EconPapers    
Economics at your fingertips  
 

Statistical Software Components

From Boston College Department of Economics
Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA.
Contact information at EDIRC.

Bibliographic data for series maintained by Christopher F Baum ().

Access Statistics for this software series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.


XSAMPSI: Stata module to calculate sample size for cross-over trials with continuous measures Downloads
Jan Brogger
XSMLE: Stata module for spatial panel data models estimation Downloads
Federico Belotti, Gordon Hughes and Andrea Piano Mortari
XSVMAT: Stata module to convert a matrix to variables in an output dataset Downloads
Roger Newson
XT2TREATMENTS: Stata module to estimate event studies with two treatments Downloads
Miklós Koren
XTAB: Stata module to tabulate longitudinal data Downloads
Tony Brady
XTABLE: Stata module for exporting table output to Excel Downloads
Weverthon Machado
XTABOND2: Stata module to extend xtabond dynamic panel data estimator Downloads
David Roodman
XTARIMAU: Stata module to find the best [S]ARIMA[X] models in heterogeneous panels with the help of arimaauto Downloads
Ilya Bolotov
XTARSIM: Stata module to perform Monte Carlo analysis for dynamic panel data models Downloads
Giovanni Bruno
XTAVPLOT: Stata module to produce added-variable plots for panel data estimation Downloads
John Luke Gallup
XTBALANCE2: Stata module to create a balanced subsample from unbalanced panel data Downloads
Jan Ditzen
XTBALANCE: Stata module to transform the dataset into balanced Panel Data Downloads
Yujun Lian
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
XTBREAK: Stata module for detecting and dating multiple structural breaks in time series and panel data Downloads
Jan Ditzen, Yiannis Karavias and Joakim Westerlund
XTBUNITROOT: Stata module to perform unit root tests for panel data with structural breaks Downloads
Pengyu Chen and Yiannis Karavias
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
XTCSE2: Stata module to estimate the exponent of cross-sectional dependence in large panels Downloads
Jan Ditzen
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
XTDHAZARD: Stata module to perform Own-Differences IV/CF Estimation of the Discrete-Time Hazard Model Downloads
Harald Tauchmann
XTDOLSHM: Stata module to perform panel data cointegration Downloads
Ibrahima Diallo
XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models Downloads
Sebastian Kripfganz and Jörg Breitung
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
XTDPDSERIAL: Stata module to perform panel data serial correlation tests Downloads
Sebastian Kripfganz
XTENDOTHRESDPD: Stata module to estimate a Dynamic Panel Data Threshold Effects Model with Endogenous Regressors Downloads
Ibrahima Diallo
XTEUROSTAT: Stata module to import data from Eurostat in panel data structure Downloads
Duarte Gonçalves
XTEVENT: Stata module to estimate and visualize linear panel event-study models Downloads
Simon Freyaldenhoven, Christian Hansen, Jorge Pérez Pérez and Jesse Shapiro
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
XTGEEBCV: Stata module to compute bias-corrected (small-sample) standard errors for generalized estimating equations Downloads
John A. Gallis, Fan Li and Elizabeth L. Turner
XTGLSR: Stata module to calculate robust, or cluster-robust variance after xtgls Downloads
Gueorgui Kolev
XTGPS: Stata module to estimate Hoechle, Schmid, and Zimmermann's (2024) GPS regression model for analyzing asset returns Downloads
Daniel Hoechle
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data Downloads
Jiaqi Xiao, Yiannis Karavias, Vasilis Sarafidis, Artūras Juodis and Jan Ditzen
XTGRAPH: Stata module to produce graphs of cross-sectional time series (xt) data Downloads
Paul Seed
XTHECKMANFE: Stata module to fit panel data models in the presence of endogeneity and selection Downloads
Fernando Rios-Avila
XTHRTEST: Stata module to perform Born & Breitung Bias-corrected HR-test for first order panel serial correlation Downloads
Jesse Wursten
Page updated 2025-05-09
Sorted by Name