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Statistical Software Components

From Boston College Department of Economics
Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA.
Contact information at EDIRC.

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LMADURM2: Stata module to compute 2SLS-IV Autocorrelation Dynamic Durbin m Test at Higher Order AR(p) Downloads
Emad Shehata and Sahra Mickaiel
LMADURM: Stata module to compute OLS Autocorrelation Dynamic Durbin m Test at Higher Order AR(p) Downloads
Emad Shehata and Sahra Mickaiel
LMADURMNL: Stata module to compute NLS Autocorrelation Dynamic Durbin m Test at Higher Order AR(p) Downloads
Emad Shehata and Sahra Mickaiel
LMADURMXT: Stata module to compute Panel Data Autocorrelation Dynamic Durbin m Test Downloads
Emad Shehata and Sahra Mickaiel
LMADW2: Stata module to compute 2SLS-IV Autocorrelation Durbin-Watson Test at Higher Order AR(p) Downloads
Emad Shehata and Sahra Mickaiel
LMADW: Stata module to compute Durbin-Watson Autocorrelation Test Downloads
Emad Shehata
LMADWNL: Stata module to compute NLS Autocorrelation Durbin-Watson Test at Higher Order AR(p) Downloads
Emad Shehata and Sahra Mickaiel
LMADWXT: Stata module to compute Panel Data Autocorrelation Durbin-Watson Test Downloads
Emad Shehata and Sahra Mickaiel
LMALB2: Stata module to compute 2SLS-IV Autocorrelation Ljung-Box Test at Higher Order AR(p) Downloads
Emad Shehata and Sahra Mickaiel
LMALB: Stata module to compute Ljung-Box Autocorrelation LM Test at Higher Order AR(p) Downloads
Emad Shehata
LMALBNL: Stata module to compute NLS Autocorrelation Ljung-Box Test at Higher Order AR(p) Downloads
Emad Shehata and Sahra Mickaiel
LMANLSUR: Stata module to perform Overall System NL-SUR Autocorrelation Tests Downloads
Emad Shehata
LMAREG3: Stata module to compute Overall System Autocorrelation Tests after 3SLS and SURE Downloads
Emad Shehata
LMASEM: Stata module to perform Overall System Structural Equation Modeling (SEM) Autocorrelation Tests Downloads
Emad Shehata
LMAVON2: Stata Module to Compute 2SLS-IV Autocorrelation Von Neumann Ratio Test at Higher Order AR(p) Downloads
Emad Shehata and Sahra Mickaiel
LMAVON: Stata module to compute Von Neumann Ratio Autocorrelation Test Downloads
Emad Shehata
LMAVONNL: Stata module to compute NLS Autocorrelation Von Neumann Ratio Test at Higher Order AR(p) Downloads
Emad Shehata and Sahra Mickaiel
LMAVONXT: Stata module to compute Panel Data Autocorrelation Von Neumann Ratio Test Downloads
Emad Shehata and Sahra Mickaiel
LMAWXT: Stata Module to Compute Panel Data Autocorrelation Wooldridge Test Downloads
Emad Shehata and Sahra Mickaiel
LMAZ: Stata module to compute OLS Autocorrelation Z Test at Higher Order AR(p) Downloads
Emad Shehata and Sahra Mickaiel
LMAZNL: Stata Module to Compute NLS Autocorrelation Z Test at Higher Order AR(p) Downloads
Emad Shehata and Sahra Mickaiel
LMCOL: Stata module to compute OLS Multicollinearity Diagnostic Tests Downloads
Emad Shehata and Sahra Mickaiel
LMCOVNLSUR: Stata module to perform Breusch-Pagan Lagrange Multiplier Diagonal Covariance Matrix Test after (NL-SUR) Regressions Downloads
Emad Shehata
LMCOVREG3: Stata module to Compute Breusch-Pagan Lagrange Multiplier Diagonal Covariance Matrix Test after (3SLS-SURE) Regressions Downloads
