| 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 |
8 |
10 |
10 |
10 |
26 |
34 |
34 |
34 |
| BOUNDEDUR: Stata module to perform unit root tests for bounded time series |
2 |
3 |
3 |
3 |
4 |
19 |
19 |
19 |
| CAUSTESTS: Stata module to implement seven Granger causality tests for multivariate time series |
4 |
5 |
5 |
5 |
8 |
12 |
12 |
12 |
| COINTSMALL: Stata module to test for cointegration with structural changes in very small sample |
1 |
4 |
4 |
4 |
7 |
25 |
25 |
25 |
| DPTEST: Stata module to perform multiple unit root and cointegration tests for I(2) processes |
12 |
12 |
12 |
12 |
44 |
44 |
44 |
44 |
| FBARDL: Stata module to perform Fourier Bootstrap Autoregressive Distributed Lag Model estimation |
1 |
5 |
5 |
5 |
7 |
13 |
13 |
13 |
| FBNARDL: Stata module to perform Fourier Bootstrap Nonlinear Autoregressive Distributed Lag estimation |
5 |
7 |
7 |
7 |
17 |
25 |
25 |
25 |
| FCOINT: Stata module to perform Fourier cointegration tests for time series with smooth structural breaks |
1 |
1 |
1 |
1 |
8 |
8 |
8 |
8 |
| FFROOT: Stata module to run all Fourier unit root and stationarity tests |
2 |
2 |
2 |
2 |
7 |
7 |
7 |
7 |
| FJCOINT: Stata module implementing Johansen-Fourier cointegration tests with smooth structural breaks |
0 |
0 |
0 |
0 |
4 |
4 |
4 |
4 |
| FQARDL: Stata module to perform Fourier Quantile Autoregressive Distributed Lag Model estimation |
4 |
4 |
4 |
4 |
13 |
19 |
19 |
19 |
| GARCHUR: Stata module to implement the trend-GARCH(1,1) unit root test with endogenous structural breaks |
0 |
3 |
3 |
3 |
4 |
10 |
10 |
10 |
| HATEMICOINT: Stata module to implement cointegration tests with two unknown regime shifts following the methodology of Hatemi-J (2008) |
1 |
8 |
8 |
8 |
6 |
36 |
36 |
36 |
| IVLPIRF2: Stata module to compute IV local-projection impulse-response functions with panel data and Driscoll-Kraay inference |
1 |
1 |
1 |
1 |
5 |
5 |
5 |
5 |
| KMTEST: Stata module to perform Tests of Linear and Logarithmic Transformations for Integrated Processes |
1 |
9 |
9 |
9 |
8 |
57 |
57 |
57 |
| LRMBOUNDS: Stata module implementing bounds approach to inference using the long-run multiplier (LRM) |
0 |
0 |
0 |
0 |
3 |
3 |
3 |
3 |
| MAKICOINT: Stata module to perform Maki (2012) cointegration test with multiple structural breaks |
3 |
18 |
18 |
18 |
10 |
77 |
77 |
77 |
| MTNARDL: Stata module to perform Bootstrap Multiple Threshold Nonlinear ARDL |
4 |
5 |
5 |
5 |
13 |
17 |
17 |
17 |
| MVARDLURT: Stata module to perform Multivariate ARDL Unit Root Test with Bootstrap Critical Values |
0 |
0 |
0 |
0 |
4 |
8 |
8 |
8 |
| PNARDL: Stata module to perform Panel Nonlinear ARDL (Panel NARDL) estimation |
3 |
12 |
12 |
12 |
13 |
30 |
30 |
30 |
| QADF: Stata module to perform the Quantile Autoregression (QAR) unit root test proposed by Koenker and Xiao (JASA, 2004) |
0 |
1 |
1 |
1 |
9 |
14 |
14 |
14 |
| QARDL: Stata module to perform Quantile Autoregressive Distributed-Lag (QARDL) estimation |
5 |
7 |
7 |
7 |
12 |
21 |
21 |
21 |
| RARDL: Stata module to perform Rolling-Window and Recursive ARDL Cointegration Analysis |
2 |
2 |
2 |
2 |
5 |
7 |
7 |
7 |
| RBFMVAR: Stata module to estimate the Residual-Based Fully Modified VAR (RBFM-VAR) model |
0 |
0 |
0 |
0 |
2 |
8 |
8 |
8 |
| REGPROJECT: Stata module to perform post-estimation projection and boundary analysis |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| TCA: Stata module to perform Transmission Channel Analysis for structural VAR models |
1 |
1 |
1 |
1 |
8 |
8 |
8 |
8 |
