GENFREQ: Stata module to produce a frequency distribution for a variable
HBAR: Stata module to generate horizontal bar charts
HPLOT: Stata module to generate horizontal plots
FODSTR: Stata modules to handle fractional day calculations
CATDEV: Stata modules for interpretation of categorical dependent variable models
RMANOVA: Stata module to estimate repeated measures ANOVA
RANOVA: Stata module to estimate single factor repeated measures ANOVA
SEQ: Stata module to generate sequences of integers
INTTERMS: Stata module to enumerate all indicators for all intersections of two categorical variable
LMOMENTS: Stata module to generate L-moments and derived statistics
REGRESBY: Stata module to generate regression residuals by byvarlist
REGLIKE: Stata module to calculate log-likelihood function value from regress
PWEIBULL: Stata module to generate probability plot for data vs fitted Weibull distribution
WBULL: Stata module to fit Weibull distribution by maximum likelihood
QWEIBULL: Stata module to generate quantile-quantile plot for data vs fitted Weibull distribution
REGPRED: Stata module to calculate linear regression predictions
LOGPRED: Stata module to calculate logistic regression probabilities
ADJMEAN: Stata module to calculate variables' means adjusted for covariates
ADJPROP: Stata module to calculate adjusted probabilities from logistic regression estimates
SPELL: Stata module for identification of spells or runs of similar values
SWITCHR: Stata module to estimate switching regression models
TRNBIN0: Stata module to estimate zero-truncated negative binomial regression
MVSAMP1I: Stata module to determine sample size and power for multivariate regression
MVSAMPSI: Stata module to determine sample size and power for multivariate regression
TPVAR: Stata module to generate turning-point variable for graphics labelling
MVTEST: Stata module to perform multivariate F tests
ADDTEX: Stata module to display text on a graph
PWCORRW: Stata module to print wide correlation matrix with significance indicators
VLIST: Stata module to expand variable list in command syntax
ARRAY: Stata package to support arrays of variables
VIOLIN: Stata module to generate violin plots
EBA: Stata module to perform extreme bound analysis
MSTDIZE: Stata module to produce marginal standardization of two-way tables
ORTHOG: Stata module to orthogonalize variables
STCUMH: Stata module to check proportional hazards assumption
CCWEIGHT: Stata module to generate inverse sampling probability weights
PSBAYES: Stata module to perform pseudo-Bayes smoothing of cell estimates
OPROBPR: Stata module to display predicted probabilities from ordered probit and logit
CNDNMB3: Stata module to calculate condition number of regressor matrix
PBETA: Stata module to generate probability plot for data compared with fitted beta distribution
QBETA: Stata module to generate quantile-quantile plot for data vs fitted beta distribution
VMATCH: Stata module to match variables between subjects
KR20: Stata module to calculate Kuder-Richardson coefficient of reliability
SBROWNI: Stata module to calculate Spearman-Brown reliability correction for test length
CANON: Stata module (corrected) to compute canonical correlations
STBTCALC: Stata module to calculate time-varying regression coefficients in Cox PH models
GPHROB: RATS modules to perform tests for fractional integration of timeseries
STCSTAT: Stata module to generate evaluation of fit for Cox regression model
WHITE: Stata module to perform White's test for heteroscedasticity
STRIP: Stata module to strip unwanted characters
RALLOC: Stata module to design randomized controlled trials
ACPLOT: Stata module to plot the autocorrelogram
STACK: Stata module to stack datasets
SYMMETRY: Stata modules to perform tests of symmetry for NxN contingency tables
OMODEL: Stata modules to perform tests on ordered probit and ordered logit models
ALLCROSS: Stata modules to create variables corresponding to moment matrices
DUPS: Stata module to identify and optionally remove duplicate observations
IIA: Stata module to test the iia assumption in conditional logistic regression (version 5)
SDTEST: Stata modules (corrected) sdtest, sdtesti
VPLPLOT: Stata modules to generate paired data plots
SUMMVL: Stata module to generate summary table with variable labels (version 5)
LABSUMM: Stata module to generate summary table with variable labels
LOOPPLOT: Stata modules to generate scatter plots with loops
ELAPSE: Stata module to calculate elapsed time in procedure
ISTDIZE: Stata module to generate indirectly standardized rates using a standard population
BLOGIT2: Stata module to produce grouped data logit with support for in
SPARL: Stata module to produce scatter plot and y-x regression line
VALLAB: Stata module to pack values and labels into a new string variable
