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  1. xtgls2 xtgls2 Public

    XTGLS2: Stata module to estimate General GLS estimator for large N, small T panel data models

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  2. xttest4 xttest4 Public

    XTTEST4: Stata module to calculate heterokedasticity tests for fixed effects models

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  3. varlmhet varlmhet Public

    VARLMHET: Stata module to calculate heterokedasticity tests for VAR, VEC models

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  4. spsiv spsiv Public

    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 spat…

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  5. xtgmmfa xtgmmfa Public

    STATA moduls to performs GMM estimation for fixed-T panel data model with multifactor structural errors and the presence of endogenous variables.

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