Stata commands developed and maintained by Ozan Eruygur can be found below.
The following programs can be installed by typing the respective command line in the Stata command window.
→ List of available Stata packages of Eruygur Akademi:
net from https://www.eruygurakademi.com/stata/
quantilest
Quantile regression: estimation, Khmaladze test, coefficient plots
→ Installation from our server:
net install quantilest, from(https://www.eruygurakademi.com/stata/)
→ Update:
adoupdate kapetanios, update
kapetanios
Kapetanios unit-root test with up to 5 structural breaks
→ Installation from our server:
net install kapetanios, from(https://www.eruygurakademi.com/stata/)
→ SSC archieve installation (REPEC, Boston College):
ssc install kapetanios
→ Update:
adoupdate kapetanios, update
xtgmcoint
Group-mean panel cointegration estimators (FMOLS and DOLS)
→ Installation from our server:
net install xtgmcoint, from(https://www.eruygurakademi.com/stata/)
→ SSC archieve installation (REPEC, Boston College):
ssc install xtgmcoint
→ Update:
adoupdate xtgmcoint, update
leestraa
Lee-Strazicich unit root tests with one or two structural breaks
→ Installation from our server:
net install leestra, from(https://www.eruygurakademi.com/stata/)
→ SSC archieve installation (REPEC, Boston College):
ssc install leestra
→ Update:
adoupdate leestra, update
pocoint
Phillips-Ouliaris cointegration test
→ Installation from our server:
net install pocoint, from(https://www.eruygurakademi.com/stata/)
→ SSC archieve installation (REPEC, Boston College):
ssc install pocoint
→ Update:
adoupdate pocoint, update