XTUTEST: Stata module to test for an inverse U-shaped (or U-shaped) relationship and estimate its turning point in heterogeneous panels with cross-sectional dependence

Yusuf, Yusuf Toyin

XTUTEST: Stata module to test for an inverse U-shaped (or U-shaped) relationship and estimate its turning point in heterogeneous panels with cross-sectional dependence

Yusuf Toyin Yusuf ()
Additional contact information
Yusuf Toyin Yusuf: Kwara State University

Statistical Software Components from Boston College Department of Economics

Abstract: For each unit i, xtutest estimates y_it = a_i + b1_i x_it + b2_ix_it^2 + c_i' w_it + d_i' zbar_t + e_it, where w are the controls and zbar_t are the cross-section averages of (y, x, x^2, w), which absorb unobserved common factors (common correlated effects; Pesaran 2006). The mean-group estimate is the average of the unit coefficients, and its variance is estimated from their dispersion (Pesaran and Smith 1995). Slopes may differ freely across units.

Language: Stata
Requires: Stata version 14
Keywords: panel data; cross-sectional dependence (search for similar items in EconPapers)
Date: 2026-10-21
Note: This module should be installed from within Stata by typing "ssc install xtutest". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
References: Add references at CitEc
Citations:

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459942

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().