Statistical Software Components

From Boston College Department of Economics
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Bibliographic data for series maintained by Christopher F Baum ().

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KHB: Stata module to decompose total effects into direct and indirect via KHB-method: Ulrich Kohler and Kristian Karlson
KILIAN_AER2009: RATS program to replicate Kilian(2009)'s VAR analysis of oil market/macro data: Tom Doan
KILIAN_RESTAT1998: RATS program to replicate Kilian(1998)'s bootstrap-within-bootstrap: Tom Doan
KILIANAER2009: RATS program to replicate Kilian(2009)'s VAR analysis of oil market/macro data: Tom Doan
KILIANVIGFUSSON_QE2011: RATS programs to replicate Kilian-Vigfusson(2011) asymmetric VAR: Tom Doan
KILIANVIGFUSSONQE2011: RATS programs to replicate Kilian-Vigfusson(2011) asymmetric VAR: Tom Doan
KINKYREG: Stata module to perform kinky least squares estimation and inference: Sebastian Kripfganz and Jan Kiviet
KIT_LIVINGINCOME: Stata module providing Tables and Bar charts of the Gap to the Living Income Benchmark: Marcelo Tyszler and Carlos de los Rios
KITCHENSINK: Stata module to return the model with the highest number of statistically significant predictors: Francisco (Paco) Perales
KLDBRECODE: Stata module that provides crosswalk tables for translations between German KldB and ISCO: Hans Gerhardt and Anneke Kappes
KMATCH: Stata module module for multivariate-distance and propensity-score matching, including entropy balancing, inverse probability weighting, (coarsened) exact matching, and regression adjustment: Ben Jann
KMEST: Stata module to compute Kaplan-Meier survival probabilities as estimation results: Roger Newson
KMTEST: Stata module to perform Tests of Linear and Logarithmic Transformations for Integrated Processes: Merwan Roudane
KNAPSACK: Stata module to solve the knapsack problem: Benjamin Daniels
KOBO2STATA: Stata module to create labelled Stata datasets from KoboToolbox: Felix Schmieding
KOENKER: Stata module to perform Koenker/White detailed test for heteroskedasticity: Christopher Baum
KONFOUND: Stata module to quantify robustness of causal inferences: Kenneth A. Frank and Ran Xu
KOTLARSKI: Stata module to execute deconvolution kernel density estimation and produce a robust construction of its uniform confidence band: Kengo Kato, Yuya Sasaki and Takuya Ura
KOUNTRY: Stata module to standardize country names across various datasets: Rafal Raciborski
KOUTMOS_JBFA1996: RATS program to replicate Koutmos(1996) MV EGARCH with spillovers: Tom Doan
KPSS: RATS procedure to perform KPSS (Kwiatowski, Phillips, Schmidt, and Shin) stationarity test: Tom Doan
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity: Christopher Baum
KPSWAER1991: RATS programs to replicate King, Plosser, Stock, Watson AER 1991 results: Tom Doan
KR20: Stata module to calculate Kuder-Richardson coefficient of reliability: Herve M. Caci
KRIPPALPHA: Stata module to compute Krippendorff's alpha intercoder reliability coefficient: Alexander Staudt and Mona Krewel
KRLS: Stata module to perform Kernel–Based Regularized Least Squares: Jeremy Ferwerda, Jens Hainmueller and Chad Hazlett
KSCPOSTDRAW: RATS procedure to draw from posterior density needed in stochastic volatility model: Tom Doan
KSI: Stata module to compute Krugman specialization index: Muhammad Rashid Ansari
KSMIRNOV2VAR: Stata module to perform the Kolmogorov-Smirnov test of the equality of distributions for two variables: Michael Makovi
KSSUR: Stata module to calculate Kapetanios, Shin & Snell unit root test statistic along with critical values and p-values: Jesus Otero and Jeremy Smith
KSUR: Stata module to calculate Kapetanios & Shin unit root test statistic along with finite-sample critical values and p-values: Jesus Otero and Jeremy Smith
KUIPERTEST: Stata module to perform a two-sample Kuiper test for equality of distributions: Ariel Linden
KWALLIS2: Stata module to perform Kruskal-Wallis Test for equality of populations: Herve M. Caci
KWSTAT: Stata module to compute kernel weighted sample statistics: Florian Wendelspiess Chávez Juárez
KY_FIT: Stata module to fit mixture models of the Kapteyn-Ypma type to linked survey and administrative data: Fernando Rios-Avila and Stephen Jenkins
L1TREND: RATS program to demonstrate L1 filtering (robust "HP" filter): Tom Doan
LABCENSWDI: Stata module to automatically manage datasets obtained from US Census 2000 and World Development Indicators databases: P. Wilner Jeanty
LABELDATASYNTAX: Stata module to produce syntax to label variables and values, given a data dictionary: Mark Chatfield
LABELLACKING: Stata module to report numeric variables with values lacking value labels: Nicholas Cox and Robert Picard
LABELLIST: Stata module to list value labels: Daniel Klein
LABELMISS: Stata module to label missing data: Stanislav Kolenikov
LABELSOF: Stata module to obtain a list of labeled values: Ben Jann
LABELUTIL: Stata programs to create multiple value labels: Alfonso Miranda
LABGEN: Stata module to generate or replace variables with definitions in variable labels: Nicholas Cox
LABGRAPH: Stata module to place text labels on two-way graphs: Jon Faust
LABLIST: Stata module to list value labels (if present) for one or more variables: Roger Newson
LABMATCH: Stata module to find observations by label values: Austin Nichols
LABMM: Stata module to modify multiple value labels simultaneously: Daniel Klein
LABMV: Stata module to change numeric values to extended missing values preserving value labels: Daniel Klein
LABONE: Stata module to label variables after import excel: Kerry Du