Statistical Software Components

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LMDI: Stata module to compute Logarithmic Mean Divisia Index (LMDI) Decomposition: Kerry Du
LMEG: Stata module to compute Augmented Engle-Granger Cointegration Test at Higher Order AR(p): Emad Shehata
LMFREG2: Stata module to compute 2SLS-IV Linear vs Log-Linear Functional Form Tests: Emad Shehata and Sahra Mickaiel
LMFREG: Stata module to Compute OLS Linear vs Log-Linear Functional Form Tests: Emad Shehata and Sahra Mickaiel
LMGC: Stata module to compute Granger Causality Test at Higher Order AR(p): Emad Shehata
LMHARCH2: Stata Module to Compute 2SLS-IV Heteroscedasticity Engle (ARCH) Test: Emad Shehata and Sahra Mickaiel
LMHARCH: Stata module to compute OLS Heteroscedasticity Engle (ARCH) Test: Emad Shehata and Sahra Mickaiel
LMHARCHNL: Stata Module to Compute NLS Heteroscedasticity Engle (ARCH) Test: Emad Shehata and Sahra Mickaiel
LMHARCHXT: Stata Module to Compute Panel Data Heteroscedasticity Engle (ARCH) Test: Emad Shehata and Sahra Mickaiel
LMHCW2: Stata Module to Compute 2SLS-IV Heteroscedasticity Cook-Weisberg Test: Emad Shehata and Sahra Mickaiel
LMHCW: Stata Module to Compute OLS Heteroscedasticity Cook-Weisberg Test: Emad Shehata and Sahra Mickaiel
LMHCWNL: Stata module to compute NLS Heteroscedasticity Cook-Weisberg Test: Emad Shehata and Sahra Mickaiel
LMHCWXT: Stata Module to Compute Panel Data Heteroscedasticity Cook-Weisberg Test: Emad Shehata and Sahra Mickaiel
LMHGL2: Stata Module to Compute 2SLS-IV Heteroscedasticity Glejser Test: Emad Shehata and Sahra Mickaiel
LMHGL: Stata module to Compute Glejser Lagrange Multiplier Heteroscedasticity Test for Residuals after OLS Regression: Emad Shehata
LMHGLNL: Stata module to compute NLS Heteroscedasticity Glejser Test: Emad Shehata and Sahra Mickaiel
LMHHARV2: Stata Module to Compute 2SLS-IV Heteroscedasticity Harvey Test: Emad Shehata and Sahra Mickaiel
LMHHARV: Stata module to Compute Harvey Lagrange Multiplier Heteroscedasticity Test for Residuals after OLS Regression: Emad Shehata
LMHHP2: Stata Module to Compute 2SLS-IV Heteroscedasticity Hall-Pagan Test: Emad Shehata and Sahra Mickaiel
LMHHP: Stata Module to Compute OLS Heteroscedasticity Hall-Pagan Test: Emad Shehata and Sahra Mickaiel
LMHHPNL: Stata module to compute NLS Heteroscedasticity Hall-Pagan Test: Emad Shehata and Sahra Mickaiel
LMHHPXT: Stata module to compute Panel Data Heteroscedasticity Hall-Pagan Test: Emad Shehata and Sahra Mickaiel
LMHLMXT: Stata module to Compute Breusch-Pagan Lagrange Multiplier Panel Heteroscedasticity Test: Emad Shehata
LMHLRXT: Stata module to Compute Greene Likelihood Ratio Panel Heteroscedasticity Test: Emad Shehata
LMHMSS2: Stata Module to Compute 2SLS-IV Heteroscedasticity Machado-Santos-Silva Test: Sahra Khaleel A. Mickaiel, Emad Shehata and Sahra Khaleel A. Mickaiel
LMHNLSUR: Stata module to perform Overall System NL-SUR Heteroscedasticity Tests: Emad Shehata
LMHREG3: Stata module to compute Overall System Heteroscedasticity Tests after (3SLS-SURE) Regressions: Emad Shehata
LMHSEM: Stata module to perform Overall System Structural Equation Modeling (SEM) Heteroscedasticity Tests: Emad Shehata
LMHWALD: Stata module to compute OLS Heteroscedasticity Wald Test: Emad Shehata and Sahra Mickaiel
LMHWALDXT: Stata module to compute Panel Data Heteroscedasticity Wald Test: Emad Shehata and Sahra Mickaiel
LMNAD2: Stata Module to Compute 2SLS-IV Non Normality Anderson-Darling Test: Emad Shehata and Sahra Mickaiel
LMNAD: Stata Module to Compute OLS Non Normality Anderson-Darling Test: Emad Shehata and Sahra Mickaiel
LMNADNL: Stata Module to Compute NLS Non Normality Anderson-Darling Test: Emad Shehata and Sahra Mickaiel
LMNADXT: Stata module to compute Panel Data Non Normality Anderson-Darling Test: Emad Shehata and Sahra Mickaiel
LMNDH: Stata Module to Compute OLS Non Normality Doornik-Hansen Test: Emad Shehata and Sahra Mickaiel
LMNDP2: Stata module to compute 2SLS-IV Non Normality D'Agostino-Pearson Test: Emad Shehata and Sahra Mickaiel
LMNDP: Stata module to Compute OLS Non Normality D'Agostino-Pearson Test: Emad Shehata and Sahra Mickaiel
LMNGR: Stata module to compute Jarque-Bera Non Normality Lagrange Multiplier Runs Test for Residuals after OLS Regression: Emad Shehata
LMNGRY2: Stata Module to Compute 2SLS-IV Non Normality Geary Runs Test: Emad Shehata and Sahra Mickaiel
LMNGRY: Stata module to compute Geary Non Normality Lagrange Multiplier Runs Test: Emad Shehata
LMNGRYXT: Stata module to compute Panel Data Non Normality Geary Runs Test: Emad Shehata and Sahra Mickaiel
LMNJB: Stata module to compute Lagrange Multiplier LM Jarque-Bera Normality Test: Emad Shehata
LMNJBNL: Stata module to compute NLS Non Normality Jarque-Bera Test: Emad Shehata and Sahra Mickaiel
LMNJBXT: Stata Module to Compute Panel Data Non Normality Jarque-Bera Test: Emad Shehata and Sahra Mickaiel
LMNNLSUR: Stata module to perform Overall System NL-SUR Non-Normality Tests: Emad Shehata
LMNREG3: Stata module to compute Overall System Non Normality Tests after (3SLS-SURE) Regressions: Emad Shehata
LMNSEM: Stata module to perform Overall System Structural Equation Modeling (SEM) Non Normality Tests: Emad Shehata
LMNWHITE2: Stata Module to Compute 2SLS-IV White IM Non Normality Test: Emad Shehata and Sahra Mickaiel
LMNWHITE: Stata module to Compute White Non Normality Lagrange Multiplier Test after OLS Regression: Emad Shehata
LMNWHITENL: Stata module to compute NLS Non Normality White Test: Emad Shehata and Sahra Mickaiel