| TPTEST: Stata module to implement Universal Turning Point & Inflection Point Test |
1 |
1 |
1 |
1 |
13 |
13 |
13 |
13 |
| TWOSTEP_NARDL: Stata module providing Two-step estimation of the Nonlinear Autoregressive Distributed Lag (NARDL) |
3 |
3 |
3 |
3 |
14 |
14 |
14 |
14 |
| URSTAT: Stata module providing Comprehensive Unified Unit Root & Stationarity Testing |
1 |
1 |
1 |
1 |
5 |
5 |
5 |
5 |
| XTBHST: Stata module to implement bootstrap test for slope homogeneity in large panels |
1 |
1 |
1 |
1 |
8 |
8 |
8 |
8 |
| 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 |
2 |
2 |
2 |
21 |
30 |
30 |
30 |
| XTBREAKMODEL: Stata module to compute heterogeneous structural breaks in panel data models |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
2 |
| XTCADFCOINT: Stata module to perform Panel CADF cointegration test with structural breaks and cross-section dependence |
3 |
3 |
3 |
3 |
12 |
19 |
19 |
19 |
| XTCBC: Stata module to compute Coefficient-by-Coefficient Breaks in Panel Data Models |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
2 |
| XTCSDQ: Stata module to implement Tests of no cross-sectional error dependence in panel quantile regressions |
0 |
0 |
0 |
0 |
3 |
3 |
3 |
3 |
| XTCSPQARDL: Stata module to perform Cross-Sectionally Augmented Panel Quantile ARDL, Quantile CCE Mean Group, and Quantile CCE Pooled Mean Group Estimation |
0 |
1 |
1 |
1 |
7 |
10 |
10 |
10 |
| XTDHCOINT: Stata module to perform Durbin-Hausman panel cointegration tests |
2 |
7 |
7 |
7 |
12 |
24 |
24 |
24 |
| 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 |
3 |
3 |
3 |
3 |
| XTGETS: Stata module providing Panel General-to-Specific (GETS) Indicator Saturation for Structural Break Detection |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
| XTLMBREAK: Stata module to provide Panel LM cointegration test with multiple structural breaks |
0 |
0 |
0 |
0 |
4 |
4 |
4 |
4 |
| XTMISPANEL: Stata module to provide Comprehensive Missing Data Detection, Imputation and Diagnostics for Panel Data |
0 |
0 |
0 |
0 |
8 |
8 |
8 |
8 |
| XTPCAUS: Stata module to perform Panel Granger Causality Tests: Panel Fourier Toda-Yamamoto (PFTY) and Panel Quantile Causality (PQC) |
2 |
2 |
2 |
2 |
15 |
15 |
15 |
15 |
| XTPCMG: Stata module to implement Panel Cointegrating Polynomial Regressions: Group-Mean & Pooled FM-OLS |
0 |
0 |
0 |
0 |
7 |
7 |
7 |
7 |
| XTPMG: Stata module for estimation of nonstationary heterogeneous panels |
4 |
21 |
111 |
4,291 |
28 |
101 |
427 |
12,589 |
| XTPQARDL: Stata module to estimate Panel Quantile Autoregressive Distributed Lag (PQARDL) models |
1 |
4 |
4 |
4 |
28 |
41 |
41 |
41 |
| XTPQROOT: Stata module to provide Panel Quantile Unit Root Tests with Common Shocks & Structural Breaks |
1 |
1 |
1 |
1 |
8 |
8 |
8 |
8 |
| XTPRETEST: Stata module to provide a Comprehensive Panel Data Pre-Testing Suite |
1 |
1 |
1 |
1 |
13 |
13 |
13 |
13 |
| XTPUNITCOINT: Stata module to compute panel cointegration and stationarity tests with structural breaks and common factors |
0 |
0 |
0 |
0 |
7 |
7 |
7 |
7 |
| XTPVARCOINT: Stata module to perform Panel VAR Modeling with Cointegration, Structural Breaks, and Cross-Sectional Dependence |
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 |
8 |
8 |
8 |
8 |
| XTREC: Stata module to implement Panel unit root test based on recursive detrending (Westerlund 2015) |
1 |
1 |
1 |
1 |
8 |
8 |
8 |
8 |
| Total Software Items |
84 |
170 |
260 |
4,440 |
484 |
865 |
1,191 |
13,353 |
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