Statistical Software Components

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

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RATS programs to replicate Papell and Prodan one and two break unit root tests: Tom Doan
RATS programs to replicate Pedroni PPP tests on panel data: Tom Doan
RATS programs to replicate Perron-Wada state space model: Tom Doan
RATS programs to replicate Pesaran, Shin and Smith, pooled mean group panel data: Tom Doan
RATS programs to replicate Quah and Vahey core inflation estimation: Tom Doan
RATS programs to replicate results from Gregory and Hansen(1996) JOE article: Tom Doan
RATS programs to replicate Sims and Zha(1999) "Error Bands for Impulse Responses": Tom Doan
RATS programs to replicate Sinclair(2009) bivariate state-space model: Tom Doan
RATS programs to replicate structural break test with Hansen's fixed regressor bootstrap: Tom Doan
RATS programs to replicate Terasvirta's 1994 STAR model results: Tom Doan
RATS programs to replicate Tsay's 1998 multivariate threshold results: Tom Doan
RATS programs to replicate Tse's constant correlation GARCH test results: Tom Doan
RATS programs to replicate Uhlig's VAR identification technique: Tom Doan
RATS programs to replicate Willinger, Taqqu, Teverovsky(1999): Tom Doan
RATS programs to replicate Wright's Alternative Variance Ratio test results: Tom Doan
RATS programs to replicates Gali's AEA 1999 VAR results: Tom Doan
RBC: Mathematica notebook to solve and simulate Real Business Cycle models: Ibrahima Diallo
RBIPROBIT: Stata module to estimate recursive bivariate probit regressions: Mustafa Coban
RBOUNDS: Stata module to perform Rosenbaum sensitivity analysis for average treatment effects on the treated: Markus Gangl
RC2: Stata module to estimate Goodman's Row and Columns model 2: John Hendrickx
RC_SPLINE: Stata module to generate restricted cubic splines: William Dupont and Walton Plummer
RCA: Stata module to compute various revealed comparative advantage (RCA) indices: Muhammad Rashid Ansari
RCD: Stata module to run commands recursively: Nikos Askitas and Dan Blanchette
RCENTILE: Stata module to compute robust confidence intervals for percentiles: Roger Newson
RCL: Stata module for estimation and simulation of random coefficient logit models: Szabolcs Lorincz
RCM: Stata module to implement regression control method / panel data approach to program evaluation: Guanpeng Yan and Qiang Chen
RCOLP2MAT: Stata module to produce a two-way table with row and column percentages as a matrix: Loris P. Fagioli
RCSGEN: Stata module to generate restricted cubic splines and their derivatives: Paul Lambert
RCSPLINE: Stata module for restricted cubic spline smoothing: Nicholas Cox
RCT_MINIM: Stata module to assign treatments to subjects in a controlled trial: Philip Ryan
RCTABLE: Stata module to create a table used in randomized controlled trials: Adrien Bouguen
RCTMISS: Stata module to analyse a randomised controlled trial (RCT) allowing for informatively missing outcome data: Ian White
RD: Stata module for regression discontinuity estimation: Austin Nichols
RDATASETS: Stata module to access R datasets available in CSV format from GitHub: German Rodriguez
RDBALANCE: Stata module to compute covariate balance statistics with formatted table output in treatment effect analysis and RDD: Yongli Chen and Yujun Lian
RDCI: Stata module to calculate risk difference confidence intervals: Joseph Coveney
RDCONT: Stata module to compute non-randomized approximate sign test of density continuity: Ivan Canay
RDCV: Stata module to perform Sharp Regression Discontinuity Design with Cross Validation Bandwidth Selection: Boris Kaiser
RDDENSITY: Stata module to perform Manipulation Testing Using Local Polynomial Density Estimation: Matias Cattaneo, Michael Jansson and Xinwei Ma
RDDSGA: Stata module to conduct subgroup analysis for regression discontinuity designs: Alvaro Carril, Andre Cazor Katz, Maria Paula Gerardino, Stephan Litschig and Dina Pomeranz
RDECOMPOSE: Stata module to implements Gupta's rate decomposition method for aggregated data: Jinjing Li
RDESIGNI: Stata module to perform design analysis: Daniel Klein
RDEXO: Stata module to produces relevant estimates for testing the external validity of LATE: Marinho Bertanha
RDIFF: Stata module to calculate 95% confidence intervals for the differences of binomial proportions: Xiaokun Yang
RDMSE: Stata module to estimate the mean squared error of a local polynomial regression discontinuity or regression kink estimator: Zhuan Pei
RDPERMUTE: Stata module to perform a permutation test for the Regression Kink (RK) and Regression Discontinuity (RD) Design: Simon Jäger and Peter Ganong
RDPOWER: Stata module to perform power calculations for random designs: Eric Hedberg
RDQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression discontinuity designs (RDD): Harold Chiang, Yu-Chin Hsu and Yuya Sasaki
RDROBUST: Stata module to provide robust data-driven inference in the regression-discontinuity design: Sebastian Calonico, Matias Cattaneo, Max Farrell and Rocio Titiunik
RDS: Stata module for respondent driven sampling: Matthias Schonlau