| 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 |
1 |
11 |
25 |
25 |
5 |
40 |
118 |
118 |
| ARDLDML: Stata module to perform DML-Bounds: ARDL bounds testing for cointegration with many persistent controls |
1 |
1 |
1 |
1 |
5 |
5 |
5 |
5 |
| ASYCAUS: Stata module to provide Asymmetric Granger-Causality Suite |
0 |
2 |
2 |
2 |
3 |
22 |
29 |
29 |
| BOOTUR: Stata module to perform bootstrap unit root tests for single series, multiple series and panels |
0 |
0 |
0 |
0 |
3 |
6 |
6 |
6 |
| BOUNDEDUR: Stata module to perform unit root tests for bounded time series |
0 |
0 |
4 |
4 |
1 |
6 |
32 |
32 |
| BOUNDEDUROOT: Stata module to perform unit-root and level-shift tests for bounded time series |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
3 |
| CAUSALIMPACT: Stata module to evaluate the Causal impact of an intervention on a time series using a Bayesian structural time-series model |
0 |
0 |
0 |
0 |
7 |
7 |
7 |
7 |
| CAUSTESTS: Stata module to implement seven Granger causality tests for multivariate time series |
0 |
0 |
7 |
7 |
5 |
17 |
46 |
46 |
| COBREAKCOINT: Stata module to perform Quasi-Likelihood Ratio Tests for Cointegration, Cobreaking, and Cotrending |
0 |
0 |
1 |
1 |
0 |
4 |
11 |
11 |
| COINTSMALL: Stata module to test for cointegration with structural changes in very small sample |
0 |
0 |
6 |
6 |
2 |
8 |
47 |
47 |
| CUPFM: Stata module to estimate Panel Cointegration with Common Factors models |
2 |
4 |
6 |
6 |
4 |
22 |
46 |
46 |
| DNQR: Stata module to perform Dynamic Network Quantile Regression |
0 |
1 |
1 |
1 |
0 |
12 |
18 |
18 |
| DPTEST: Stata module to perform multiple unit root and cointegration tests for I(2) processes |
0 |
0 |
15 |
15 |
4 |
10 |
91 |
91 |
| FBARDL: Stata module to perform Fourier Bootstrap Autoregressive Distributed Lag Model estimation |
0 |
1 |
9 |
9 |
2 |
8 |
41 |
41 |
| FBNARDL: Stata module to perform Fourier Bootstrap Nonlinear Autoregressive Distributed Lag estimation |
0 |
2 |
11 |
11 |
10 |
18 |
68 |
68 |
| FCOINT: Stata module to perform Fourier cointegration tests for time series with smooth structural breaks |
3 |
4 |
9 |
9 |
5 |
12 |
38 |
38 |
| FFRALS: Stata module to provide Flexible-Fourier LM unit-root test with RALS and factor (RALS2) augmentation for non-normal errors |
0 |
0 |
0 |
0 |
7 |
10 |
10 |
10 |
| FFROOT: Stata module to run all Fourier unit root and stationarity tests |
0 |
3 |
6 |
6 |
4 |
17 |
35 |
35 |
| FJCOINT: Stata module implementing Johansen-Fourier cointegration tests with smooth structural breaks |
1 |
1 |
1 |
1 |
2 |
4 |
15 |
15 |
| FLEXUR: Stata module to provide flexible unit-root, stationarity and variance-break tests for time series |
1 |
2 |
2 |
2 |
4 |
7 |
7 |
7 |
| FOURIERUR: Stata module for Flexible Fourier Form unit root and stationarity tests |
1 |
4 |
4 |
4 |
5 |
18 |
22 |
22 |
| FQARDL: Stata module to perform Fourier Quantile Autoregressive Distributed Lag Model estimation |
0 |
4 |
9 |
9 |
5 |
21 |
65 |
65 |
| GARCHUR: Stata module to implement the trend-GARCH(1,1) unit root test with endogenous structural breaks |
0 |
0 |
3 |
3 |
0 |
1 |
14 |
14 |
| GVAR: Stata module to fit and solve Global VAR models |
0 |
0 |
0 |
0 |
7 |
7 |
7 |
7 |
| HATEMICOINT: Stata module to implement cointegration tests with two unknown regime shifts following the methodology of Hatemi-J (2008) |
0 |
3 |
12 |
12 |
1 |
6 |
50 |
50 |
| HPCM: Stata module compting Hosoya (2001) partial measures of causality by one-way-effect elimination |
0 |
0 |
0 |
0 |
1 |
