Statistical Software Components

From Boston College Department of Economics
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RATS programs to replicate Gonzalo and Granger JBES 1995 paper: Tom Doan
RATS programs to replicate Gray's 1996 Regime Switching GARCH paper: Tom Doan
RATS programs to replicate Hansen's example of threshold break in panel data: Tom Doan
RATS programs to replicate Hansen's examples of Andrews-Ploberger test: Tom Doan
RATS programs to replicate Hansen's GARCH models with time-varying t-densities: Tom Doan
RATS programs to replicate Hansen's threshold estimation and testing results: Tom Doan
RATS programs to replicate Hansen/Seo paper on threshold cointegration: Tom Doan
RATS programs to replicate Ireland's JEDC 2004 estimation of DSGE model: Tom Doan
RATS programs to replicate Jacquier, Polson, Rossi (1994) stochastic volatility: Tom Doan
RATS programs to replicate King, Plosser, Stock, Watson AER 1991 results: Tom Doan
RATS programs to replicate Krolzig MS-VAR's for six country models: Tom Doan
RATS programs to replicate Lanne-Lutkepohl JMCB 2008 structural VAR with volatility shifts: Tom Doan
RATS programs to replicate Mark-Sul(2003) panel DOLS: Tom Doan
RATS programs to replicate Michael-Nobay-Peel ESTAR models: Tom Doan
RATS programs to replicate Morley-Nelson-Zivot state space decomposition: Tom Doan
RATS programs to replicate Mountford and Uhlig JAE 2009 sign-constrained VAR: Tom Doan
RATS programs to replicate Ozbek and Ozlale state space model with time-varying coefficients: Tom Doan
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