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1. xtgls2 xtgls2 Public

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

   Stata

2. xttest4 xttest4 Public

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

   Stata

3. varlmhet varlmhet Public

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

   Stata

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…

   Stata

5. xtgmmfa xtgmmfa Public

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

   Stata

6. fehettest fehettest Public

   EViews add-in to test for heteroskedasticity in fixed-effects models