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

Merwan Roudane ()

Statistical Software Components from Boston College Department of Economics

Abstract: xtpdlib is a Stata library that brings several modern panel time-series tests - accounting for cross-section dependence, structural shifts and heterogeneity - from Saban Nazlioglu's GAUSS TSPDLIB into Stata, with journal-quality output tables, publication-style graphs, and fully cross-linked help.

Language: Stata
Requires: Stata version 14
Keywords: panel data; time series tests; structural shifts; cross-section dependence (search for similar items in EconPapers)
Date: 2026-06-10
Note: This module should be installed from within Stata by typing "ssc install xtpdlib". 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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/x/xtcipsm.ado
http://fmwww.bc.edu/repec/bocode/x/xtfpss.ado
http://fmwww.bc.edu/repec/bocode/x/xtpgc.ado
http://fmwww.bc.edu/repec/bocode/x/xtcipsm.sthlp
http://fmwww.bc.edu/repec/bocode/x/xtfpss.sthlp
http://fmwww.bc.edu/repec/bocode/x/xtpdlib.sthlp
http://fmwww.bc.edu/repec/bocode/x/xtpgc.sthlp

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