Statistical Software Components
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- 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
- XTGLS2: Stata module to estimate GLS estimator for large N, small T panel data models

- Hoàng Bá Mạnh
- 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
- XTLSDVC: Stata module to estimate bias corrected LSDV dynamic panel data models

- Giovanni Bruno
- XTMG: Stata module to estimate panel time series models with heterogeneous slopes

- Markus Eberhardt
- XTMIPOLATEU: Stata module to replace missing values in a time series, two- or multidimensional varlist with interpolated (extrapolated) ones

- Ilya Bolotov
- XTMIS: Stata module to report missing observations for each variable in xt data

- Minh Nguyen
- XTMIXED_CORR: Stata module to compute model-implied intracluster correlations after xtmixed

- Roberto G. Gutierrez
- XTMIXEDIOU: Stata module to estimate Linear mixed effects Integrated Ornstein-Uhlenbeck model

- Rachael Hughes
- XTMOD: Stata module to analyze and display interactions based on time-series data

- Daniel Seifert
- XTMORAN: Stata module to calculate Moran's I and Moran's Ii statistics for panel data and displaying a Moran scatterplot

- Chen Zihou, Liu Xiangge and Xu Jiahui
- XTMRHO: Stata module to calculate intra-class correlations after xtmixed

- Lars Kroll
- XTNONDYNTHRESHSFA: Stata module to estimate Threshold Effects in Non-Dynamic Panel Data Stochastic Frontier Models

- Ibrahima Diallo
- XTNPTIMEVAR: Stata module to estimate non-parametric time-varying coefficients panel data models with fixed effects

- Ibrahima Diallo
- XTNUMFAC: Stata module to estimate the number of factors in panel data

- Jan Ditzen and Simon Reese
- XTOOS: Stata module for evaluating the out-of-sample prediction performance of panel-data models

- Alfonso Ugarte-Ruiz
- XTOVERID: Stata module to calculate tests of overidentifying restrictions after xtreg, xtivreg, xtivreg2, xthtaylor

- Mark Schaffer and Steven Stillman
- XTPATTERN: Stata module to generate code showing pattern of xt data

- Nicholas Cox