Statistical Software Components

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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
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