- Identify latent group structures in panel data: The classifylasso command
- W. Huang, Y. Wang, and L. Zhou. 2024.
- Stata Journal Volume 24 Number 1.
- Review of A. Colin Cameron and Pravin K. Trivedi's Microeconometrics Using Stata, Second Edition
- S. Kripfganz. 2023.
- Stata Journal Volume 23 Number 4.
- Speaking Stata: Replacing missing values: The easiest problems
- N. J. Cox. 2023.
- Stata Journal Volume 23 Number 3.
- A Lagrange multiplier test for the mean stationarity assumption in dynamic panel-data models
- L. Magazzini and G. Calzolari. 2023.
- Stata Journal Volume 23 Number 2.
- xtnumfac: A battery of estimators for the number of common factors in time series and panel-data models
- J. Ditzen and S. Reese. 2023.
- Stata Journal Volume 23 Number 2.
- Improved tests for Granger noncausality in panel data
- J. Xiao, A. Juodis, Y. Karavias, V. Sarafidis, and J. Ditzen. 2023.
- Stata Journal Volume 23 Number 1.
- Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command
- J. Li, Z. Liao, and W. Zhou. 2023.
- Stata Journal Volume 23 Number 1.
- Stata tip 150: When is it appropriate to xtset a panel dataset with panelvar only?
- C. Lazzaro. 2023.
- Stata Journal Volume 23 Number 1.
- rcm: A command for the regression control method
- G. Yan and Q. Chen. 2022.
- Stata Journal Volume 22 Number 4.
- Panel stochastic frontier models with endogeneity
- M. U. Karakaplan. 2022.
- Stata Journal Volume 22 Number 3.
- Panel unit-root tests with structural breaks
- P. Chen, Y. Karavias, and E. Tzavalis. 2022.
- Stata Journal Volume 22 Number 3.
- xtusreg: Software for dynamic panel regression under irregular time spacing
- Y. Sasaki and Y. Xin. 2022.
- Stata Journal Volume 22 Number 3.
- Implementing the panel event study
- D. Clarke and K. Tapia-Schythe. 2021.
- Stata Journal Volume 21 Number 4.
- Instrumental-variable estimation of large-T panel-data models with common factors
- S. Kripfganz and V. Sarafidis. 2021.
- Stata Journal Volume 21 Number 3.
- Estimating long-run effects and the exponent of cross-sectional dependence: An update to xtdcce2
- J. Ditzen. 2021.
- Stata Journal Volume 21 Number 3.
- Extending the Kitagawa–Oaxaca–Blinder decomposition approach to panel data
- H. Kröger and J. Hartmann. 2021.
- Stata Journal Volume 21 Number 2.
- Speaking Stata: Front-and-back plots to ease spaghetti and paella problems
- N. J. Cox. 2021.
- Stata Journal Volume 21 Number 2.
- Using information from singletons in fixed-effects estimation: xtfesing
- L. Magazzini, R. L. Bruno, and M. Stampini. 2020.
- Stata Journal Volume 20 Number 4.
- Fitting partially linear functional-coefficient panel-data models with Stata
- K. Du, Y. Zhang, and Q. Zhou. 2020.
- Stata Journal Volume 20 Number 4.
- Speaking Stata: Is a variable constant?
- N. J. Cox. 2020.
- Stata Journal Volume 20 Number 3.
- feologit: A new command for fitting fixed-effects ordered logit models
- G. Baetschmann, A. Ballantyne, K. E. Staub, R. Winkelmann. 2020.
- Stata Journal Volume 20 Number 2.
- Fitting exponential regression models with two-way fixed effects
- K. Jochmans and V. Verardi. 2020.
- Stata Journal Volume 20 Number 2.
- Added-variable plots for panel-data estimation
- J. L. Gallup. 2020.
- Stata Journal Volume 20 Number 1.
- A portmanteau test for serial correlation in a linear panel model
- K. Jochmans and V. Verardi. 2020.
- Stata Journal Volume 20 Number 1.
