We develop packages to support computation of historical decompositions in (S)VAR models in Stata, and to extend the estimation of impulse response functions. Specifically, we compute cumulative structural impulse responses, which are useful for SVAR models that rely on long-run restrictions....

Elliott and Jansson developed a powerful test for unit roots, published in Journal of Econometrics (2003), extending the Elliott-Rothenberg-Stock test (dfgls) by adding stationary covariates. I will discuss and demonstrate a Stata implementation of the test. Elliott and Müller's Review of...

Postestimation processing and formatting of statistical results for input into document tables are tasks that most of us have to do. However, processing results by hand can be tedious, and is prone to error. There are therefore many benefits to automating these tasks while at the same time...

In the last decade, a sea change has occurred in the organization of introductory statistics courses. The mantra of "more data, less lecture" is widely repeated while active learning opportunities receive increasing focus. At Smith College, a small liberal arts college, a number of introductory...

Mixed-effects models contain both fixed and random effects. The fixed effects are analogous to standard regression coefficients and are estimated directly. The random effects are not directly estimated but instead are summarized according to their estimated variances and covariances, known as...

This presentation will review quasi-Monte Carlo methods (Halton sequences) and their applications in resampling inference. The two major applications are the bootstrap procedures where QMC methods allow to achieve stability close to that of the balanced bootstrap, and the complex survey variance...

Record linkage involves attempting match records from two different data files that do not share a unique and reliable key field. It can be a tedious and challenging task when working with multiple administrative databases where one wants to match subjects using names, addresses and other...

This overview of implementing quasi-experimental methods of estimating causal impacts (panel methods, matching estimators, instrumental variables, and regression discontinuity) emphasizes practical considerations and Stata-specific approaches, with examples using real data and comparisons across...

Power analysis and sample-size determination are important components of a study design. In survival analysis, the power is directly related to the number of events observed in the study. The required sample size is therefore determined by the observed number of events. Survival data are...

Describing batches of data in terms of their order statistics or quantiles has long roots, but remains underrated in graphically-based exploration, data reduction and data reporting. Hosking in 1990 proposed L-moments based on quantiles as a unifying framework for summarizing distribution...