6 |
6 |
6 |
| IVLPIRF2: Stata module to compute IV local-projection impulse-response functions with panel data and Driscoll-Kraay inference |
2 |
7 |
11 |
11 |
5 |
19 |
40 |
40 |
| KMTEST: Stata module to perform Tests of Linear and Logarithmic Transformations for Integrated Processes |
0 |
0 |
9 |
9 |
1 |
3 |
66 |
66 |
| LRMBOUNDS: Stata module implementing bounds approach to inference using the long-run multiplier (LRM) |
0 |
0 |
1 |
1 |
0 |
1 |
9 |
9 |
| LWAVELET: Stata module providing Wavelet analysis for time series |
1 |
9 |
13 |
13 |
8 |
42 |
57 |
57 |
| MAKICOINT: Stata module to perform Maki (2012) cointegration test with multiple structural breaks |
1 |
3 |
24 |
24 |
5 |
11 |
99 |
99 |
| MIXI01: Stata module providing econometric methods for systems mixing I(0) and I(1) variables |
0 |
0 |
0 |
0 |
2 |
10 |
20 |
20 |
| MIXI12: Stata module for cointegration analysis of systems containing both I(1) and I(2) variables |
0 |
1 |
1 |
1 |
0 |
8 |
18 |
18 |
| MMQREG: Stata module to estimate MM-Quantile Regression with Decomposed Split-Panel Jackknife and Visualization |
9 |
29 |
182 |
1,474 |
36 |
122 |
693 |
4,595 |
| MMQRTEST: Stata module to provide specification and diagnostic tests for MM-QR location-scale panel quantile models (Machado and Santos Silva 2019; Canay 2011) |
3 |
7 |
7 |
7 |
6 |
28 |
28 |
28 |
| MTNARDL: Stata module to perform Bootstrap Multiple Threshold Nonlinear ARDL |
2 |
9 |
19 |
19 |
16 |
56 |
92 |
92 |
| MULTICOINT: Stata module to estimate and test multicointegrated time-series in the sense of Granger-Lee (1989, 1990) |
0 |
0 |
0 |
0 |
0 |
4 |
10 |
10 |
| MVARDLURT: Stata module to perform Multivariate ARDL Unit Root Test with Bootstrap Critical Values |
2 |
2 |
2 |
2 |
3 |
6 |
20 |
20 |
| PNARDL: Stata module to perform Panel Nonlinear ARDL (Panel NARDL) estimation |
3 |
8 |
31 |
31 |
11 |
34 |
108 |
108 |
| POWER_ONEMEAN_RTM: Stata module to compute power for a regression to the mean-adjusted one-sample mean test |
0 |
0 |
0 |
0 |
6 |
6 |
6 |
6 |
| QADF: Stata module to perform the Quantile Autoregression (QAR) unit root test proposed by Koenker and Xiao (JASA, 2004) |
1 |
4 |
5 |
5 |
3 |
21 |
50 |
50 |
| QARDL: Stata module to perform Quantile Autoregressive Distributed-Lag (QARDL) estimation |
0 |
8 |
23 |
23 |
5 |
30 |
80 |
80 |
| QCOINTLIB: Stata module to provide library of quantile cointegration tests and estimators |
1 |
2 |
2 |
2 |
6 |
18 |
21 |
21 |
| QNARDL: Stata module to estimate Quantile Nonlinear Autoregressive Distributed Lag model of Cho, Greenwood-Nimmo, Kim and Shin |
2 |
4 |
4 |
4 |
9 |
23 |
23 |
23 |
| QQR: Stata module to estimate Bivariate Quantile-on-Quantile Regression (Sim & Zhou 2015) |
0 |
1 |
1 |
1 |
6 |
15 |
15 |
15 |
| QUASICOINT: Stata module to perform Quasi-Cointegration Analysis without Unit Roots |
0 |
0 |
0 |
0 |
1 |
9 |
19 |
19 |
| QVAR: Stata module to perform Quantile Vector Autoregression |
2 |
2 |
4 |
4 |
5 |
22 |
34 |
34 |
| RALS: Stata module to perform Residual Augmented Least Squares unit-root and cointegration tests |
0 |
0 |
2 |
2 |
16 |
25 |
37 |
37 |
| RARDL: Stata module to perform Rolling-Window and Recursive ARDL Cointegration Analysis |
0 |
0 |
3 |
3 |
0 |
4 |
19 |
19 |
| RBFMVAR: Stata module to estimate the Residual-Based Fully Modified VAR (RBFM-VAR) model |
0 |
0 |
0 |
0 |
0 |
3 |
12 |
12 |
| REGBREAK: Stata module to provide estimation and inference for structural breaks in the coefficients and error variance of a linear regression |
0 |
0 |
0 |