- Speaking Stata: Concatenating values over observations
- N. J. Cox. 2020.
- Stata Journal Volume 20 Number 1.
- Speaking Stata: Some simple devices to ease the spaghetti problem
- N. J. Cox. 2019.
- Stata Journal Volume 19 Number 4.
- Estimation of dynamic panel threshold model using Stata
- M. H. Seo, S. Kim, and Y.-J. Kim. 2019.
- Stata Journal Volume 19 Number 3.
- xtspj: A command for split-panel jackknife estimation
- Y. Sun and G. Dhaene. 2019.
- Stata Journal Volume 19 Number 2.
- xtpdyn: A community-contributed command for fitting dynamic random-effects probit models with unobserved heterogeneity
- R. Grotti and G. Cutuli. 2018.
- Stata Journal Volume 18 Number 4.
- Graphing each individual's data over time
- M. D. Chatfield. 2018.
- Stata Journal Volume 18 Number 3.
- Estimating dynamic common-correlated effects in Stata
- J. Ditzen. 2018.
- Stata Journal Volume 18 Number 3.
- Theory and practice of total-factor productivity estimation: The control function approach using Stata
- G. Rovigatti and V. Mollisi. 2018.
- Stata Journal Volume 18 Number 3.
- Linear dynamic panel-data estimation using maximum likelihood and structural equation modeling
- R. Williams, P. D. Allison, and E. Moral-Benito. 2018.
- Stata Journal Volume 18 Number 2.
- Testing for serial correlation in fixed-effects panel models
- J. Wursten. 2018.
- Stata Journal Volume 18 Number 1.
- Fitting and interpreting correlated random-coefficient models using Stata
- O. Barriga Cabanillas, J. D. Michler, A. Michuda, and E. Tjernström. 2018.
- Stata Journal Volume 18 Number 1.
- Panel unit-root tests for heteroskedastic panels
- H. Herwartz, S. Maxand, F. H. C. Raters, and Y. M. Walle. 2018.
- Stata Journal Volume 18 Number 1.
- Econometric convergence test and club clustering using Stata
- K. Du. 2017.
- Stata Journal Volume 17 Number 4.
- Testing for Granger causality in panel data
- L. Lopez and S. Weber. 2017.
- Stata Journal Volume 17 Number 4.
- Bias corrections for probit and logit models with two-way fixed effects
- M. Cruz-Gonzalez, I. Fernández-Val, and M. Weidner. 2017.
- Stata Journal Volume 17 Number 3.
- Regression clustering for panel-data models with fixed effects
- D. Christodoulou and V. Sarafidis. 2017.
- Stata Journal Volume 17 Number 2.
- Spatial panel-data models using Stata
- F. Belotti, G. Hughes, and A. Piano Mortari. 2017.
- Stata Journal Volume 17 Number 1.
- A generalized regression-adjustment estimator for average treatment effects from panel data
- D. M. Drukker. 2016.
- Stata Journal Volume 16 Number 4.
- Quasi–maximum likelihood estimation of linear dynamic short-T panel-data models
- S. Kripfganz. 2016.
- Stata Journal Volume 16 Number 4.
- The Keane and Runkle estimator for panel-data models with serial correlation and instruments that are not strictly exogenous
- M. Keane and T. Neal. 2016.
- Stata Journal Volume 16 Number 3.
- Estimation of panel vector autoregression in Stata
- M. R. M. Abrigo and I. Love. 2016.
- Stata Journal Volume 16 Number 3.
- Panel time series: Review of the methodological evolution
- T. Burdisso and M. Sangiácomo. 2016.
- Stata Journal Volume 16 Number 2.
- Speaking Stata: Multiple bar charts in table form
- N. J. Cox. 2016.
- Stata Journal Volume 16 Number 2.
- bicop: A command for fitting bivariate ordinal regressions with residual dependence characterized by a copula function and normal mixture marginals
- M. Hernández-Alava and S. Pudney. 2016.
