p xauto module to input an extended version of the auto data
p xb2pi module to transform the logit scores into probabilities
p xbalance module to compute standardized differences for stratified comparisons via R
p xbrcspline module to tabulate differences in predicted responses after restricted cubic spline models
p xcollapse module to make data set of summary statistics on disk or in memory
p xcontract module to make a data set of frequencies and percents on disk or in memory
p xcorplot module to calculate and graph cross-correlation function 
p xdatelist module to create ascending numeric lists of dates
p xdir module to create a resultsset with one observation per file in a directory
p xfrac module to produce tabulation using categories defined by fractions of a cut-off value
p xframeappend module to append data frames to the end of the current data frame
p xglm module to extend glm
p xgroup module to create a grouping variable with key values in an output dataset
p xlincom module to estimate multiple linear combinations of parameters
p xlink module to provide extra link functions for use with glm
p xls2dta module to save Excel files as Stata datasets
p xls2stata module to provide Stata Dialog Box to Import Excel Files into Stata
p xmiss module to perform cross-tabulation of missing data
p xml_tab module to save results in Excel XML format 
p xpredict module to extend predict command
p xrewide module to extend reshape wide command
p xrigls module to calculate reference intervals via generalised least squares
p xriml module for estimation of reference intervals ('normal ranges') by maximum likelihood
p xsampsi module to calculate sample size for cross-over trials with continuous measures
p xsmle module for spatial panel data models estimation
p xsvmat module to convert a matrix to variables in an output dataset
p xt2treatments module to estimate event studies with two treatments
p xtab module to tabulate longitudinal data
p xtable module for exporting table output to Excel 
p xtabond2 module to extend xtabond dynamic panel data estimator 
p xtarimau module to find the best [S]ARIMA[X] models in heterogeneous panels with the help of arimaauto 
p xtarsim module to perform Monte Carlo analysis for dynamic panel data models
p xtavplot module to produce added-variable plots for panel data estimation
p xtbalance module to transform the dataset into balanced Panel Data
p xtbalance2 module to create a balanced subsample from unbalanced panel data
p xtbalfront module to trade-off frontier diagnostics and balanced-subsample selection for unbalanced panel data
p xtbcfe module to perform bootstrap-corrected Fixed Effects estimation and inference in dynamic panel models
p xtbestcce module to compute Bootstrap-Enhanced Common Correlated Effects for panel data with distinct correlated factors
p xtbhst module to implement bootstrap test for slope homogeneity in large panels.
p xtbreak module for detecting and dating multiple structural breaks in time series and panel data
p xtbreakcoint module to implement the panel cointegration test with structural breaks developed by Banerjee and Carrion-i-Silvestre (2015, Journal of Applied Econometrics)
p xtbreakmodel module to compute heterogeneous structural breaks in panel data models
p xtbreakscoint module to implement the panel cointegration test with structural breaks developed by Banerjee and Carrion-i-Silvestre (2015, Journal of Applied Econometrics)
p xtbunitroot module to perform unit root tests for panel data with structural breaks
p xtcadfcoint module to perform Panel CADF cointegration test with structural breaks and cross-section dependence
p xtcaec module to estimate heterogeneous error correction models in cross-sectional dependent panel data
p xtcbc module to compute Coefficient-by-Coefficient Breaks in Panel Data Models
p xtcbfe module to perform bootstrap-corrected Fixed Effects estimation and inference in dynamic panel models
p xtcce module to implement the Common Correlated Effects estimator
p xtccecoint module to perform Panel CCE Cointegration Test (Banerjee & Carrion-i-Silvestre, 2017)
p xtcd module to investigate Variable/Residual Cross-Section Dependence
p xtcd2 module to test for weak cross sectional dependence
p xtcdf module to perform Pesaran's CD-test for cross-sectional dependence in panel context