GOLOGIT: Stata module to estimate generalized ordered logit models
MKSTRSN: Stata modules to format Social Security number variables
POISML: Stata module to estimate maximum likelihood Poisson regression models
TRPOIS0: Stata module to estimate zero-truncated Poisson regression models
CENPOIS: Stata module to estimate censored maximum likelihood Poisson regression models
SSSPLOT: Stata module to generate seasonal subseries plots
HAUSMAN: Stata module to compute a Hausman test statistic (version 5)
STATUTILITIES: Mathematica package of statistical utilities
ECONOMETRICS: Mathematica package of econometric tools
BLOCKMATRIX: Mathematica package to handle block matrix operations
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries
DLOGIT2: Stata modules to compute marginal effects for logit, probit, and mlogit
ROLLREG: RATS module to perform rolling and moving-window regressions
GAUSS program for 'Steady state wealth and saving rates based on ECM-type consumption function'
Matlab Code for Solving Linear Rational Expectation Models with Lagged Expectations Quickly and Easi
Matlab code to replicate the Beaudry-Portier news shock model
GAUSS code for the Uzawa-Lucas Model
Expectation Shock Simulation with DYNARE
Business cycle extraction based on constrained multivariate HP filter
Mathematica Notebook for the HP-Filter
LREM SOLVE: Matlab Solver for Linear Rational Expectation Models
Fortran Code For Implementing the Particle Filter
Gauss Code For Implementing the Particle Filter
Solve Stochastic Optimal Growth Model Given Delta-Rho=1 (GAUSS)
Solve Stochastic Optimal Growth Model Using Log-Linearization (GAUSS)
Solve Stochastic Optimal Growth Model Using Orthogonal Collocation, Log-Normal Process for a (GAUSS)
Solve Stochastic Optimal Growth Model Using Orthogonal Collocation, Markov Process for a (GAUSS)
Solve Deterministic Optimal Growth Model Using Projection Algorithm (GAUSS)
Matlab code for Hansen-Imrohoroglu (1992) JPE article
Code for _The Japanese Saving Rate_
Matlab for _Parameterized Expectations Algorithm: How to Solve for Labor Easily_
Matlab code for _Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Function
Tools Useful to Solve Dynamic General Equilibrium Models (GAUSS)
Parametrized Expectations (GAUSS)
Linear Quadratic and Linear Approximation Methods (GAUSS)
Solving the Ramsey model (GAUSS)
Band-Pass Filter (web interface)
Code for _Solving Rational Expectations Models Using Excel_
Code for _A Simple and Intuitive Method to Solve Small Rational Expectation Models_
SimulEditor: Java code to create Matlab code for Uhlig toolkit
Asset prices in real business cycle models rbcfull.m (which calls rbcfull_go.m file and the rbcfull_
Dynamic new-Keynesian model with lags
Full dynamic new-Keynesian model
Reduced form dynamic new-Keynesian model
Model of interaction between monetary and fiscal policy
Optimal interest rate rule model
Sidrauski money in utility function model
Matlab functions for HP-filter
Overlapping Generations Models (GAUSS)
Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model
Matlab code for Solving a Neoclassical Growh Model with a Parametrized Expectations Algorithm and Mo
Matlab code for Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the
RATS code for Macroeconomic Expectations Of Households And Professional Forecasters
Code for _Unemployment Insurance and Capital Accumulation_
Matlab codes for various monetary models
Parametrized Expectations (Fortran)
Perturbation (2nd and 5th order)
Linear and Log-Linear Approximation
Matlab code for Sbordone's estimation for a sticky price model
Matlab code for the Phelan-Trejos model
Matlab code for Kiyotaki-Moore credit cycles
Matlab code for a standard New IS-LM model with interest rate shocks
Code for _Solution of Perfect Foresight Sattlepoint Problems: A Simple Method and Applications_
Matlab codes for escape dynamics
Matlab code for Public saving and policy coordination in aging economies
Matlab code for Technology Shocks in the New Keynesian Model
Solution of a system of linear difference equations (FORTRAN90)
Code for _Approximate Aggregation_
Solving the Ramsey Model (Fortran)
Matlab code for a sticky wage/price model
Matlab code for the Carlstrom-Fuerst AER (1997) model
Matlab code for a standard RBC model
Gauss programs for On Measuring the Welfare Costs of Business Cycles
Matlab code for On the Fiscal Implications of Twin Crises
FORTRAN code for Shocks and Institutions
Matlab code for The Labor-Supply Elasticity and Borrowing Constraints: Why Estimates are Biased
Matlab code for Closing Small Open Economy Models
Matlab code for _Endogenous Money or Sticky Prices?_
Mathematica code for Precautionary Saving and the Marginal Propensity to Consume out of Permanent In
Mathematica code for Death to the Log-Linearized Consumption Euler Equation!