0 |
3 |
9 |
9 |
9 |
| REGPROJECT: Stata module to perform post-estimation projection and boundary analysis |
0 |
0 |
2 |
2 |
0 |
5 |
22 |
22 |
| SEGMCOINT: Stata module to provide tests for segmented cointegration (cointegration holding only over part of the sample) |
0 |
0 |
0 |
0 |
2 |
5 |
5 |
5 |
| TARUR: Stata module to perform nonlinear unit-root, cointegration, and linearity tests with embedded critical values and automatic decisions |
0 |
1 |
1 |
1 |
0 |
11 |
19 |
19 |
| TCA: Stata module to perform Transmission Channel Analysis for structural VAR models |
0 |
0 |
2 |
2 |
0 |
6 |
22 |
22 |
| THRESHCOINT: Stata module to execute threshold cointegration tests and models |
0 |
0 |
0 |
0 |
4 |
17 |
26 |
26 |
| TNARDLL: Stata module to estimate Threshold (Nonlinear) Autoregressive Distributed Lag model |
0 |
1 |
1 |
1 |
7 |
21 |
21 |
21 |
| TOTIMPACT: Stata module to compute total impact effects in time series regressions |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
2 |
| TPTEST: Stata module to implement Universal Turning Point & Inflection Point Test |
0 |
2 |
3 |
3 |
6 |
17 |
51 |
51 |
| TSADVROOT: Stata module providing advanced time-series unit-root tests |
0 |
1 |
1 |
1 |
2 |
14 |
14 |
14 |
| TWOSTEP_NARDL: Stata module providing Two-step estimation of the Nonlinear Autoregressive Distributed Lag (NARDL) |
3 |
10 |
33 |
33 |
17 |
44 |
115 |
115 |
| URSTAT: Stata module providing Comprehensive Unified Unit Root & Stationarity Testing |
0 |
0 |
1 |
1 |
3 |
24 |
41 |
41 |
| URVOL: Stata module to compute Unit-root tests robust to non-stationary (time-varying) volatility |
0 |
1 |
1 |
1 |
0 |
7 |
7 |
7 |
| WAVENARDL: Stata module estimating Wavelet-based Nonlinear ARDL (W-NARDL) model (Jammazi, Lahiani & Nguyen, 2015) |
0 |
2 |
2 |
2 |
1 |
10 |
10 |
10 |
| XTASYM: Stata module to analyze directional asymmetry with panel data: partial sums, diagnostics and graphics |
0 |
0 |
0 |
0 |
4 |
4 |
4 |
4 |
| XTBCHPANEL: Stata module implementing Bias-corrected mean-group long-run estimators for dynamic heterogeneous panels (ARDL), with an optional climate-deviation mode |
0 |
0 |
0 |
0 |
2 |
11 |
11 |
11 |
| XTBESTCCE: Stata module to compute Bootstrap-Enhanced Common Correlated Effects for panel data with distinct correlated factors |
0 |
0 |
0 |
0 |
1 |
4 |
9 |
9 |
| XTBFKBREAK: Stata module to estimate common structural breaks in heterogeneous panels with correlated common effects and (optionally) endogenous regressors |
1 |
1 |
1 |
1 |
2 |
7 |
7 |
7 |
| XTBHST: Stata module to implement bootstrap test for slope homogeneity in large panels |
0 |
1 |
3 |
3 |
4 |
9 |
25 |
25 |
| 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 |
4 |
8 |
8 |
4 |
13 |
62 |
62 |
| XTBREAKMODEL: Stata module to compute heterogeneous structural breaks in panel data models |
0 |
0 |
0 |
0 |
0 |
6 |
21 |
21 |
| XTCADFCOINT: Stata module to perform Panel CADF cointegration test with structural breaks and cross-section dependence |
1 |
2 |
7 |
7 |
4 |
8 |
60 |
60 |
| XTCBC: Stata module to compute Coefficient-by-Coefficient Breaks in Panel Data Models |
0 |
0 |
0 |
0 |
0 |
3 |
19 |
19 |
| XTCCECOINT: Stata module to perform Panel CCE Cointegration Test (Banerjee & Carrion-i-Silvestre, 2017) |
0 |
4 |
5 |
5 |
7 |
16 |
24 |
24 |
| XTCOMBREAK: Stata module to estimate the common break date with a confidence interval (Bai 2010) and test whether the break really is common across units (Jiang and Kurozumi 2026) |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
