Statistical Software Components
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- XSAMPSI: Stata module to calculate sample size for cross-over trials with continuous measures

- Jan Brogger
- XSMLE: Stata module for spatial panel data models estimation

- Federico Belotti, Gordon Hughes and Andrea Piano Mortari
- XSVMAT: Stata module to convert a matrix to variables in an output dataset

- Roger Newson
- XT2TREATMENTS: Stata module to estimate event studies with two treatments

- Miklós Koren
- XTAB: Stata module to tabulate longitudinal data

- Tony Brady
- XTABLE: Stata module for exporting table output to Excel

- Weverthon Machado
- XTABOND2: Stata module to extend xtabond dynamic panel data estimator

- David Roodman
- XTARIMAU: Stata module to find the best [S]ARIMA[X] models in heterogeneous panels with the help of arimaauto

- Ilya Bolotov
- XTARSIM: Stata module to perform Monte Carlo analysis for dynamic panel data models

- Giovanni Bruno
- XTAVPLOT: Stata module to produce added-variable plots for panel data estimation

- John Luke Gallup
- XTBALANCE2: Stata module to create a balanced subsample from unbalanced panel data

- Jan Ditzen
- XTBALANCE: Stata module to transform the dataset into balanced Panel Data

- Yujun Lian
- XTBCFE: Stata module to perform bootstrap-corrected Fixed Effects estimation and inference in dynamic panel models

- Ignace De Vos, Ilse Ruyssen and Gerdie Everaert
- XTBREAK: Stata module for detecting and dating multiple structural breaks in time series and panel data

- Jan Ditzen, Yiannis Karavias and Joakim Westerlund
- XTBUNITROOT: Stata module to perform unit root tests for panel data with structural breaks

- Pengyu Chen and Yiannis Karavias
- XTCAEC: Stata module to estimate heterogeneous error correction models in cross-sectional dependent panel data

- Korbinian Nagel
- XTCCE: Stata module to implement the Common Correlated Effects estimator

- Timothy Neal
- XTCD2: Stata module to test for weak cross sectional dependence

- Jan Ditzen
- XTCD: Stata module to investigate Variable/Residual Cross-Section Dependence

- Markus Eberhardt
- XTCDF: Stata module to perform Pesaran's CD-test for cross-sectional dependence in panel context

- Jesse Wursten
- XTCENTER: Stata module to disaggregate within and between-person effects by centering variables for mixed and melogit models

- Eldin Dzubur
- XTCIPS: Stata module to compute Pesaran Panel Unit Root Test in the Presence of Cross-section Dependence

- 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

- Ravshanbek Khodzhimatov
- XTCSD: Stata module to test for cross-sectional dependence in panel data models

- Rafael De Hoyos and Vasilis Sarafidis
- XTCSE2: Stata module to estimate the exponent of cross-sectional dependence in large panels

- Jan Ditzen
- XTCSI: Stata module to investigate Residual Cross-Section Independence

- Máximo Sangiácomo
- XTDCCE2: Stata module to estimate heterogeneous coefficient models using common correlated effects in a dynamic panel

- Jan Ditzen
- XTDHAZARD: Stata module to perform Own-Differences IV/CF Estimation of the Discrete-Time Hazard Model

- Harald Tauchmann
- XTDOLSHM: Stata module to perform panel data cointegration

- Ibrahima Diallo
- XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models

- Sebastian Kripfganz and Jörg Breitung
- XTDPDGMM: Stata module to perform generalized method of moments estimation of linear dynamic panel data models

- Sebastian Kripfganz
- XTDPDML: Stata module to estimate Dynamic Panel Data Models using Maximum Likelihood

- Richard Williams, Paul Allison and Enrique Moral-Benito
- XTDPDQML: Stata module to perform quasi-maximum likelihood linear dynamic panel data estimation

- Sebastian Kripfganz
- XTDPDSERIAL: Stata module to perform panel data serial correlation tests

- Sebastian Kripfganz
- XTENDOTHRESDPD: Stata module to estimate a Dynamic Panel Data Threshold Effects Model with Endogenous Regressors

- Ibrahima Diallo
- XTEUROSTAT: Stata module to import data from Eurostat in panel data structure

- Duarte Gonçalves
- XTEVENT: Stata module to estimate and visualize linear panel event-study models

- Simon Freyaldenhoven, Christian Hansen, Jorge Pérez Pérez and Jesse Shapiro
- XTEWREG: Stata module to estimate errors-in-variable model with mismeasured regressors

- Timothy Erickson, Robert Parham and Toni Whited
- XTFEIS: Stata module to estimate linear Fixed-Effects model with Individual-specific Slopes (FEIS)

- Volker Ludwig
- XTFISHER: Stata module to compute Fisher type unit root test for panel data

- Scott Merryman
- XTFIXEDCOEFTVCU: Stata module to estimate Panel Data Models with Coefficients that Vary over Time and Cross-sectional Units

- Ibrahima Diallo
- XTFMB: Stata module to execute Fama-MacBeth two-step panel regression

- Daniel Hoechle
- XTGCAUSE: Stata module to test for Granger non-causality in heterogeneous panels

- Luciano Lopez and Sylvain Weber
- XTGEEBCV: Stata module to compute bias-corrected (small-sample) standard errors for generalized estimating equations

- John A. Gallis, Fan Li and Elizabeth L. Turner
- XTGLSR: Stata module to calculate robust, or cluster-robust variance after xtgls

- Gueorgui Kolev
- XTGPS: Stata module to estimate Hoechle, Schmid, and Zimmermann's (2024) GPS regression model for analyzing asset returns

- Daniel Hoechle
- XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data

- Jiaqi Xiao, Yiannis Karavias, Vasilis Sarafidis, Artūras Juodis and Jan Ditzen
- XTGRAPH: Stata module to produce graphs of cross-sectional time series (xt) data

- Paul Seed
- XTHECKMANFE: Stata module to fit panel data models in the presence of endogeneity and selection

- Fernando Rios-Avila
- XTHRTEST: Stata module to perform Born & Breitung Bias-corrected HR-test for first order panel serial correlation

- Jesse Wursten