Codes for A Theory of the Consumption Function, With and Without Liquidity Constraints
Matlab code for the robustness in forward looking models, oligopoly example
Fortran code for Hansen-Imrohoroglu (1992) JPE article
Matlab Code for Solving Linear Rational Expectations Models
Matlab code for the McCallum/Nelson model
GAUSS code for the HP-filter reformulated as a constrained minimization problem
Matlab code for Real Business Cycle Models: Linear Approximation and GMM Estimation
Matlab code for Money's Role in the Monetary Business Cycle
Mathematica code for 'Saving and Growth with Habit Formation' and 'Comparison Utility in a Growth Mo
STATA code for Portfolios of the Rich
Mathematica code for Requiem for the Representative Consumer?
Matlab code for policy iteration algorithm
Solution of a system of linear difference equations (Matlab)
Solution of a system of linear difference equations (GAUSS)
Matlab Code for Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models
Matlab code for Discrete State-Space Methods for the Study of Dynamic Economies
Matlab code for A Method for Decomposing Time Series into Trend and Cycle Components
Projections Parameterized Expectations Algorithms (Fortran)
FORTRAN code for Liquidity Flows and Fragility of Business Enterprises
Mathematica code for Solving Representative Agent Dynamic Stochastic Optimization Problems
Mathematica code for Solving Microeconomic Dynamic Stochastic Optimization Problems
Matlab code for A Method for Taking Models to the Data
Matlab code for Neal's model of career choice
Matlab code for the Bewley model with production
Matlab code for Hopenhayn-Nicolini's optimal unemployment insurance model
GAUSS codes for solving linear expectational difference equations
Projections Parameterized Expectations Algorithms (Matlab)
Projections Parameterized Expectations Algorithms (Gauss)
Matlab code for Does the Time-Consistency Problem Explain the Behavior of Inflation in the United St
Computing Models of Social Security
Optimal Fiscal Policy in a Linear Stochastic Economy
Finite-Difference Methods for Continuous-Time Dynamic Programming
The Parameterized Expectations Approach: Some Practical Issues
Application of Weighted Residual Methods to Dynamic Economic Models, Spectral Methods
Application of Weighted Residual Methods to Dynamic Economic Models, Finite Element Methods
Discrete State-Space Methods for the Study of Dynamic Economies
Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions
A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily
Value Function and Optimal Decision Rules of a Linear-quadratic Approximation
GAUSS and Matlab codes for Multivariate Linear Rational Expectations Models: Characterization of the
GAUSS and Matlab codes for Solution of Finite-Horizon Multivariate Linear Rational Expectations Mode
FORTRAN code for Job Destruction and Propagation of Shocks
FORTRAN code for Solving Dynamic Models with Aggregate Shocks and Heterogeneous Agents
Mathematica code for Unemployment Expectations, Jumping (S,s) Triggers, and Household Balance Sheets
VARHAC Covariance Matrix Estimator (RATS)
VARHAC Covariance Matrix Estimator (GAUSS)
VARHAC Covariance Matrix Estimator (FORTRAN)
FORTRAN code for Heterogeinity, Aggregate Uncertainty and the Short-Term Interest Rate
RATS code for Business Cycles Statistics and their Standard Errors
Matlab code for robustifying Muth Filter
Matlab code for robust Muth decision filter
Matlab code for ordered real generalized Schur decomposition
GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling:
RATS code for Does Consumer Sentiment Forecast Household Spending? If So, Why?
GAUSS code for solving for the decision rules using a Ricatti Equation approach
Web interface for _Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?_
DOS executable for _Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?_
FORTRAN code for Simulation Parameterized Expecations Algorithm
GAUSS code for the Hodrick-Prescott filter
Web interface for _Time to Build and Aggregate Fluctuations_
Executable program for _Time to Build and Aggregate Fluctuations_
FORTRAN code for the Hodrick-Prescott filter
GAUSS code for the basic Hansen (1985) model
GAUSS code useful for many RBC models
Matlab code for robust Ramsey tax policies
Matlab code for the spectrum of a stochastic process
Matlab code for limit of a Nash linear quadratic two-player dynamic game
Matlab code for a Laffer curve equilibrium
Matlab code for Nash feedback equilibrium of a linear quadratic dynamic game
Matlab code for Jovanovic's matching model
Matlab code for the frequency response of a digital filter
Matlab code for the solution to Riccati matrix difference equations associated with the Kalman filte