p xtcenter module to disaggregate within and between-person effects by centering variables for mixed and melogit models
p xtcips module to compute Pesaran Panel Unit Root Test in the Presence of Cross-section Dependence 
p xtcointreg module for panel data generalization of cointegration regression using fully modified ordinary least squares, dynamic ordinary least squares, and canonical correlation regression methods
p xtcsb module to compute Multifactor cross-sectionally augmented panel unit root tests of CIPS* and CSB (Pesaran, Smith & Yamagata 2013)
p xtcsd module to test for cross-sectional dependence in panel data models
p xtcsdq module to implement Tests of no cross-sectional error dependence in panel quantile regressions
p xtcse2 module to estimate the exponent of cross-sectional dependence in large panels
p xtcsi module to investigate Residual Cross-Section Independence 
p xtcspqardl module to perform Cross-Sectionally Augmented Panel Quantile ARDL, Quantile CCE Mean Group, and Quantile CCE Pooled Mean Group Estimation
p xtdcce module to estimate heterogeneous coefficient models using common correlated effects in a dynamic panel
p xtdcce2 module to estimate heterogeneous coefficient models using common correlated effects in a dynamic panel
p xtdhazard module to perform Own-Differences IV/CF Estimation of the Discrete-Time Hazard Model
p xtdhcoint module to perform Durbin-Hausman panel cointegration tests
p xtdolshm module to perform panel data cointegration 
p xtdpdbc module to perform bias-corrected estimation of linear dynamic panel data models
p xtdpdgmm module to perform generalized method of moments estimation of linear dynamic panel data models
p xtdpdml module to estimate Dynamic Panel Data Models using Maximum Likelihood
p xtdpdqml module to perform quasi-maximum likelihood linear dynamic panel data estimation
p xtdpdserial module to perform panel data serial correlation tests
p xtdpthresh module to estimate Dynamic Panel Threshold Model with Endogeneity
p xtendothresdpd module to estimate a Dynamic Panel Data Threshold Effects Model with Endogenous Regressors
p xteurostat module to import data from Eurostat in panel data structure
p xtevent module to estimate and visualize linear panel event-study models
p xtewreg module to estimate errors-in-variable model with mismeasured regressors
p xtfactortest module to compute specification tests for heterogeneous panel data models with interactive (multifactor) error effects
p xtfeis module to estimate linear Fixed-Effects model with Individual-specific Slopes (FEIS)
p xtfifevd module to implement Fixed Effects Filtered & Vector Decomposition Estimation for Time-Invariant and Rarely Changing Variables in Panel Data with Unit Fixed Effects
p xtfisher module to compute Fisher type unit root test for panel data 
p xtfixedcoeftvcu module to estimate Panel Data Models with Coefficients that Vary over Time and Cross-sectional Units
p xtfmb module to execute Fama-MacBeth two-step panel regression
p xtgcause module to test for Granger non-causality in heterogeneous panels
p xtgeebcv module to compute bias-corrected (small-sample) standard errors for generalized estimating equations
p xtgets module providing Panel General-to-Specific (GETS) Indicator Saturation for Structural Break Detection
p xtgls2 module to estimate GLS estimator for large N, small T panel data models
p xtglsr module to calculate robust, or cluster-robust variance after xtgls
p xtgmcoint module to estimate the cointegrating relationship in heterogeneous panels using Pedroni's group-mean Fully Modified OLS (FMOLS) and Dynamic OLS (DOLS)
p xtgmmfa module to perform GMM estimation for fixed-T factor-augmented panel data model
p xtgps module to estimate Hoechle, Schmid, and Zimmermann's (2024) GPS regression model for analyzing asset returns
p xtgrangert module for improved Granger non-causality testing in heterogeneous and homogeneous panel data
p xtgraph module to produce graphs of cross-sectional time series (xt) data
p xtheckmanfe module to fit panel data models in the presence of endogeneity and selection
p xthrtest module to perform Born & Breitung Bias-corrected HR-test for first order panel serial correlation
p xthst module to test slope homogeneity in large panels
