págs. 301-305
págs. 336-385
lgrgtest: Lagrange multiplier test after constrained maximum-likelihood estimation
Harald Tauchmann
págs. 386-401
posw: A command for the stepwise Neyman-orthogonal estimator
David M. Drukker, Di Liu
págs. 402-417
A Lagrange multiplier test for the mean stationarity assumption in dynamic panel-data models
Laura Magazzini, Giorgio Calzolar
págs. 418-437
xtnumfac: A battery of estimators for the number of common factors in time series and panel-data models
Jan Ditzen, Simon Reese
págs. 438-454
Visualizing uncertainty in a two-dimensional estimate using confidence and comparison regions
Maren Ecker, Werner Vach
págs. 455-490
Pseudo-observations in a multistate setting
Morten Overgaard, Per Kragh Andersen, Erik Thorlund Parne
págs. 491-517
págs. 518-544
págs. 545-577
Consistent subsets: Computing the Houtman–Maks index in Stata
Marcos Demetry, Per Hjertstrand
págs. 578-588