- Stata Journal Volume 16 Number 1.
- Speaking Stata: Truth, falsity, indication, and negation
- N. J. Cox. 2016.
- Stata Journal Volume 16 Number 1.
- Bootstrap-based bias correction and inference for dynamic panels with fixed effects
- I. De Vos, G. Everaert, and I. Ruyssen. 2015.
- Stata Journal Volume 15 Number 4.
- Implementing a strategy to reduce the instrument count in panel GMM
- M. E. Bontempi and I. Mammi. 2015.
- Stata Journal Volume 15 Number 4.
- Tests for normality in linear panel-data models
- J. Alejo, A. Galvao, G. Montes-Rojas, and W. Sosa-Escudero. 2015.
- Stata Journal Volume 15 Number 3.
- Global search regression: A new automatic model-selection technique for cross-section, time-series, and panel-data regressions
- P. Gluzmann and D. Panigo. 2015.
- Stata Journal Volume 15 Number 2.
- Fixed-effect panel threshold model using Stata
- Q. Wang. 2015.
- Stata Journal Volume 15 Number 1.
- dhreg, xtdhreg, and bootdhreg: Commands to implement double-hurdle regression
- C. Engel and P. G. Moffatt. 2014.
- Stata Journal Volume 14 Number 4.
- femlogit—Implementation of the multinomial logit model with fixed effects
- K. Pforr. 2014.
- Stata Journal Volume 14 Number 4.
- General-to-specific modeling in Stata
- D. Clarke. 2014.
- Stata Journal Volume 14 Number 4.
- treatrew: A user-written command for estimating average treatment effects by reweighting on the propensity score
- G. Cerulli. 2014.
- Stata Journal Volume 14 Number 3.
- Panel cointegration analysis with xtpedroni
- T. Neal. 2014.
- Stata Journal Volume 14 Number 3.
- Simulated multivariate random-effects probit models for unbalanced panels
- A. Plum. 2014.
- Stata Journal Volume 14 Number 2.
- Dealing with identifier variables in data management and analysis
- P. Wilner Jeanty. 2013.
- Stata Journal Volume 13 Number 4.
- Stochastic frontier analysis using Stata
- F. Belotti, S. Daidone, G. Ilardi, and V. Atella. 2013.
- Stata Journal Volume 13 Number 4.
- Computing adjusted risk ratios and risk differences in Stata
- E. C. Norton, M. M. Miller, and L. C. Kleinman. 2013.
- Stata Journal Volume 13 Number 3.
- Semiparametric fixed-effects estimator
- F. Libois and V. Verardi. 2013.
- Stata Journal Volume 13 Number 2.
- Within and between estimates in random-effects models: Advantages and drawbacks of correlated random effects and hybrid models
- R. Schunck. 2013.
- Stata Journal Volume 13 Number 1.
- Review of Data Analysis Using Stata, Third Edition, by Kohler and Kreuter
- P. Schumm. 2013.
- Stata Journal Volume 13 Number 1.
- Estimating panel time-series models with heterogeneous slopes
- M. Eberhardt. 2012.
- Stata Journal Volume 12 Number 1.
- Managing the U.S. Census 2000 and World Development Indicators databases for statistical analysis in Stata
- P. W. Jeanty. 2011.
- Stata Journal Volume 11 Number 4.
- Speaking Stata: Compared with ...
- N. J. Cox. 2011.
- Stata Journal Volume 11 Number 2.
- Estimation of hurdle models for overdispersed count data
- H. Farbmacher. 2011.
- Stata Journal Volume 11 Number 1.
- A simple feasible procedure to fit models with high-dimensional fixed effects
- P. Guimarães and P. Portugal. 2010.
- Stata Journal Volume 10 Number 4.
- Speaking Stata: Graphing subsets
- N. J. Cox. 2010.
- Stata Journal Volume 10 Number 4.
- Using the world development indicators database for statistical analysis in Stata
- P. W. Jeanty. 2010.
- Stata Journal Volume 10 Number 1.