Emad Shehata
LMCOVSEM: Stata module to perform Overall System Structural Equation Modeling (SEM) Breusch-Pagan Lagrange Multiplier Diagonal Covariance Matrix Test Downloads
Emad Shehata
LMCOVVAR: Stata module to compute (VAR) Breusch-Pagan Diagonal Covariance Matrix Test Downloads
Emad Shehata and Sahra Mickaiel
LMCOVXT: Stata module to Compute Breusch-Pagan Lagrange Multiplier Diagonal Covariance Matrix Test for Panel Data Downloads
Emad Shehata
LMEG: Stata module to compute Augmented Engle-Granger Cointegration Test at Higher Order AR(p) Downloads
Emad Shehata
LMFREG2: Stata module to compute 2SLS-IV Linear vs Log-Linear Functional Form Tests Downloads
Emad Shehata and Sahra Mickaiel
LMFREG: Stata module to Compute OLS Linear vs Log-Linear Functional Form Tests Downloads
Emad Shehata and Sahra Mickaiel
LMGC: Stata module to compute Granger Causality Test at Higher Order AR(p) Downloads
Emad Shehata
LMHARCH2: Stata Module to Compute 2SLS-IV Heteroscedasticity Engle (ARCH) Test Downloads
Emad Shehata and Sahra Mickaiel
LMHARCH: Stata module to compute OLS Heteroscedasticity Engle (ARCH) Test Downloads
Emad Shehata and Sahra Mickaiel
LMHARCHNL: Stata Module to Compute NLS Heteroscedasticity Engle (ARCH) Test Downloads
Emad Shehata and Sahra Mickaiel
LMHARCHXT: Stata Module to Compute Panel Data Heteroscedasticity Engle (ARCH) Test Downloads
Emad Shehata and Sahra Mickaiel
LMHCW2: Stata Module to Compute 2SLS-IV Heteroscedasticity Cook-Weisberg Test Downloads
Emad Shehata and Sahra Mickaiel
LMHCW: Stata Module to Compute OLS Heteroscedasticity Cook-Weisberg Test Downloads
Emad Shehata and Sahra Mickaiel
LMHCWNL: Stata module to compute NLS Heteroscedasticity Cook-Weisberg Test Downloads
Emad Shehata and Sahra Mickaiel
LMHCWXT: Stata Module to Compute Panel Data Heteroscedasticity Cook-Weisberg Test Downloads
Emad Shehata and Sahra Mickaiel
LMHGL2: Stata Module to Compute 2SLS-IV Heteroscedasticity Glejser Test Downloads
Emad Shehata and Sahra Mickaiel
LMHGL: Stata module to Compute Glejser Lagrange Multiplier Heteroscedasticity Test for Residuals after OLS Regression Downloads
Emad Shehata
LMHGLNL: Stata module to compute NLS Heteroscedasticity Glejser Test Downloads
Emad Shehata and Sahra Mickaiel
LMHHARV2: Stata Module to Compute 2SLS-IV Heteroscedasticity Harvey Test Downloads
Emad Shehata and Sahra Mickaiel
LMHHARV: Stata module to Compute Harvey Lagrange Multiplier Heteroscedasticity Test for Residuals after OLS Regression Downloads
Emad Shehata
LMHHP2: Stata Module to Compute 2SLS-IV Heteroscedasticity Hall-Pagan Test Downloads
Emad Shehata and Sahra Mickaiel
LMHHP: Stata Module to Compute OLS Heteroscedasticity Hall-Pagan Test Downloads
Emad Shehata and Sahra Mickaiel
LMHHPNL: Stata module to compute NLS Heteroscedasticity Hall-Pagan Test Downloads
Emad Shehata and Sahra Mickaiel
LMHHPXT: Stata module to compute Panel Data Heteroscedasticity Hall-Pagan Test Downloads
Emad Shehata and Sahra Mickaiel
LMHLMXT: Stata module to Compute Breusch-Pagan Lagrange Multiplier Panel Heteroscedasticity Test Downloads
Emad Shehata
LMHLRXT: Stata module to Compute Greene Likelihood Ratio Panel Heteroscedasticity Test Downloads
Emad Shehata
Page updated 2017-11-22
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