4 |
| XTCSB: Stata module to compute Multifactor cross-sectionally augmented panel unit root tests of CIPS* and CSB (Pesaran, Smith & Yamagata 2013) |
1 |
5 |
5 |
5 |
6 |
15 |
22 |
22 |
| XTCSDQ: Stata module to implement Tests of no cross-sectional error dependence in panel quantile regressions |
0 |
1 |
3 |
3 |
3 |
7 |
23 |
23 |
| XTCSNARDL: Stata module to estimate Cross-Sectionally Augmented Panel Nonlinear ARDL (CS-NARDL) |
1 |
4 |
4 |
4 |
3 |
14 |
14 |
14 |
| XTCSPQARDL: Stata module to perform Cross-Sectionally Augmented Panel Quantile ARDL, Quantile CCE Mean Group, and Quantile CCE Pooled Mean Group Estimation |
1 |
6 |
11 |
11 |
11 |
30 |
74 |
74 |
| XTDHCOINT: Stata module to perform Durbin-Hausman panel cointegration tests |
2 |
3 |
15 |
15 |
10 |
29 |
74 |
74 |
| XTDYNESTIMB: Stata module implementing dynamic linear panel-data estimators robust to structural breaks, long-T overidentification, and error cross-sectional dependence |
0 |
1 |
1 |
1 |
4 |
14 |
14 |
14 |
| XTDYNTEST: Stata module to perform specification tests after dynamic panel-data GMM estimation |
0 |
2 |
2 |
2 |
0 |
7 |
7 |
7 |
| XTFACTORTEST: Stata module to compute specification tests for heterogeneous panel data models with interactive (multifactor) error effects |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
7 |
| 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 |
1 |
3 |
14 |
14 |
| XTFLEXUR: Stata module to provide factor-augmented, break- and Fourier-robust panel time-series tests |
1 |
1 |
1 |
1 |
3 |
7 |
7 |
7 |
| XTFLUCBREAK: Stata module to perform a fluctuation test for a structural change at an unknown date in heterogeneous panel data models, with or without common correlated effects |
0 |
0 |
0 |
0 |
4 |
4 |
4 |
4 |
| XTFMG: Stata module providing second-generation heterogeneous panel estimators with individual and common shocks |
0 |
1 |
1 |
1 |
2 |
8 |
8 |
8 |
| XTGETS: Stata module providing Panel General-to-Specific (GETS) Indicator Saturation for Structural Break Detection |
0 |
1 |
3 |
3 |
0 |
3 |
12 |
12 |
| XTGUNITROOT: Stata module providing generalized fixed-T panel unit root test (doubly modified estimator) |
0 |
0 |
0 |
0 |
0 |
4 |
4 |
4 |
| XTHETEROQUANT: Stata module to compute quantiles of heterogeneous individual-specific coefficients in panel data, with SQB and CDQB bootstrap inference (Galvao, Hounyo and Lin, 2026) |
0 |
2 |
2 |
2 |
1 |
14 |
14 |
14 |
| XTHKRCOINT: Stata module to perform Hadri-Kurozumi-Rao panel cointegration test with the null of cointegration |
0 |
0 |
0 |
0 |
2 |
8 |
8 |
8 |
| XTHPOOL: Stata module to perform Hausman poolability test for cointegrated panels (Westerlund and Hess 2011) |
0 |
0 |
0 |
0 |
3 |
8 |
8 |
8 |
| XTKPYBREAK: Stata module to perform CCE estimation under non-stationary common factors and multiple structural breaks in non-stationary heterogeneous panels |
0 |
1 |
1 |
1 |
2 |
10 |
10 |
10 |
| XTLMBREAK: Stata module to provide Panel LM cointegration test with multiple structural breaks |
0 |
0 |
0 |
0 |
0 |
6 |
19 |
19 |
| XTLONGESTIM: Stata module providing long-run and mean-coefficient estimators with small-T bias correction for dynamic heterogeneous panels |
0 |
0 |
0 |
0 |
2 |
6 |
6 |
6 |
| XTMISPANEL: Stata module to provide Comprehensive Missing Data Detection, Imputation and Diagnostics for Panel Data |
1 |
1 |
3 |
3 |
3 |
5 |
24 |
24 |
| XTMIXEDROOT: Stata module to compute the fraction of nonstationary (unit-root) units in a mixed panel: the Ng (2008) estimator with Westerlund (2016) bias-adjusted fixed-T inference |
