Personal Code Repository Daniel C. Schneider
Welcome! I am a statistical programmer with background in economics. The purpose of this website is to provide access to some of the code I wrote. Since I am a big Stata fan this site will mostly contain self-written Stata packages. For other information about me, please see my profile at ResearchGate. You can email me here. Note: This web site is very much out of date! Update to follow. Stata Packages Installation You can access and install the packages listed below from the Stata command prompt, provided you have a working internet connection and Stata has been granted access to the internet. From the Stata command prompt, you can obtain a package description and click through remote help files by issuing . net describe packagename , from(URL) You can install a package by issuing . net install packagename , from(URL) The URL is »http://www.dan-schneider.net/stata« if not explicitly stated otherwise in the package description below. If the package description indicates that the package is also available on the SSC code repository, you may also explore and install a package using Stata’s ssc command. See help ssc in Stata. On rare occasions, installation through this website has been reported to have failed because of file transmission errors. You are therefore strongly advised to precede any installation with the statement . set checksum on Any Stata installation command that pulls files from this website will now either deliver uncorrupted files or will give you an error message about transmission problems, in which case installation is properly aborted. If you have not succeeded in installing a package following this procedure after multiple attempts, I recommend downloading the package as a zip file. You will still be able to run a proper install on files contained in the zip file. To do so, download the zip file of a package and unzip it to some folder. In Stata, execute . net install packagename , from(full_path_to_unzipfolder) full_path_to_unzipfolder must be an absolute file path, like »c:\ado\other\download« (as opposed to a relative file path, like »other\download«) to the folder containing the unzipped files. Example: . net install svarih , from(c:\ado\other\download\svarihunzip) After successful conclusion of such a command the package has been properly installed and you may now remove the unzipped files and the downloaded zip file. The downside of the install based on the zip file download is that you cannot use Stata’s adoupdate to run updates on these package installs. Available Packages
ardl	estimate autoregressive distributed lag models and perform bounds testing

	Co-author(s): Sebastian Kripfganz
	URL: http://www.kripfganz.de/stata
	Last update: 03 Aug 2014	Requires: Stata 11	On SSC: no
	View help files: pdf \| txt
	ardl fits a linear regression model of depvar on indepvars with lagged depvar and indepvars as additional regressors. Information criteria are used to find the optimal lag lengths, if those are not pre-specified as an option. Estimation output is delivered either in levels form or in error-correction form. As an option, it displays results from the Pesaran/Shin/Smith (2001) bounds testing procedure for the existence of a levels relationship.
copycode	module to produce modular self-written ado files

	Last update: 14 Aug 2012	Requires: Stata 10	On SSC: yes
	View help files: pdf \| txt	Download zip file
	copycode's primary purpose is to help copying different source code files into one output ado file. A typical application would be an ado file whose final version is supposed to contain subroutines and/or Mata routines that you are accustomed to use and re-use in several of your ado files. This facilitates code production, code maintenance and code certification. copycode accounts for your ado files' first-order and higher-order dependencies on other self/user-written ado files and lets you add 'private' comments to your code files. It produces output files that do not depend on any other self/user-written ado file ('modular' files), thereby facilitating code distribution.
svarih	estimate and analyze structural VARs based on selected IH methods

	Last update: 05 Sep 2014	Requires: Stata 11.2	On SSC: no
	View help files: pdf \| txt	Download zip file
	svarih estimates structural VARs, identified through heteroskedasticity (IH), for three different methods: Bacchiocchi (2011), Bacciocchi/Fanelli (2012), and Lanne/Lutkepohl (2008). The postestimation command dsimih provides structural impulse response functions and structural forecast error variance decompositions for all models. The latter statistics feature both asymptotic and bootstrap-based error bands.
		Contact

Personal Code Repository

Daniel C. Schneider

Welcome! I am a statistical programmer with background in economics. The purpose of this website is to provide access to some of the code I wrote. Since I am a big Stata fan this site will mostly contain self-written Stata packages.

For other information about me, please see my profile at ResearchGate. You can email me here.

Note: This web site is very much out of date! Update to follow.

Stata Packages

Installation

You can access and install the packages listed below from the Stata command prompt, provided you have a working internet connection and Stata has been granted access to the internet. From the Stata command prompt, you can obtain a package description and click through remote help files by issuing

. net describe packagename , from(URL)

You can install a package by issuing

. net install packagename , from(URL)

The URL is »http://www.dan-schneider.net/stata« if not explicitly stated otherwise in the package description below. If the package description indicates that the package is also available on the SSC code repository, you may also explore and install a package using Stata’s ssc command. See help ssc in Stata.

On rare occasions, installation through this website has been reported to have failed because of file transmission errors. You are therefore strongly advised to precede any installation with the statement

. set checksum on

Any Stata installation command that pulls files from this website will now either deliver uncorrupted files or will give you an error message about transmission problems, in which case installation is properly aborted.

If you have not succeeded in installing a package following this procedure after multiple attempts, I recommend downloading the package as a zip file. You will still be able to run a proper install on files contained in the zip file. To do so, download the zip file of a package and unzip it to some folder. In Stata, execute

. net install packagename , from(full_path_to_unzipfolder)

full_path_to_unzipfolder must be an absolute file path, like »c:\ado\other\download« (as opposed to a relative file path, like »other\download«) to the folder containing the unzipped files. Example:

. net install svarih , from(c:\ado\other\download\svarihunzip)

After successful conclusion of such a command the package has been properly installed and you may now remove the unzipped files and the downloaded zip file.

The downside of the install based on the zip file download is that you cannot use Stata’s adoupdate to run updates on these package installs.

Available Packages

ardl

estimate autoregressive distributed lag models and perform bounds testing

Co-author(s): Sebastian Kripfganz

URL: http://www.kripfganz.de/stata

Last update: 03 Aug 2014

Requires: Stata 11

On SSC: no

View help files: pdf | txt

ardl fits a linear regression model of depvar on indepvars with lagged depvar and indepvars as additional regressors. Information criteria are used to find the optimal lag lengths, if those are not pre-specified as an option. Estimation output is delivered either in levels form or in error-correction form. As an option, it displays results from the Pesaran/Shin/Smith (2001) bounds testing procedure for the existence of a levels relationship.

copycode

module to produce modular self-written ado files

Last update: 14 Aug 2012

Requires: Stata 10

On SSC: yes

View help files: pdf | txt

Download zip file

copycode's primary purpose is to help copying different source code files into one output ado file. A typical application would be an ado file whose final version is supposed to contain subroutines and/or Mata routines that you are accustomed to use and re-use in several of your ado files. This facilitates code production, code maintenance and code certification. copycode accounts for your ado files' first-order and higher-order dependencies on other self/user-written ado files and lets you add 'private' comments to your code files. It produces output files that do not depend on any other self/user-written ado file ('modular' files), thereby facilitating code distribution.

svarih

estimate and analyze structural VARs based on selected IH methods

Last update: 05 Sep 2014

Requires: Stata 11.2

On SSC: no

View help files: pdf | txt

Download zip file

svarih estimates structural VARs, identified through heteroskedasticity (IH), for three different methods: Bacchiocchi (2011), Bacciocchi/Fanelli (2012), and Lanne/Lutkepohl (2008). The postestimation command dsimih provides structural impulse response functions and structural forecast error variance decompositions for all models. The latter statistics feature both asymptotic and bootstrap-based error bands.

Contact