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manhhb94-github

Here are 4 public repositories matching this topic...

ManhHB94 / xtgls2

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

Updated Oct 3, 2025
Stata

ManhHB94 / 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-regression spatial-panel-data spatial-panel-regression spsiv synthetic-instrumental-variable synthetic-instrument spsiv-stata stata-spsiv spsiv-stata-command spsiv-command spsiv-spatial-iv spatial-iv manhhb94 manhhb94-github

Updated Sep 9, 2025
Stata

ManhHB94 / varlmhet

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

time-series stata-command stata var vecm time-series-analysis stata-packages heteroscedasticity stata-code var-models varlmhet vec-model manhhb94 manhhb94-github veclmhet

Updated Sep 2, 2025
Stata

ManhHB94 / xttest4

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

stata-command stata panel-data fixed-effects panel-analysis stata-packages heteroscedasticity stata-code xtgls2 xttest4 manhhb94 manhhb94-github xtgls2-stata-command xtgls2-stata xttest4-stata xtgls2-command xttest4-command stata-xttest4 xttest4-stata-command

Updated Aug 16, 2025
Stata

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