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Statistical Software Components

From Boston College Department of Economics
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RASCHCVT: Stata module to produce data in WINSTEPS format Downloads
Fred Wolfe
RASCHFIT: Stata module to implement the Raschfit algorithm defined by Hardouin and Mesbah (2004) Downloads
Jean-Benoit Hardouin
RASCHPOWER: Stata module to estimate power of the Wald test in order to compare the means of the latent trait in two groups of individuals Downloads
Jean-Benoit Hardouin and Myriam Blanchin
RASCHTEST: Stata module to estimate parameters of the Rasch model by CML, MML or GEE Downloads
Jean-Benoit Hardouin
RASCHTESTV7: Stata module to estimate parameters of the Rasch model by CML, MML or GEE (v7) Downloads
Jean-Benoit Hardouin
RASPRT: Stata module to plot the risk adjusted sequential probability ratio test (+/- risk adjusted cusum) Downloads
Brent McSharry
RATS program to calculate optimal portfolios Downloads
Tom Doan
RATS program to demonstate robust estimation techniques in a linear model Downloads
Tom Doan
RATS program to demonstrate Arellano-Bond estimator for dynamic panel model Downloads
Tom Doan
RATS program to demonstrate Bai, Lumsdaine, Stock common breaks in VAR Downloads
Tom Doan
RATS program to demonstrate Bayesian VAR estimation Downloads
Tom Doan
RATS program to demonstrate block causality tests in a VAR Downloads
Tom Doan
RATS program to demonstrate bootstrapping applied to Granger causality test Downloads
Tom Doan
RATS program to demonstrate bootstrapping on a multivariate GARCH model Downloads
Tom Doan
RATS program to demonstrate bootstrapping spectral density estimates Downloads
Tom Doan
RATS program to demonstrate bootstrapping with a GARCH model Downloads
Tom Doan
RATS program to demonstrate bootstrapping with a VAR Downloads
Tom Doan
RATS program to demonstrate bootstrapping with a VECM Downloads
Tom Doan
RATS program to demonstrate bootstrapping with an ARMA model Downloads
Tom Doan
RATS program to demonstrate bootstrapping with an E-GARCH model Downloads
Tom Doan
RATS program to demonstrate bootstrapping with cointegration Downloads
Tom Doan
RATS program to demonstrate calculation of an arranged autoregression Downloads
Tom Doan
RATS program to demonstrate conditional forecasting with a VAR Downloads
Tom Doan
RATS program to demonstrate contour graph Downloads
Tom Doan
RATS program to demonstrate Durbin's Cumulated Periodogram test for serial correlation Downloads
Tom Doan
RATS program to demonstrate estimation of a stochastic volatility model Downloads
Tom Doan
RATS program to demonstrate estimation of an ARMAX model Downloads
Tom Doan
RATS program to demonstrate estimation of structural VAR's Downloads
Tom Doan
RATS program to demonstrate forecasting an E-GARCH model using random simulations Downloads
Tom Doan
RATS program to demonstrate forecasting using spectral techniques Downloads
Tom Doan
RATS program to demonstrate frequency domain deseasonalization Downloads
Tom Doan
RATS program to demonstrate Gibbs Sampling applied to a Bayesian VAR Downloads
Tom Doan
RATS program to demonstrate Gibbs sampling applied to a DCC GARCH model Downloads
Tom Doan
RATS program to demonstrate Gibbs Sampling applied to an ARMA model Downloads
Tom Doan
RATS program to demonstrate Gibbs sampling in a cointegrated model Downloads
Tom Doan
RATS program to demonstrate Gibbs sampling on dynamic probit model Downloads
Tom Doan
RATS program to demonstrate Gibbs sampling with a linear regression Downloads
Tom Doan
RATS program to demonstrate Gibbs sampling with GARCH model Downloads
Tom Doan
RATS program to demonstrate Granger causality test with heterogeneous panel Downloads
Tom Doan
RATS program to demonstrate Hannan efficient estimation Downloads
Tom Doan
RATS program to demonstrate historical decomposition Downloads
Tom Doan
RATS program to demonstrate importance sampling with GARCH model Downloads
Tom Doan
RATS program to demonstrate Inclan-Tiao test for breaks in variance Downloads
Tom Doan
RATS program to demonstrate Inclan-Tiao test for breaks in variance Downloads
Tom Doan
RATS program to demonstrate IV estimation of VAR in panel data Downloads
Tom Doan
RATS program to demonstrate lag length selection techniques in a VAR Downloads
Tom Doan
RATS program to demonstrate Markov Switching ARCH Downloads
Tom Doan
RATS program to demonstrate Monte Carlo Impulse Response for a structural near-VAR Downloads
Tom Doan
RATS program to demonstrate Monte Carlo Impulse Response to exogenous variable Downloads
Tom Doan
RATS program to demonstrate Monte Carlo Impulse Responses for a Near-VAR Downloads
Tom Doan
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