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janditzen/README.md

Welcome

I am an Assistant Professor (RTD-A) at the Free University of Bozen-Bolzano, Bolzano, Italy.

My research interests are in the field of Applied Econometrics with a focus on Panel-Time Series and Spatial Econometrics and Growth Empirics. I have also an interest in Growth Theory, Simulation Studies and the implementation of econometric methods into statistical software.

See also my Personal webpage.

Stata packages - Econometric Methods

Package Version Updated Description Article/Slides
xtdcce2 version release Estimation of Common Correlated Effects (CCE) Estimator. Includes xtcd2 and xtcse2 to test for and estimate exponent of cross-section dependence Stata Journal 18:3, Stata Journal 21:3, Slides.
xtbreak version release Estimating and testing for many known and unknown structural breaks in time series and panel data. Work with Yiannis Karavias and Joakim Westerlund. arXiv 2110.14550, Journal of Applied Econometrics (Theory paper), Slides.
nwxtregress version release Network Regressions in Stata with unbalanced panel data and time varying network structures or spatial weight matrices. Work with William Grieser and Morad Zekhnini. Slides
xthst version release Testing for slope homogeneity in Stata. Work with Tore Bersvendsen. Stata Journal 21:1
xtgrangert version release Improved tests for Granger noncausality in panel data. Work with Jiaqi Xiao, Yiannis Karavias, Artūras Juodis and Vasilis Sarafidis. Stata Journal 23:1, Slides
xtnumfac version release A battery of estimators for the number of common factors in time series and panel-data models. Work with Simon Reese. Stata Journal 23:2.
xtthreshold version release Threshold Estimation for Interactive Fixed Effects Models. Work with Yiannis Karavias and Joakim Westerlund.

Stata packages - Data Processing

Package Version Updated Description
simulate2 version release Enhanced and parallised simulations in Stata.
mmat2tex version release Export Mata Matrix to LaTeX Tables.
htmltab2stata version release Converting html tables into a Stata dataset.
stataid version release Obtaining and displaying information about running Stata instances and closing Stata instances in Microsoft Windows.
multishell version release Parallise loops in Stata (discontinued, no further bug fixing/development).

Overview of Downloads from SSC

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Popular repositories Loading

  1. xtdcce2 xtdcce2 Public

    Estimating Dynamic Common Correlated Effects Models in Stata

    Stata 32 16

  2. xtbreak xtbreak Public

    Testing and Estimation of structural breaks in Stata

    Stata 23 8

  3. nwxtregress nwxtregress Public

    Network Regressions in Stata

    Stata 20 7

  4. comtrade comtrade Public

    Download trade data from UN Comtrade using jsonio and parsing the output in a user friendly format.

    Stata 16 5

  5. htmltab2stata htmltab2stata Public

    Converting html tables into a Stata dataset

    Stata 6

  6. simulate2 simulate2 Public

    module enhancing and parallelising Stata's simulate

    Stata 3