p xthybrid module to estimate hybrid and correlated random effect (Mundlak) models within the framework of generalized linear mixed models (GLMM)
p xtidt module to compute Identification Variables in Panel Data 
p xtile2 module to create a new variable that categorizes exp by its quantiles
p xtiletest module to test equality of percentiles across groups of observations
p xtimportu module to import monthly, quarterly, half-yearly or yearly time series and panel data as panelvar timevar valuevar from a supported file format to memory or a file
p xtine module to calculate percentile and quantile for a numeric variable
p xtistest module to perform Portmanteau test for panel serial correlation
p xtitsa module for performing interrupted time-series analysis for panel data
p xtivdfreg module to perform defactored instrumental variables estimation of large panel data models
p xtivreg2 module to perform extended IV/2SLS, GMM and AC/HAC, LIML and k-class regression for panel data models
p xtivreg28 module to perform extended IV/2SLS, GMM and AC/HAC, LIML and k-class regression for panel data models (version 8)
p xtkr module to implement the Keane and Runkle estimator for dynamic panel data models
p xtkumblienhard module to Estimate Generalized Four-Component Panel Data Stochastic Frontier Models
p xtlmbreak module to provide Panel LM cointegration test with multiple structural breaks
p xtloglin module to perform robust Lagrange multiplier test of linear and log-linear models against Box-Cox alternatives after regress or xtreg
p xtlsdvc module to estimate bias corrected LSDV dynamic panel data models
p xtmg module to estimate panel time series models with heterogeneous slopes 
p xtmipolateu module to replace missing values in a time series, two- or multidimensional varlist with interpolated (extrapolated) ones 
p xtmis module to report missing observations for each variable in xt data
p xtmispanel module to provide Comprehensive Missing Data Detection, Imputation and Diagnostics for Panel Data
p xtmissingfill module to balance panel datasets and fill in missing values
p xtmixed_corr module to compute model-implied intracluster correlations after xtmixed
p xtmixediou module to estimate Linear mixed effects Integrated Ornstein-Uhlenbeck model
p xtmod module to analyze and display interactions based on time-series data
p xtmoran module to calculate Moran's I and Moran's Ii statistics for panel data and displaying a Moran scatterplot
p xtmrho module to calculate intra-class correlations after xtmixed
p xtnondynthreshsfa module to estimate Threshold Effects in Non-Dynamic Panel Data Stochastic Frontier Models
p xtnptimevar module to estimate non-parametric time-varying coefficients panel data models with fixed effects
p xtnumfac module to estimate the number of factors in panel data
p xtoos module for evaluating the out-of-sample prediction performance of panel-data models
p xtoverid module to calculate tests of overidentifying restrictions after xtreg, xtivreg, xtivreg2, xthtaylor
p xtpanelcoint module to perform panel cointegration and multiple long-run relations estimation
p xtpattern module to generate code showing pattern of xt data
p xtpatternvar module to generate string variable describing panel patterns
p xtpcaus module to perform Panel Granger Causality Tests: Panel Fourier Toda-Yamamoto (PFTY) and Panel Quantile Causality (PQC)
p xtpcmg module to implement Panel Cointegrating Polynomial Regressions: Group-Mean & Pooled FM-OLS
p xtpdyn module to estimate dynamic random effects probit model with unobserved heterogeneity
p xtpedroni module to perform Pedroni's panel cointegration tests and Panel Dynamic OLS estimation
p xtpmg module for estimation of nonstationary heterogeneous panels
p xtpqardl module to estimate Panel Quantile Autoregressive Distributed Lag (PQARDL) models
p xtpqcs module to estimate Panel Quantile Regression with Common Shocks
p xtpqml module to estimate Fixed-effects Poisson (Quasi-ML) regression with robust standard errors
p xtpqroot module to provide Panel Quantile Unit Root Tests with Common Shocks & Structural Breaks
p xtpretest module to provide a Comprehensive Panel Data Pre-Testing Suite 
p xtprobitunbal module to estimate Dynamic Probit Random Effects Models with Unbalanced Panels
