RANGESTAT: Stata module to generate statistics using observations within range

Robert Picard, Nicholas Cox and Roberto Ferrer ()

Statistical Software Components from Boston College Department of Economics

Abstract: rangestat calculates statistics for each observation using all observations where a numeric key variable is within the low and high bounds defined for the current observation. For panel data and time-series, rangestat can generate statistics over a rolling window of time. In addition to its built-in statistics, rangestat can apply user-supplied Mata functions.

Language: Stata
Requires: Stata version 11
Keywords: range; statistics; rolling window; moving window; smoothing (search for similar items in EconPapers)
Date: 2016-03-29, Revised 2017-05-11
Note: This module should be installed from within Stata by typing "ssc install rangestat". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/r/rangestat.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rangestat_run.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rangestat.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458161

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