0 |
0 |
0 |
0 |
1 |
8 |
8 |
8 |
| XTMULTICOINTGRAT: Stata module for panel multicointegration testing with cross-section independence or approximate common factors |
0 |
1 |
1 |
1 |
1 |
7 |
11 |
11 |
| XTMUNITROOT: Stata module providing fixed-T panel unit root tests with missing values |
0 |
1 |
1 |
1 |
1 |
7 |
7 |
7 |
| XTNONLINCOINT: Stata module providing nonlinear panel cointegration tests robust to structural breaks and cross-sectional dependence |
1 |
2 |
2 |
2 |
5 |
13 |
13 |
13 |
| XTOUTLIERS: Stata module providing outlier detection and robust estimation for panel data |
0 |
0 |
0 |
0 |
2 |
6 |
6 |
6 |
| XTPANELCOINT: Stata module to perform panel cointegration and multiple long-run relations estimation |
0 |
3 |
4 |
4 |
1 |
10 |
20 |
20 |
| XTPCAUS: Stata module to perform Panel Granger Causality Tests: Panel Fourier Toda-Yamamoto (PFTY) and Panel Quantile Causality (PQC) |
1 |
2 |
6 |
6 |
6 |
22 |
60 |
60 |
| XTPCMG: Stata module to implement Panel Cointegrating Polynomial Regressions: Group-Mean & Pooled FM-OLS |
0 |
0 |
2 |
2 |
15 |
17 |
35 |
35 |
| XTPDLIB: Stata module to provide a library of second-generation panel data tests |
1 |
2 |
2 |
2 |
3 |
13 |
13 |
13 |
| XTPDROOT: Stata module to perform second-generation panel unit-root and stationarity tests robust to cross-sectional dependence |
1 |
1 |
1 |
1 |
11 |
15 |
15 |
15 |
| XTPFARDL: Stata module to provide Fourier-augmented panel ARDL / CS-ARDL estimator |
0 |
2 |
2 |
2 |
5 |
16 |
16 |
16 |
| XTPMG: Stata module for estimation of nonstationary heterogeneous panels |
3 |
14 |
85 |
4,315 |
10 |
53 |
338 |
12,693 |
| XTPQARDL: Stata module to estimate Panel Quantile Autoregressive Distributed Lag (PQARDL) models |
3 |
4 |
14 |
14 |
5 |
15 |
77 |
77 |
| XTPQCCE: Stata module providing panel quantile CCE mean-group estimators (QCCEMG & CCEMG-CSQR) |
0 |
3 |
3 |
3 |
1 |
12 |
12 |
12 |
| XTPQCS: Stata module to estimate Panel Quantile Regression with Common Shocks |
0 |
0 |
4 |
4 |
3 |
21 |
53 |
53 |
| XTPQROOT: Stata module to provide Panel Quantile Unit Root Tests with Common Shocks & Structural Breaks |
1 |
3 |
5 |
5 |
3 |
24 |
47 |
47 |
| XTPRETEST: Stata module to provide a Comprehensive Panel Data Pre-Testing Suite |
0 |
0 |
1 |
1 |
3 |
10 |
32 |
32 |
| XTPUNITCOINT: Stata module to compute panel cointegration and stationarity tests with structural breaks and common factors |
1 |
4 |
9 |
9 |
4 |
13 |
46 |
46 |
| XTPVARCOINT: Stata module to perform Panel VAR Modeling with Cointegration, Structural Breaks, and Cross-Sectional Dependence |
1 |
1 |
5 |
5 |
5 |
13 |
50 |
50 |
| XTQSH: Stata module to implement Quantile Regression Slope Homogeneity Test for Panel Data |
0 |
2 |
2 |
2 |
2 |
17 |
35 |
35 |
| XTQUANTILEBREAK: Stata module to perform shrinkage quantile regression for panel data with multiple structural breaks |
0 |
0 |
0 |
0 |
2 |
6 |
6 |
6 |
| XTREC: Stata module to implement Panel unit root test based on recursive detrending (Westerlund 2015) |
0 |
2 |
3 |
3 |
2 |
10 |
26 |
26 |
| XTTESTPANEL: Stata module to perform post-estimation diagnostic test suite for linear panel-data models |
0 |
1 |
1 |
1 |
3 |
17 |
17 |
17 |
| XTTVPIVMG: Stata module to perform time-varying parameter IV mean-group estimation of heterogeneous panels |
0 |
0 |
0 |
0 |
4 |
4 |
4 |
4 |
| Total Software Items |
65 |
246 |
754 |
6,276 |
478 |
1,647 |
4,343 |
20,600 |
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