Statistical Software Components

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GRTEXT: Stata module to insert nonstandard characters in graph text: Svend Juul
GRUBBS: Stata module to perform Grubbs' test for outliers: Nicolas Couderc
GRVAR: Stata module to apply a non-constant growth rate to a variable: Daniel Pailañir Vargas
GRXTQREG: Stata module to graph the coefficients of a Quantile Regression for Panel Data: Dejin Xie
GS2SLS: Stata module to estimate Generalized Spatial Two Stage Least Squares Cross Sections Regression: Emad Shehata
GS2SLSAR: Stata module to estimate Generalized Spatial Autoregressive Two Stage Least Squares Regression: Emad Shehata
GS2SLSARXT: Stata module to estimate Generalized Spatial Panel Autoregressive Two Stage Least Squares Cross Sections Regression: Emad Shehata
GS2SLSXT: Stata module to estimate Generalized Spatial Panel Autoregressive Two-Stage Least Squares Regression: Emad Shehata
GS3SLS: Stata module to estimate Generalized Spatial Three Stage Least Squares (3SLS): Emad Shehata
GS3SLSAR: Stata module to estimate Generalized Spatial Autoregressive Three Stage Least Squares (3SLS) Cross Sections Regression: Emad Shehata
GSA: Stata module to perform generalized sensitivity analysis: Masataka Harada
GSAMPLE: Stata module to draw a random sample: Ben Jann
GSDATA: Stata module to download high frequency data for a list of stock in ShangHai or ShenZhen markets: Zhiyong Li
GSGROUP: Stata module to create a group variable and optionally an output dataset for a gsort key: Roger Newson
GSREG: Stata module to perform Global Search Regression: Pablo Gluzmann and Demian Panigo
GSUM: Stata module to calculate summary statistics for grouped data: Eric Hedberg
GTOOLS: Stata module to provide a fast implementation of common group commands: Mauricio Caceres Bravo
GTSHECKMAN: Stata module to compute a generalized two-step Heckman selection model: Alyssa Carlson
GUMBELFIT: Stata module to fit a two-parameter Gumbel distribution: Nicholas Cox and Stephen Jenkins
GUTTMANL: Stata module to produce Guttman lower bound reliability coefficients: Daniel Klein
GVSELECT: Stata module to perform best subsets variable selection: Charles Lindsey and Simon Sheather
GWEAKIVTEST: Stata module providing robust test for weak instruments for 2SLS with multiple endogenous regressors: Daniel Lewis, Karel Mertens and Jonathan Shaw
GWHET: Stata module to perform test for groupwise heteroskedasticity: Gregorio Impavido
GZIPUSE: Stata module to use and save compressed dta files and compress.dta files: Nikos Askitas
GZIPUTIL: Stata module to provide access to gzipped files: Matthias Gomolka
GZSAVE: Stata module to save and use datasets compressed by gzip: Henrik Stovring
HADRI: RATS procedure to implement Hadri test for unit roots in panel data: Tom Doan
HADRILM: Stata module to perform Hadri panel unit root test: Christopher Baum
HAFNERHERWARTZJIMF2006: RATS program to replicate Hafner-Herwartz(2006) volatility impulse response functions: Tom Doan
HAIF: Stata module to compute Homoskedastic Adjustment Inflation Factors for model selection: Roger Newson
HAIKU: Stata module to randomly produce haikus: Prashansa Srivastava
HALFNORM_DIST: Stata module for computing half-normal distribution functions: Ariel Linden
HALLT-SKEWT: Stata module to compute skewness-adjusted bootstrap t-statistics: Rajesh Tharyan and Scott Merryman
HALTON: RATS procedure to generate Halton sequences: Tom Doan
HAMILTON: RATS program to estimate Hamilton switching model: Tom Doan
HAMILTONFILTER: Stata module to calculate the Hamilton Filter for a Single Time Series or for a Panel Dataset: Ibrahima Diallo
HAMILTONSUSMELJOE1994: RATS programs to estimate Hamilton-Susmel Markov Switching ARCH model: Tom Doan
HAMMOCK: Stata module to implement Hammock plot, visualizing categorical (and continuous) data: Matthias Schonlau
HANGROOT: Stata module creating a hanging rootogram comparing an empirical distribution to the best fitting theoretical distribution: Maarten Buis
HANNAN: RATS program to demonstrate Hannan efficient estimation: Tom Doan
HANNARISSANEN: RATS procedure to estimate an ARIMA model using the Hannan-Rissanen algorithm: Tom Doan
HANOITOWER: Stata module to play Towers of Hanoi: Kerry Du
HANSEN2: Stata module for Hansen's test for parameter instability: Nicholas Cox
HANSENECM1996: RATS programs to replicate Hansen's threshold estimation and testing results: Tom Doan
HAPBLOCK: Stata module to perform haplotype analysis to identify the edges of haplotype blocks: Adrian Mander
HAPIPF: Stata module to perform haplotype analysis: Adrian Mander
HARMBY: Stata module to harmonize values of variables within by-groups: Roger Newson
HARMMULTICOLINTST: MATLAB function to analyze collinearity: Shapour Mohammadi
HASBROUCK: RATS program to demonstrate decomposition of long-run variance as in Hasbrouck(1995): Tom Doan
HASBROUCK: RATS program to demonstrate decomposition of long-run variance as in Hasbrouck(1995): Tom Doan