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Statistical Software Components

From Boston College Department of Economics
Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA.
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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
MULTISHELL: Stata module to allot do files and variations of loops across parallel instances of Windows Stata and computers efficiently Downloads
Jan Ditzen
MULTISTATE: Stata module to perform multi-state survival analysis Downloads
Michael J. Crowther and Paul Lambert
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
MV-AR: GAUSS module to calculate three multivariate tests for autocorrelation in VAR model Downloads
R Scott Hacker and Abdulnasser Hatemi-J
MV-ARCH: GAUSS module to implement the multivariate ARCH test Downloads
R Scott Hacker and Abdulnasser Hatemi-J
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
MVNXPB: Stata module for computation of multivariate normal probabilities using bivariate conditioning Downloads
Svetlana Mladenovic and Federico Belotti
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, with and without variable truncation Downloads
Michael 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
NEHURDLE: Stata module for estimation of models with corner solutions Downloads
Alfonso Sánchez-Peñalver
NEOCLASSICAL: Stata module to estimate neoclassical education transitions model Downloads
Samuel R. Lucas
NETPLOT: Stata module to provide social network visualization Downloads
Rense Corten
Page updated 2019-04-21
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