Statistical Software Components

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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
XTHST: Stata module to test slope homogeneity in large panels: Jan Ditzen and Tore Bersvendsen
XTHYBRID: Stata module to estimate hybrid and correlated random effect (Mundlak) models within the framework of generalized linear mixed models (GLMM): Francisco (Paco) Perales and Reinhard Schunck
XTIDT: Stata module to compute Identification Variables in Panel Data: Emad Shehata
XTILE2: Stata module to create a new variable that categorizes exp by its quantiles: Zhiqiang Wang
XTILETEST: Stata module to test equality of percentiles across groups of observations: Christopher Baum
XTIMPORTU: Stata module to import monthly, quarterly, half-yearly or yearly time series and panel data as panelvar timevar valuevar from a supported file format to memory or a file: Ilya Bolotov
XTINE: Stata module to calculate percentile and quantile for a numeric variable: Christine Cook
XTISTEST: Stata module to perform Portmanteau test for panel serial correlation: Jesse Wursten
XTITSA: Stata module for performing interrupted time-series analysis for panel data: Ariel Linden
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models: Sebastian Kripfganz and Vasilis Sarafidis
XTIVREG28: Stata module to perform extended IV/2SLS, GMM and AC/HAC, LIML and k-class regression for panel data models (version 8): Mark Schaffer
XTIVREG2: Stata module to perform extended IV/2SLS, GMM and AC/HAC, LIML and k-class regression for panel data models: Mark Schaffer
XTKR: Stata module to implement the Keane and Runkle estimator for dynamic panel data models: Timothy Neal and Michael Keane
XTLOGLIN: Stata module to perform robust Lagrange multiplier test of linear and log-linear models against Box-Cox alternatives after regress or xtreg: David Vincent