- Centering and reference groups for estimates of fixed effects: Modifications to felsdvreg
- K. Mihaly, D. F. McCaffrey, J. R. Lockwood, and T. R. Sass. 2010.
- Stata Journal Volume 10 Number 1.
- Speaking Stata: Paired, parallel, or profile plots for changes, correlations, and other comparisons
- N. J. Cox. 2009.
- Stata Journal Volume 9 Number 4.
- How to do xtabond2: An introduction to difference and system GMM in Stata
- D. Roodman. 2009.
- Stata Journal Volume 9 Number 1.
- Erratum and discussion of propensity–score reweighting
- A. Nichols. 2008.
- Stata Journal Volume 8 Number 4.
- The Stata command felsdvreg to fit a linear model with two high–dimensional fixed effects
- T. Cornelissen. 2008.
- Stata Journal Volume 8 Number 2.
- Error–correction–based cointegration tests for panel data
- D. Persyn and J. Westerlund. 2008.
- Stata Journal Volume 8 Number 2.
- Tests for unbalanced error-components models under local misspecification
- W. Sosa-Escudero and A. K. Bera. 2008.
- Stata Journal Volume 8 Number 1.
- Enhanced routines for instrumental variables/generalized method of moments estimation and testing
- C. F. Baum, M. E. Schaffer, and S. Stillman. 2007.
- Stata Journal Volume 7 Number 4.
- Causal inference with observational data
- A. Nichols. 2007.
- Stata Journal Volume 7 Number 4.
- Speaking Stata: Counting groups, especially panels
- N. J. Cox. 2007.
- Stata Journal Volume 7 Number 4.
- Robust standard errors for panel regressions with cross–sectional dependence
- D. Hoechle. 2007.
- Stata Journal Volume 7 Number 3.
- Estimation of nonstationary heterogeneous panels
- E. F. Blackburne and M. W. Frank. 2007.
- Stata Journal Volume 7 Number 2.
- Speaking Stata: Identifying spells
- N. J. Cox. 2007.
- Stata Journal Volume 7 Number 2.
- Sequence analysis with Stata
- C. Brzinsky-Fay, U. Kohler, and M. Luniak. 2006.
- Stata Journal Volume 6 Number 4.
- Practical fixed-effects estimation methods for the three-way error-components model
- M. Andrews, T. Schank, and R. Upward. 2006.
- Stata Journal Volume 6 Number 4.
- Testing for cross–sectional dependence in panel–data models
- R. E. De Hoyos and V. Sarafidis. 2006.
- Stata Journal Volume 6 Number 4.
- Estimation of multinomial logit models with unobserved heterogeneity using maximum simulated likelihood
- P. Haan and A. Uhlendorff. 2006.
- Stata Journal Volume 6 Number 2.
- Estimation and inference in dynamic unbalanced panel-data models with a small number of individuals
- G. S. F. Bruno. 2005.
- Stata Journal Volume 5 Number 4.
- A simple approach to fit the beta-binomial model
- P. Guimarães. 2005.
- Stata Journal Volume 5 Number 3.
- Estimation and testing of fixed-effect panel-data systems
- J. L. Blackwell, III. 2005.
- Stata Journal Volume 5 Number 2.
- Stata: The language of choice for time–series analysis?
- C. F. Baum. 2005.
- Stata Journal Volume 5 Number 1.
- Speaking Stata: Graphing agreement and disagreement
- N. J. Cox. 2004.
- Stata Journal Volume 4 Number 3.
- From the help desk: Swamy's random–coefficients model
- B. P. Poi. 2003.
- Stata Journal Volume 3 Number 3.
- Testing for serial correlation in linear panel-data models
- D. M. Drukker. 2003.
- Stata Journal Volume 3 Number 2.
- Reliable estimation of generalized linear mixed models using adaptive quadrature
- S. Rabe-Hesketh, A. Skrondal, and A. Pickles. 2002.
- Stata Journal Volume 2 Number 1.
