Statistical Software Components

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XTPDLIB: Stata module to provide a library of second-generation panel data tests

Merwan Roudane

XTPDYN: Stata module to estimate dynamic random effects probit model with unobserved heterogeneity

Raffaele Grotti and Giorgio Cutuli

XTPEDRONI: Stata module to perform Pedroni's panel cointegration tests and Panel Dynamic OLS estimation

Timothy Neal

XTPFARDL: Stata module to provide Fourier-augmented panel ARDL / CS-ARDL estimator

Merwan Roudane

XTPMG: Stata module for estimation of nonstationary heterogeneous panels

Edward Blackburne, Mark Frank and Merwan Roudane

XTPQARDL: Stata module to estimate Panel Quantile Autoregressive Distributed Lag (PQARDL) models

Merwan Roudane

XTPQCS: Stata module to estimate Panel Quantile Regression with Common Shocks

Merwan Roudane

XTPQML: Stata module to estimate Fixed-effects Poisson (Quasi-ML) regression with robust standard errors

Tim Simcoe

XTPQROOT: Stata module to provide Panel Quantile Unit Root Tests with Common Shocks & Structural Breaks

Merwan Roudane

XTPRAISK: Stata module to perform Prais-Winsten regression with AR(k) errors and panel-corrected standard errors

Ariel Linden

XTPRETEST: Stata module to provide a Comprehensive Panel Data Pre-Testing Suite

Merwan Roudane

XTPROBITUNBAL: Stata module to estimate Dynamic Probit Random Effects Models with Unbalanced Panels

Pedro Albarran, Raquel Carrasco and Jesus Carro

XTPSSE: Stata module to estimate a conditional fixed-effects Poisson panel regression

Marinho Bertanha

XTPUNITCOINT: Stata module to compute panel cointegration and stationarity tests with structural breaks and common factors

Merwan Roudane

XTPVARCOINT: Stata module to perform Panel VAR Modeling with Cointegration, Structural Breaks, and Cross-Sectional Dependence

Merwan Roudane

XTQPTEST: Stata module to perform Born & Breitung Bias-corrected LM-based test for serial correlation

Jesse Wursten

XTQREG: Stata module to compute quantile regression with fixed effects

José António Machado and João Santos Silva

XTQRPLOT: Stata module to compute entity-specific marginal effects from panel quantile regression

Noman Arshed

XTQSH: Stata module to implement Quantile Regression Slope Homogeneity Test for Panel Data

Merwan Roudane

XTQUANTILEBREAK: Stata module to perform shrinkage quantile regression for panel data with multiple structural breaks

Merwan Roudane

XTREC: Stata module to implement Panel unit root test based on recursive detrending (Westerlund 2015)

Merwan Roudane

XTREGAM: Stata module to estimate Amemiya Random-Effects Panel Data: Ridge and Weighted Regression

Emad Shehata

XTREGBEM: Stata module to estimate Between-Effects Panel Data: Ridge and Weighted Regression

Emad Shehata

XTREGBN: Stata module to estimate Balestra-Nerlove Random-Effects Panel Data: Ridge and Weighted Regression

Emad Shehata

XTREGCLUSTER: Stata module to estimate partially heterogeneous linear panel data with fixed effects

Demetris Christodoulou and Vasilis Sarafidis

XTREGDHP: Stata module to estimate Han-Philips (2010) Linear Dynamic Panel Data Regression

Emad Shehata

XTREGFEM: Stata module to estimate Fixed-Effects Panel Data: Ridge and Weighted Regression

Emad Shehata

XTREGHET: Stata module to estimate MLE Random-Effects with Multiplicative Heteroscedasticity Panel Data Regression

Emad Shehata

XTREGMLE: Stata module to estimate Trevor Breusch MLE Random-Effects Panel Data: Ridge and Weighted Regression

Emad Shehata

XTREGRE2: Stata module to estimate random effects model with weights

Scott Merryman

XTREGREM: Stata module to estimate Fuller-Battese GLS Random-Effects Panel Data: Ridge and Weighted Regression

Emad Shehata

XTREGSAM: Stata module to estimate Swamy-Arora Random-Effects Panel Data: Ridge and Weighted Regression

Emad Shehata

XTREGTWO: Stata module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects

Harold Chiang, Bruce Hansen and Yuya Sasaki

XTREGWEM: Stata module to estimate Within-Effects Panel Data: Ridge and Weighted Regression

Emad Shehata

XTREGWHM: Stata module to estimate Wallace-Hussain Random-Effects Panel Data: Ridge and Weighted Regression

Emad Shehata

XTREVU: Stata module to reverse the order of values of time series and panel data variables

Ilya Bolotov

XTROBREG: Stata module providing pairwise-differences and first-differences robust regression estimators

Ben Jann and Vincenzo Verardi

XTSCC: Stata module to calculate robust standard errors for panels with cross-sectional dependence

Daniel Hoechle

XTSEL: Stata module for selection of variables and specification in a panel-data framework

Alfonso Ugarte-Ruiz

XTSELFE: Stata module to estimate fixed-effects panel-data models with sample selection

Chirok Han and Goeun Lee

XTSEMIPAR: Stata module to compute Semiparametric Fixed-Effects Estimator of Baltagi and Li

François Libois and Vincenzo Verardi

XTSEQREG: Stata module to perform sequential estimation of linear panel data models

Sebastian Kripfganz

XTSERIALPM: Stata module to perform a portmanteau test for serial correlation in panel data

Koen Jochmans and Vincenzo Verardi

XTSFKK: Stata module to estimate endogenous panel stochastic frontier models in the style of Karakaplan and Kutlu

Mustafa Karakaplan

XTSPJ: Stata module for split-panel jackknife estimation

Yutao Sun and Geert Dhaene

XTSS: Stata module to estimate (S,s) rule regression models for panel data

David Vincent

XTSTFETCHCOVID19: Stata module to Download COVID-19 Datasets from the COVID-19 Data Hub

Ibrahima Diallo

XTSTGATHERCOVID19: Stata module to Download COVID-19 Data from Our World in Data

Ibrahima Diallo

XTSUM2DOCX: Stata module to report summary statistics of panel data to a formatted table in the DOCX format

Futoshi Narita

XTSUR: Stata module to estimate seemingly unrelated regression model on unbalanced panel data

Minh Nguyen