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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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MOMENTS2: Stata module to compute skewness and kurtosis measures Downloads
Dirk Enzmann
MOMENTS: Stata module to compute moment-based statistics Downloads
Nicholas Cox
MONTEVAR: RATS procedure to perform Monte Carlo Integration of VAR Impulse Response confidence bands Downloads
Tom Doan
MOPOS: Excel module implementing monetary policy simulation game Downloads
Yvan Lengwiler
MORE_CLARIFY: Stata module to estimate quantities of interest through simulation and resampling methods Downloads
Javier Marquez Pena
MOREMATA: Stata module (Mata) to provide various functions Downloads
Ben Jann
MOREOBS: Stata module to add observations to dataset Downloads
Nicholas Cox
MOSS: Stata module to find multiple occurrences of substrings Downloads
Robert Picard and Nicholas Cox
MOVAVG: Stata module using Mata to generate Moving Averages Downloads
George Vega
MOVESTAY: Stata module for maximum likelihood estimation of endogenous regression switching models Downloads
Michael Lokshin and Zurab Sajaia
MPI: Stata module to compute the Alkire-Foster multidimensional poverty measures and their decomposition by deprivation indicators and population sub-groups Downloads
Daniele Pacifico and Felix Pöge
MPLOTOFFSET: Stata module to produce marginsplots with offset plotting symbols Downloads
Nick Winter
MPOVLINE: Stata module to calculate FGT0, FGT1 and FGT2 by intervals of multiple thresholds Downloads
João Pedro Azevedo and Viviane Sanfelice
MQGAMMA: Stata module to estimate quantiles of potential-outcome distributions Downloads
David M. Drukker
MRDUM: Stata module to create dummy variables and summary table for multiple response data Downloads
Lee Sieswerda
MRJD_MLE: MATLAB function to estimate parameters of a Mean-Reverting Jump-Diffusion (MRJD) process using maximum likelihood Downloads
Rafał Weron
MRJD_PRED: MATLAB function to make a one-step ahead prediction of a Mean-Reverting Jump-Diffusion (MRJD) process Downloads
Rafał Weron
MRJD_SIM: MATLAB function to simulate trajectories of a Mean-Reverting Jump-Diffusion (MRJD) process Downloads
Rafał Weron
MROBUST: Stata module to estimate model robustness and model influence Downloads
Cristobal Young and Katherine Holsteen
MRPROBIT: Stata module to estimate probit with Misclassification of the Dependent Variable Downloads
Nikolas Mittag
MRTAB: Stata module to compute one- and two-way tables of multiple responses Downloads
Ben Jann and Hilde Schaeper
MSDECO: Stata module to calculate the Mookherjee & Shorrocks (1982) over-time inequality decomposition by subgroup Downloads
Andrew Silva
MSDIRB: Stata module to create a dataset of file names from the output of a MS-DOS dir/b command (Windows only) Downloads
Roger Newson
MSEFFECT: Stata module to estimate the mean effect size of (binary/multiple group) treatment on multiple outcomes Downloads
Zizhong Yan
MSEMSETUPSTD: RATS procedure to perform Markov switching procedures for EM estimation Downloads
Tom Doan
MSP: Stata module to perform the Mokken Scale Procedure Downloads
Jean-Benoit Hardouin
MSPLOT: Stata module for multiple median-spline plots Downloads
Nicholas Cox
MSREGRESSION: RATS procedure to perform Markov switching linear regression procedures Downloads
Tom Doan
MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions Downloads
José António Machado and João Santos Silva
MSSETUP: RATS procedure to perform Markov switching general support procedures Downloads
Tom Doan
MSSYSREGRESSION: RATS procedure to perform Markov switching linear systems regression procedures Downloads
Tom Doan
MSTDIZE: Stata module to produce marginal standardization of two-way tables Downloads
Nicholas Cox
MSTORE: Stata module to Store and Retrieve Matrices with Dataset Downloads
Michael Blasnik
MSVARSETUP: RATS procedure to perform Markov switching VAR setup procedures Downloads
Tom Doan
MTAD: Stata module to perform Multinomial Test of Agglomeration and Dispersion Downloads
Timothy Simcoe
MTEBINARY: Stata module to compute Marginal Treatment Effects (MTE) With a Binary Instrument Downloads
Amanda Kowalski, Yen Tran and Ljubica Ristovska
MTREATREG: Stata module to fits models with multinomial treatments and continuous, count and binary outcomes using maximum simulated likelihood Downloads
Partha Deb
MULOGIT: Stata module to calculate multivariate and univariate odds ratios in logistic regression Downloads
Leif E. Peterson
MULTENCODE: Stata module to encode multiple string variables into numeric Downloads
Nicholas Cox
MULTIBAR: Stata module to produce bar and dot graphs for use with overlapping over() categories Downloads
Fred Wolfe
MULTIDOT: Stata module for multiple panel dot charts and similar Downloads
Nicholas Cox
MULTILINE: Stata module for multiple panel line plots Downloads
Nicholas Cox
MULTIPC2D: RATS module for cointegration tests in heterogenous panels with multiple regressors Downloads
Peter Pedroni
MULTIPLEBREAKS: RATS procedure to perform multiple structural change analysis Downloads
Tom Doan
MULTIPURT: Stata module to run 1st and 2nd generation panel unit root tests for multiple variables and lags Downloads
Markus Eberhardt
MULTISTATE: Stata module to perform multi-state survival analysis Downloads
Michael J. Crowther
MULTNORM: RATS module to generate a sample from a multivariate normal population Downloads
Eric Blankmeyer
MUNDLAK: Stata module to estimate random-effects regressions adding group-means of independent variables to the model Downloads
Francisco (Paco) Perales
MUXPLOT: Stata module to produce scatter plots with y versus multiple x variables Downloads
Nicholas Cox
MUXYPLOT: Stata module to produce scatter plots with multiple x and y variables Downloads
Nicholas Cox
Page updated 2017-11-24
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