Statistical Software Components

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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
XTBALFRONT: Stata module to trade-off frontier diagnostics and balanced-subsample selection for unbalanced panel data: Noman Arshed
XTBCFE: Stata module to perform bootstrap-corrected Fixed Effects estimation and inference in dynamic panel models: Ignace De Vos, Ilse Ruyssen and Gerdie Everaert
XTBCHPANEL: Stata module implementing Bias-corrected mean-group long-run estimators for dynamic heterogeneous panels (ARDL), with an optional climate-deviation mode: Merwan Roudane
XTBESTCCE: Stata module to compute Bootstrap-Enhanced Common Correlated Effects for panel data with distinct correlated factors: Merwan Roudane
XTBETARK: Stata module for computing beta regression with AR(k) errors for proportion/rate outcomes, by joint conditional maximum likelihood, with panel-corrected standard errors: Ariel Linden
XTBFKBREAK: Stata module to estimate common structural breaks in heterogeneous panels with correlated common effects and (optionally) endogenous regressors: Merwan Roudane
XTBHST: Stata module to implement bootstrap test for slope homogeneity in large panels: Merwan Roudane
XTBREAK: Stata module for detecting and dating multiple structural breaks in time series and panel data: Jan Ditzen, Yiannis Karavias and Joakim Westerlund
XTBREAKCOINT: Stata module to implement the panel cointegration test with structural breaks developed by Banerjee and Carrion-i-Silvestre (2015, Journal of Applied Econometrics): Merwan Roudane
XTBREAKMODEL: Stata module to compute heterogeneous structural breaks in panel data models: Merwan Roudane
XTBUNITROOT: Stata module to perform unit root tests for panel data with structural breaks: Pengyu Chen and Yiannis Karavias
XTCADFCOINT: Stata module to perform Panel CADF cointegration test with structural breaks and cross-section dependence: Merwan Roudane
XTCAEC: Stata module to estimate heterogeneous error correction models in cross-sectional dependent panel data: Korbinian Nagel
XTCBC: Stata module to compute Coefficient-by-Coefficient Breaks in Panel Data Models: Merwan Roudane
XTCCE: Stata module to implement the Common Correlated Effects estimator: Timothy Neal
XTCCECOINT: Stata module to perform Panel CCE Cointegration Test (Banerjee & Carrion-i-Silvestre, 2017): Merwan Roudane
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
XTCOMBREAK: Stata module to estimate the common break date with a confidence interval (Bai 2010) and test whether the break really is common across units (Jiang and Kurozumi 2026): Merwan Roudane
XTCSB: Stata module to compute Multifactor cross-sectionally augmented panel unit root tests of CIPS* and CSB (Pesaran, Smith & Yamagata 2013): Merwan Roudane
XTCSD: Stata module to test for cross-sectional dependence in panel data models: Rafael De Hoyos and Vasilis Sarafidis
XTCSDQ: Stata module to implement Tests of no cross-sectional error dependence in panel quantile regressions: Merwan Roudane
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
XTCSNARDL: Stata module to estimate Cross-Sectionally Augmented Panel Nonlinear ARDL (CS-NARDL): Merwan Roudane
XTCSPQARDL: Stata module to perform Cross-Sectionally Augmented Panel Quantile ARDL, Quantile CCE Mean Group, and Quantile CCE Pooled Mean Group Estimation: Merwan Roudane
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
XTDHCOINT: Stata module to perform Durbin-Hausman panel cointegration tests: Merwan Roudane
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
XTDPTHRESH: Stata module to estimate Dynamic Panel Threshold Model with Endogeneity: Duy Chinh Nguyen and Nhat Duy Lai
XTDYNESTIMB: Stata module implementing dynamic linear panel-data estimators robust to structural breaks, long-T overidentification, and error cross-sectional dependence: Merwan Roudane
XTDYNTEST: Stata module to perform specification tests after dynamic panel-data GMM estimation: Merwan Roudane
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
XTFACTORTEST: Stata module to compute specification tests for heterogeneous panel data models with interactive (multifactor) error effects: Merwan Roudane