Access Statistics for Merwan Roudane

Author contact details at EconPapers.

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
AARDL: Stata module to perform Augmented ARDL Cointegration Analysis 2 2 2 2 8 8 8 8
BOUNDEDUR: Stata module to perform unit root tests for bounded time series 1 1 1 1 15 15 15 15
CAUSTESTS: Stata module to implement seven Granger causality tests for multivariate time series 1 1 1 1 4 4 4 4
COINTSMALL: Stata module to test for cointegration with structural changes in very small sample 3 3 3 3 18 18 18 18
FBARDL: Stata module to perform Fourier Bootstrap Autoregressive Distributed Lag Model estimation 4 4 4 4 6 6 6 6
FBNARDL: Stata module to perform Fourier Bootstrap Nonlinear Autoregressive Distributed Lag estimation 2 2 2 2 8 8 8 8
FQARDL: Stata module to perform Fourier Quantile Autoregressive Distributed Lag Model estimation 0 0 0 0 6 6 6 6
GARCHUR: Stata module to implement the trend-GARCH(1,1) unit root test with endogenous structural breaks 3 3 3 3 6 6 6 6
HATEMICOINT: Stata module to implement cointegration tests with two unknown regime shifts following the methodology of Hatemi-J (2008) 7 7 7 7 30 30 30 30
KMTEST: Stata module to perform Tests of Linear and Logarithmic Transformations for Integrated Processes 2 8 8 8 18 49 49 49
MAKICOINT: Stata module to perform Maki (2012) cointegration test with multiple structural breaks 15 15 15 15 67 67 67 67
MTNARDL: Stata module to perform Bootstrap Multiple Threshold Nonlinear ARDL 1 1 1 1 4 4 4 4
MVARDLURT: Stata module to perform Multivariate ARDL Unit Root Test with Bootstrap Critical Values 0 0 0 0 4 4 4 4
PNARDL: Stata module to perform Panel Nonlinear ARDL (Panel NARDL) estimation 9 9 9 9 17 17 17 17
QADF: Stata module to perform the Quantile Autoregression (QAR) unit root test proposed by Koenker and Xiao (JASA, 2004) 1 1 1 1 5 5 5 5
QARDL: Stata module to perform Quantile Autoregressive Distributed-Lag (QARDL) estimation 2 2 2 2 9 9 9 9
RARDL: Stata module to perform Rolling-Window and Recursive ARDL Cointegration Analysis 0 0 0 0 2 2 2 2
RBFMVAR: Stata module to estimate the Residual-Based Fully Modified VAR (RBFM-VAR) model 0 0 0 0 6 6 6 6
TPTEST: Stata module to implement Universal Turning Point & Inflection Point Test 0 0 0 0 0 0 0 0
XTBHST: Stata module to implement bootstrap test for slope homogeneity in large panels 0 0 0 0 0 0 0 0
XTBREAKCOINT: Stata module to implement the panel cointegration test with structural breaks developed by Banerjee and Carrion-i-Silvestre (2015, Journal of Applied Econometrics) 1 1 1 1 9 9 9 9
XTCADFCOINT: Stata module to perform Panel CADF cointegration test with structural breaks and cross-section dependence 0 0 0 0 7 7 7 7
XTCSPQARDL: Stata module to perform Cross-Sectionally Augmented Panel Quantile ARDL, Quantile CCE Mean Group, and Quantile CCE Pooled Mean Group Estimation 1 1 1 1 3 3 3 3
XTDHCOINT: Stata module to perform Durbin-Hausman panel cointegration tests 5 5 5 5 12 12 12 12
XTFIFEVD: Stata module to implement Fixed Effects Filtered & Vector Decomposition Estimation for Time-Invariant and Rarely Changing Variables in Panel Data with Unit Fixed Effects 0 0 0 0 0 0 0 0
XTPCMG: Stata module to implement Panel Cointegrating Polynomial Regressions: Group-Mean & Pooled FM-OLS 0 0 0 0 0 0 0 0
XTPMG: Stata module for estimation of nonstationary heterogeneous panels 9 26 124 4,287 32 111 454 12,561
XTPQARDL: Stata module to estimate Panel Quantile Autoregressive Distributed Lag (PQARDL) models 3 3 3 3 13 13 13 13
XTPRETEST: Stata module to provide a Comprehensive Panel Data Pre-Testing Suite 0 0 0 0 0 0 0 0
XTQSH: Stata module to implement Quantile Regression Slope Homogeneity Test for Panel Data 0 0 0 0 0 0 0 0
Total Software Items 72 95 193 4,356 309 419 762 12,869

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Statistics updated 2026-03-04