p xtpsse module to estimate a conditional fixed-effects Poisson panel regression
p xtpunitcoint module to compute panel cointegration and stationarity tests with structural breaks and common factors
p xtpvarcoint module to perform Panel VAR Modeling with Cointegration, Structural Breaks, and Cross-Sectional Dependence
p xtqptest module to perform Born & Breitung Bias-corrected LM-based test for serial correlation
p xtqreg module to compute quantile regression with fixed effects
p xtqrplot module to compute entity-specific marginal effects from panel quantile regression
p xtqsh module to implement Quantile Regression Slope Homogeneity Test for Panel Data 
p xtrec module to implement Panel unit root test based on recursive detrending (Westerlund 2015)
p xtregam module to estimate Amemiya Random-Effects Panel Data: Ridge and Weighted Regression
p xtregbem module to estimate Between-Effects Panel Data: Ridge and Weighted Regression
p xtregbn module to estimate Balestra-Nerlove Random-Effects Panel Data: Ridge and Weighted Regression
p xtregcluster module to estimate partially heterogeneous linear panel data with fixed effects
p xtregdhp module to estimate Han-Philips (2010) Linear Dynamic Panel Data Regression
p xtregfem module to estimate Fixed-Effects Panel Data: Ridge and Weighted Regression
p xtreghet module to estimate MLE Random-Effects with Multiplicative Heteroscedasticity Panel Data Regression
p xtregmle module to estimate Trevor Breusch MLE Random-Effects Panel Data: Ridge and Weighted Regression
p xtregre2 module to estimate random effects model with weights
p xtregrem module to estimate Fuller-Battese GLS Random-Effects Panel Data: Ridge and Weighted Regression
p xtregsam module to estimate Swamy-Arora Random-Effects Panel Data: Ridge and Weighted Regression
p xtregtwo module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects
p xtregwem module to estimate Within-Effects Panel Data: Ridge and Weighted Regression
p xtregwhm module to estimate Wallace-Hussain Random-Effects Panel Data: Ridge and Weighted Regression
p xtrevu module to reverse the order of values of time series and panel data variables
p xtrobreg module providing pairwise-differences and first-differences robust regression estimators
p xtscc module to calculate robust standard errors for panels with cross-sectional dependence
p xtsel module for selection of variables and specification in a panel-data framework
p xtsemipar module to compute Semiparametric Fixed-Effects Estimator of Baltagi and Li 
p xtseqreg module to perform sequential estimation of linear panel data models
p xtserialpm module to perform a portmanteau test for serial correlation in panel data
p xtsfkk module to estimate endogenous panel stochastic frontier models in the style of Karakaplan and Kutlu
p xtspj module for split-panel jackknife estimation
p xtss module to estimate (S,s) rule regression models for panel data
p xtstfetchcovid19 module to Download COVID-19 Datasets from the COVID-19 Data Hub
p xtstgathercovid19 module to Download COVID-19 Data from Our World in Data
p xtsum2docx module to report summary statistics of panel data to a formatted table in the DOCX format
p xtsur module to estimate seemingly unrelated regression model on unbalanced panel data
p xtsurmg module implementing Fourier Seemingly Unrelated Regression Mean Group Estimator
p xttacce module to compute Time Averaged Common Correlated Effects estimator (TACCE) for fixed-N panel data and SUR
p xttest2 module to perform Breusch-Pagan LM test for cross-sectional correlation in panel data model
p xttest3 module to compute Modified Wald statistic for groupwise heteroskedasticity
p xttest4 module to calculate heterokedasticity tests for fixed-T panel data models
p xttrans2 module to compute tables of transition probabilities 
p xtusreg module to estimate dynamic panel models under irregular time spacing
p xtvar module to compute panel vector autoregression 
p xtvar2 module to compute panel vector autoregression 
p xtvc module to compute confidence intervals for the variance component of random-intercept linear models
p xtvfreg module for estimating variance function panel regression
p xtwest module for testing for cointegration in heterogeneous panels
p xvalols module to crossvalidate an OLS regression