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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.

Series data maintained by Christopher F Baum ().

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MVARCHTEST: RATS procedure to perform Multivariate test for ARCH Downloads
Tom Doan
MVBNDECOMP: RATS procedure to compute a multivariate Beveridge-Nelson decomposition via VAR's Downloads
Tom Doan
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel Downloads
Nicholas Cox and Christopher Baum
MVFILES: Stata module to provide a convenient way to move/copy matched files from a specified input directory (also including, if wanted, additionally recursively matched subsets of files within distinctly matched offspring-directories) to a specified output directory Downloads
Lars Angquist
MVGARCHFORE: RATS procedure to perform Multivariate GARCH forecasting Downloads
Tom Doan
MVGARCHTOVECH: RATS procedure to extract a VECH representation from GARCH estimates Downloads
Tom Doan
MVIDENT: RATS procedure to create a Tiao-Box cross correlation matrix Downloads
Tom Doan
MVJB: RATS procedure to perform Multivariate Jarque-Bera normality test Downloads
Tom Doan
MVMETA: Stata module to perform multivariate random-effects meta-analysis Downloads
Ian White
MVPORT: Stata module for Collection, Optimization and Backtest of Financial Portfolios Downloads
Carlos Dorantes
MVPROBIT: Stata module to calculate multivariate probit regression using simulated maximum likelihood Downloads
Lorenzo Cappellari and Stephen Jenkins
MVQSTAT: RATS procedure to compute Hosking's Multivariate Q statistic Downloads
Tom Doan
MVSAMP1I: Stata module to determine sample size and power for multivariate regression Downloads
David E. Moore
MVSAMPSI: Stata module to determine sample size and power for multivariate regression Downloads
David E. Moore
MVSKTEST: Stata module to test for multivariate skewness and kurtosis Downloads
Stanislav Kolenikov
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel Downloads
Nicholas Cox and Christopher Baum
MVTEST: Stata module to perform multivariate F tests Downloads
David E. Moore
MVTNORM: Stata module to work with the multivariate normal and multivariate t distributions Downloads
Michael J. Grayling and Adrian Mander
MVTOBIT: Stata module to calculate multivariate tobit models by simulated maximum likelihood (SML) Downloads
Mikkel Barslund
MYCD10: Stata module to process ICD-10 diagnosis and procedure codes Downloads
Joe Canner
MYDATELABELS: Stata module to generate axis labels with a label every time a component changes Downloads
Brent McSharry
MYLABELS: Stata module for axis labels or ticks on transformed scales or for daily dates Downloads
Nicholas Cox and Scott Merryman
MYPKG: Stata module to inform on packages installed over net Downloads
Nicholas Cox
NB_ADJUST: Stata module to identify and adjust outliers of a variable assumed to follow a negative binomial distribution Downloads
Dirk Enzmann
NBERCYCLES: RATS procedure to generate dummies based upon NBER cycle dates Downloads
Tom Doan
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating Downloads
Christopher Baum
NBFIT: Stata module for fitting negative binomial distribution by maximum likelihood Downloads
Nicholas Cox and Roberto G. Gutierrez
NBINREG: Stata module to estimate negative binomial regression models Downloads
Joseph Hilbe
NBSTRAT: Stata module to estimate Negative Binomial with Endogenous Stratification Downloads
Joseph Hilbe and Roberto Martinez-Espineira
NCF: Stata modules related to the noncentral F distribution Downloads
Thomas Steichen
NCT: Stata modules related to the noncentral t distribution Downloads
Thomas Steichen
NDBCI: Stata module extending ci for single variable with exposure time Downloads
Fred Wolfe
NEAREST: Stata module to calculate nearest neighbours from point coordinates Downloads
Nicholas Cox
NEARMRG: Stata module to provide nearest-match merging of datasets Downloads
Eric Booth
NEARSTAT: Stata module to calculate distance-based variables and export distance matrix to text file Downloads
P. Wilner Jeanty
NEOCLASSICAL: Stata module to estimate neoclassical education transitions model Downloads
Samuel R. Lucas
NETPLOT: Stata module to provide social network visualization Downloads
Rense Corten
NETWORK: Stata module to perform network meta-analysis Downloads
Ian White
NEWEY2: Stata module to extend newey (HAC covariance estimation) Downloads
David Roodman
NEWSIMPACT: Stata module to compute news impact curve for ARCH models Downloads
Sune Karlsson
NEXT: Stata module to perform regression discontinuity Downloads
Mark C. Long and Jordan Rooklyn
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends Downloads
Christopher Baum and Fabian Bornhorst
NICEDATES: Stata module for nice dates, especially for time series graphs Downloads
Nicholas Cox
NICELOGLABELS: Stata module to produce nice axis labels for logarithmic scales Downloads
Nicholas Cox
NJC_STUFF: Stata module documenting Stata programs and help files by Nicholas J. Cox Downloads
Nicholas Cox
NLCHECK: Stata module to check linearity assumption after model estimation Downloads
Ben Jann
NLCORR: Stata module to compute correlation metric for cross-sample comparisons using non-linear probability models Downloads
Ulrich Kohler and Kristian Karlson
NLECDYN_TOOLKIT: MATLAB modules for analyzing nonlinear economic dynamic models easily Downloads
Harald Uhlig
NMISSING: Stata module to show numbers of missing or present values Downloads
Nicholas Cox
NNEST: Stata module to perform J test and Cox-Pesaran-Deaton test for nonnested models Downloads
Gregorio Impavido
Page updated 2017-11-22
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