VARLMHET: Stata module to calculate heterokedasticity tests for VAR, VEC models
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Updated
Sep 2, 2025 - Stata
VARLMHET: Stata module to calculate heterokedasticity tests for VAR, VEC models
XTTEST4: Stata module to calculate heterokedasticity tests for fixed effects models
XTGLS2: Stata module to estimate General GLS estimator for large N, small T panel data models
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 spatial panel data, as discussed in Gallo & Paez (2013) and Fingleton (2023).
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