Koen Jochmans | Implementation

 

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Stata implementations

ERC Starting Grant MiMo

ERC Consolidator Grant NETWORK

Some class notes

 

rassign
A Stata routine to implement a regression-based test for random assignment to peer groups, or for the presence of endogenous peer effects in the linear-in-means model (given exogeneity of the network structure).

ivnet
A Stata routine to implement a 2sls estimator for the linear-in-means model that allows for peer groups to be endogenous. The command requires the user to provide adjacency matrices. See the help file for details.

xtserialpm
A Stata routine to implement a portmanteau test for the presence of serial correlation in the idiosyncratic part of the error term, given the presence of fixed/random effects. Contrary to, say, xtserial, a portmanteau test is designed to detect any alternative. This test is best suited for short panels.

twexp
A Stata routine to estimate exponential-regression models with two-way fixed effects from (balanced) panel data.

twgravity
A Stata routine that implements a version of twexp for directed network data (without self links). It cannot (yet) handle missing data.

ivgravity
A Stata routine that implements an instrumental-variable generalization of twgravity.