manhhb94

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/ spsiv
spsiv generates Synthetic Instrumental Variables (SIV) for spatial regression. The command uses the spatial filter procedure to generate appropriate instrumental variables for both spatial and spatial panel data, as discussed in Gallo & Paez (2013) and Fingleton (2023).
spatial spatial-analysis spatial-panel-data spatial-regression manhhb94 manhhb94-github spatial-iv spatial-panel-regression spsiv spsiv-command spsiv-spatial-iv spsiv-stata spsiv-stata-command stata-spsiv synthetic-instrument synthetic-instrumental-variable
Language:Stata
/ varlmhet
VARLMHET: Stata module to calculate heterokedasticity tests for VAR, VEC models
heteroscedasticity stata stata-code stata-command stata-packages time-series time-series-analysis var var-models vecm varlmhet vec-model manhhb94 manhhb94-github veclmhet
Language:Stata
/ xttest4
XTTEST4: Stata module to calculate heterokedasticity tests for fixed effects models
panel-analysis panel-data stata stata-code stata-command stata-packages xtgls2 xttest4 fixed-effects heteroscedasticity manhhb94 manhhb94-github xtgls2-stata xtgls2-stata-command xttest4-stata stata-xttest4 xtgls2-command xttest4-command xttest4-stata-command
Language:Stata
/ xtgls2
XTGLS2: Stata module to estimate General GLS estimator for large N, small T panel data models
panel-data stata xtgls2 xtgls xttest3 xttest4 fixed-effect fixed-effects fixed-effects-model generalized-least-squares panel-analysis panel-data-analysis fixed-effects-gls general-gls pooled-gls stata-xtgls2 xtgls2-stata xtgls2-stata-command manhhb94 manhhb94-github
Language:Stata