Matlab code for the Riccati solution to linear quadratic model
Matlab code for the Kalman filter
Hansen-Janagathan bounds computation
Johansen-Juselius procedure of cointegration analysis
Dynamics of the Distribution Function in Heterogeneous-Agent Models (GAUSS)
A Heterogenous-Agent Extension of the Ramsey Model (GAUSS)
GAUSS code for the Imrohoroglu (1989) model without aggregate uncertainty
Matlab code for a standard New IS-LM model with money shocks
GAUSS code for Backus-Kehoe-Kydland
GAUSS code for an overlapping generations model with inelastic labor supply
King-Plosser-Rebelo GAUSS programmes
Alternate GAUSS program for the Hodrick-Prescott Filter
GAUSS program for Hodrick-Prescott filter
GAUSS code for a basic model with money, cash-in-advance constraint
MATLAB code for the Hodrick-Prescott filter
NLSURE: Nonlinear Seemingly Unrelated Regression Equations Example
TOBIT: Tobit Regression Example
PACF: Partial Autocorrelation Function Example
CONFID2: Confidence Ellipse for 2 Regression Coefficients from 2SLS Estimation
LIML: LIML Estimation for the Consumption Equation of Klein's Model I
DISTCHI: Calculating Probabilities for Chi-Square Example
NLSROC: Nonlinear Least Squares By The Rank One Correction Method
DIAGNOS: Programming Examples In SHAZAM Replication Some Results From The DIAGNOS Command
SYSNL: Example of N2SLS, N3SLS and GMM Estimation Applied to Klein's Model I
WREPLACE: Sampling Without Replacement
CONFID: Interval Estimation for a Population Mean Example
JOHANSEN: Johansen Trace Test Procedure for Cointegration Example
Weighted Logit Estimation Example
NONNEST: Non-Nested Model Testing Example
ARIMA: Estimation Of Models For The Wholesale Price Index
PROBIT: Probit Model With Heteroskedasticity Example
FUZZY: Measuring the Underground Economy using the Methodology of Giles and Draeseke Example
MHET: Estimation of the Multiplicative Heteroskedastic Error Model Example
TESTSTAT: T-test and F-test Statistic Example
MULTI: Generating Multivariate Random Numbers Example
TOBITM: Marginal Effects For Tobit Models Example
ANOVA: A Two-Way ANOVA Table Example
HYPTEST: Linear and Non-Linear Hypothesis Tests Example
UNITROOT: Tests for Unit Roots Using the Perron Test Applied to the Nelson-Plosser Data Set Example
BOXHET: Maximum Likelihood Estimation of Box-Cox Model with Heteroskedastic Example
GME: Generalized Entropy Methods Example
FIML: SHAZAM Program For Full Information Maximum Likelihood (FIML)
NLCES: Nonlinear Least Squares And Testing For Autocorrelated Errors
MATRIX: Matrix Operations Example
GCAUSE: Granger Causality Example
POOLEC: Pooling with Error Components Example
HAUSMAN: Hausman Specification Test Of Error In Variables
RESET: Calculating RESET Tests Example
HOMEOWN: Weighted Least Squares - Analysis of Proportions Data
GRAPH: Graph Of Monthly Time Series with Dates on X-axis
COR: Computing P-Values For Sample Correlation Coefficients
DISTF: Program For Non-Central F(1,4,5) Distribution
POISSON: A Poisson Model For Count Data
ARCHPROG: Estimation Of An ARCH(3) Model By Engle (Econometrica, 1982) Iterative Estimation Method
FLS: Flexible Least Squares Example
NONPAR: Example Of Nonparametric Regression Adapted From Rust, R.T., _Flexible Regression_, Journal
HETREG: Multiplicative Heteroskedasticity Example
BSVOL: Black-Scholes Option Pricing and Implied Volatility Example
TOBITHET: Tobit Model with Heteroskedasticity Example
SPLICE: Splicing Index Numbers Example
BVPROB: Bivariate Probit Models Example
EUROCALL: Pricing European Call Options Example
POOLFC: Forecasting with Time-Series Cross-Section Data Example
SUREQ: SURE with Inequality Restrictions Example
SMOOTH: Seasonal Adjustment Example
SEMIPAR: Robinson's Semiparametric Regression Example
VIF: Variance Inflation Factors Example
MNLOGIT: Multinomial Logit Estimation Example
SOLVE: Solving Nonlinear Sets of Equations Example
LP: Linear Programming Example
MAXFUNC: Maximizing a Function of a Single Variable Example
BSPRICE: Black-Scholes Formula for a Call Option, Put Option Price and Implied Volatility Example
EXPSMTH: Moving Averages and Exponential Smoothing Example
STOCK: Chart of Stock Market Prices
RECUR: Calculations for Recursive Coefficient Estimations and the Hansen Test for Model Stability Ex
POWER: Computing the Power of a Test Example
OLS: Replication of the SHAZAM OLS Command
POOL: Pooling Time-Series Cross-Section Data Example
SYSTEM: Estimation Of Klein's Model I Example
PVALUE: Calculating P-Values for Test Statistics Example
PROBELAS: Probit - Computing Elasticities For Log Transformed Variables Example
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