Statistical Software Components

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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
XTKPYBREAK: Stata module to perform CCE estimation under non-stationary common factors and multiple structural breaks in non-stationary heterogeneous panels: Merwan Roudane
XTKR: Stata module to implement the Keane and Runkle estimator for dynamic panel data models: Timothy Neal and Michael Keane
XTKUMBLIENHARD: Stata module to Estimate Generalized Four-Component Panel Data Stochastic Frontier Models: Ibrahima Diallo
XTLMBREAK: Stata module to provide Panel LM cointegration test with multiple structural breaks: Merwan Roudane
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
XTLONGESTIM: Stata module providing long-run and mean-coefficient estimators with small-T bias correction for dynamic heterogeneous panels: Merwan Roudane
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
XTMISPANEL: Stata module to provide Comprehensive Missing Data Detection, Imputation and Diagnostics for Panel Data: Merwan Roudane
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
XTMIXEDROOT: Stata module to compute the fraction of nonstationary (unit-root) units in a mixed panel: the Ng (2008) estimator with Westerlund (2016) bias-adjusted fixed-T inference: Merwan Roudane
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
XTMULTICOINTGRAT: Stata module for panel multicointegration testing with cross-section independence or approximate common factors: Merwan Roudane
XTMUNITROOT: Stata module providing fixed-T panel unit root tests with missing values: Merwan Roudane
XTNONDYNTHRESHSFA: Stata module to estimate Threshold Effects in Non-Dynamic Panel Data Stochastic Frontier Models: Ibrahima Diallo
XTNONLINCOINT: Stata module providing nonlinear panel cointegration tests robust to structural breaks and cross-sectional dependence: Merwan Roudane
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
XTOUTLIERS: Stata module providing outlier detection and robust estimation for panel data: Merwan Roudane
XTOVERID: Stata module to calculate tests of overidentifying restrictions after xtreg, xtivreg, xtivreg2, xthtaylor: Mark Schaffer and Steven Stillman
XTPANELCOINT: Stata module to perform panel cointegration and multiple long-run relations estimation: Merwan Roudane
XTPATTERN: Stata module to generate code showing pattern of xt data: Nicholas Cox
XTPATTERNVAR: Stata module to generate string variable describing panel patterns: Nicholas Cox
XTPCAUS: Stata module to perform Panel Granger Causality Tests: Panel Fourier Toda-Yamamoto (PFTY) and Panel Quantile Causality (PQC): Merwan Roudane
XTPCMG: Stata module to implement Panel Cointegrating Polynomial Regressions: Group-Mean & Pooled FM-OLS: Merwan Roudane
XTPDLIB: Stata module to provide a library of second-generation panel data tests: Merwan Roudane
XTPDROOT: Stata module to perform second-generation panel unit-root and stationarity tests robust to cross-sectional dependence: 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
XTPQCCE: Stata module providing panel quantile CCE mean-group estimators (QCCEMG & CCEMG-CSQR): 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