GENCPR: Stata module for users of Danish CPR numbers: Christoffer Scavenius
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix: Christopher Baum
GENFREQ: Stata module to produce a frequency distribution for a variable: Nicholas Cox
GENGROUP: Stata module to produce groups of individuals: Jean-Benoit Hardouin
GENHWCCI: Stata module to calculate Hardy-Weinberg equilibrium test in case-control studies: James Cui
GENICV: Stata module to generate interaction between continuous (or dummy) variables: Daniel Klein
GENIDSEQ: Stata module for generating a numeric sequence to represent long identifiers: Ariel Linden
GENINTERACT: Stata module to generate N-way interaction terms: Chao Wang
GENQREG: Stata module to perform Generalized Quantile Regression: Matthew Baker
GENSCORE: Stata module to generate a score: Jean-Benoit Hardouin
GENSPEC: Stata module to implement a General-to-Specific modelling algorithm: Damian Clarke
GENSPLINES: Stata module to generate various spline basis functions: Paul Lambert
GENSTACK: Stata module to generate Twoway Stacked Charts: Gregorio Impavido
GENSTEST: Stata module to perform generalized S tests for models in the generalized method of moments framework: Zach Flynn and Leandro Magnusson
GENTRUN: Stata module to generate truncated normal variate: Hung-Jen Wang
GENVARS: Stata module to generate covariate patterns: Jan Brogger