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Statistical Software Components

From Boston College Department of Economics
Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA.
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XTBCFE: Stata module to perform bootstrap-corrected Fixed Effects estimation and inference in dynamic panel models Downloads
Ignace De Vos, Ilse Ruyssen and Gerdie Everaert
XTCAEC: Stata module to estimate heterogeneous error correction models in cross-sectional dependent panel data Downloads
Korbinian Nagel
XTCCE: Stata module to implement the Common Correlated Effects estimator Downloads
Timothy Neal
XTCD2: Stata module to test for weak cross sectional dependence Downloads
Jan Ditzen
XTCD: Stata module to investigate Variable/Residual Cross-Section Dependence Downloads
Markus Eberhardt
XTCDF: Stata module to perform Pesaran's CD-test for cross-sectional dependence in panel context Downloads
Jesse Wursten
XTCENTER: Stata module to disaggregate within and between-person effects by centering variables for mixed and melogit models Downloads
Eldin Dzubur
XTCIPS: Stata module to compute Pesaran Panel Unit Root Test in the Presence of Cross-section Dependence Downloads
Máximo Sangiácomo
XTCOINTREG: Stata module for panel data generalization of cointegration regression using fully modified ordinary least squares, dynamic ordinary least squares, and canonical correlation regression methods Downloads
Ravshanbek Khodzhimatov
XTCSD: Stata module to test for cross-sectional dependence in panel data models Downloads
Rafael De Hoyos and Vasilis Sarafidis
XTCSI: Stata module to investigate Residual Cross-Section Independence Downloads
Máximo Sangiácomo
XTDCCE2: Stata module to estimate heterogeneous coefficient models using common correlated effects in a dynamic panel Downloads
Jan Ditzen
XTDOLSHM: Stata module to perform panel data cointegration Downloads
Ibrahima Diallo
XTDPDGMM: Stata module to perform generalized method of moments estimation of linear dynamic panel data models Downloads
Sebastian Kripfganz
XTDPDML: Stata module to estimate Dynamic Panel Data Models using Maximum Likelihood Downloads
Richard Williams, Paul Allison and Enrique Moral-Benito
XTDPDQML: Stata module to perform quasi-maximum likelihood linear dynamic panel data estimation Downloads
Sebastian Kripfganz
XTEUROSTAT: Stata module to import data from Eurostat in panel data structure Downloads
Duarte Gonçalves
XTEWREG: Stata module to estimate errors-in-variable model with mismeasured regressors Downloads
Timothy Erickson, Robert Parham and Toni Whited
XTFEIS: Stata module to estimate linear Fixed-Effects model with Individual-specific Slopes (FEIS) Downloads
Volker Ludwig
XTFISHER: Stata module to compute Fisher type unit root test for panel data Downloads
Scott Merryman
XTFIXEDCOEFTVCU: Stata module to estimate Panel Data Models with Coefficients that Vary over Time and Cross-sectional Units Downloads
Ibrahima Diallo
XTFMB: Stata module to execute Fama-MacBeth two-step panel regression Downloads
Daniel Hoechle
XTGCAUSE: Stata module to test for Granger non-causality in heterogeneous panels Downloads
Luciano Lopez and Sylvain Weber
XTGRAPH: Stata module to produce graphs of cross-sectional time series (xt) data Downloads
Paul Seed
XTHRTEST: Stata module to perform Born & Breitung Bias-corrected HR-test for first order panel serial correlation Downloads
Jesse Wursten
XTHYBRID: Stata module to estimate hybrid and correlated random effect (Mundlak) models within the framework of generalized linear mixed models (GLMM) Downloads
Francisco (Paco) Perales and Reinhard Schunck
XTIDT: Stata module to compute Identification Variables in Panel Data Downloads
Emad Shehata
XTILE2: Stata module to create a new variable that categorizes exp by its quantiles Downloads
Zhiqiang Wang
XTILETEST: Stata module to test equality of percentiles across groups of observations Downloads
Christopher Baum
XTINE: Stata module to calculate percentile and quantile for a numeric variable Downloads
Christine Cook
XTISTEST: Stata module to perform Portmanteau test for panel serial correlation Downloads
Jesse Wursten
XTIVREG28: Stata module to perform extended IV/2SLS, GMM and AC/HAC, LIML and k-class regression for panel data models (version 8) Downloads
Mark Schaffer
XTIVREG2: Stata module to perform extended IV/2SLS, GMM and AC/HAC, LIML and k-class regression for panel data models Downloads
Mark Schaffer
XTKR: Stata module to implement the Keane and Runkle estimator for dynamic panel data models Downloads
Timothy Neal and Michael Keane
XTLSDVC: Stata module to estimate bias corrected LSDV dynamic panel data models Downloads
Giovanni Bruno
XTMG: Stata module to estimate panel time series models with heterogeneous slopes Downloads
Markus Eberhardt
XTMIS: Stata module to report missing observations for each variable in xt data Downloads
Minh Nguyen
XTMIXED_CORR: Stata module to compute model-implied intracluster correlations after xtmixed Downloads
Roberto G. Gutierrez
XTMIXEDIOU: Stata module to estimate Linear mixed effects Integrated Ornstein-Uhlenbeck model Downloads
Rachael Hughes
XTMOD: Stata module to analyze and display interactions based on time-series data Downloads
Daniel Seifert
XTMRHO: Stata module to calculate intra-class correlations after xtmixed Downloads
Lars Kroll
XTNPTIMEVAR: Stata module to estimate non-parametric time-varying coefficients panel data models with fixed effects Downloads
Ibrahima Diallo
XTOVERID: Stata module to calculate tests of overidentifying restrictions after xtreg, xtivreg, xtivreg2, xthtaylor Downloads
Mark Schaffer and Steven Stillman
XTPATTERN: Stata module to generate code showing pattern of xt data Downloads
Nicholas Cox
XTPATTERNVAR: Stata module to generate string variable describing panel patterns Downloads
Nicholas Cox
XTPDYN: Stata module to estimate dynamic random effects probit model with unobserved heterogeneity Downloads
Raffaele Grotti and Giorgio Cutuli
XTPEDRONI: Stata module to perform Pedroni's panel cointegration tests and Panel Dynamic OLS estimation Downloads
Timothy Neal
XTPMG: Stata module for estimation of nonstationary heterogeneous panels Downloads
Edward Blackburne and Mark Frank
XTPQML: Stata module to estimate Fixed-effects Poisson (Quasi-ML) regression with robust standard errors Downloads
Tim Simcoe
XTQPTEST: Stata module to perform Born & Breitung Bias-corrected LM-based test for serial correlation Downloads
Jesse Wursten
Page updated 2018-03-23
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