Details about Jan Ditzen

Access statistics for papers by Jan Ditzen.

Last updated 2025-01-06. Update your information in the RePEc Author Service.

Short-id: pdi434

Working Papers

2025

1. Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata
   Papers, arXiv.org View citations (31)
   Also in Discussion Papers, Department of Economics, University of Birmingham (2021) View citations (33)

2024

2. Engle-Granger Representation in Spatial and Spatio-Temporal Models
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
   Also in Accountancy, Economics, and Finance Working Papers, Heriot-Watt University, Department of Accountancy, Economics, and Finance (2024)
3. Global Factors in Non-core Bank Funding and Exchange Rate Flexibility
   Papers, arXiv.org
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023)
4. My favorite overlooked life savers in Stata
   UK Stata Conference 2024, Stata Users Group
5. Too much or too little? New tools for the CCE estimator
   Italian Stata Users' Group Meetings 2024, Stata Users Group
   Also in Northern European Stata Conference 2024, Stata Users Group
6. htmltab2stata: Converting HTML tables into a Stata dataset
   Italian Stata Users' Group Meetings 2024, Stata Users Group

2023

7. GMM-lev estimation and individual heterogeneity: Monte Carlo evidence and empirical applications
   Papers, arXiv.org
8. Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending
   Papers, arXiv.org View citations (1)
   Also in BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen (2023) View citations (1)
   Discussion Papers, Department of Economics, University of Birmingham (2023) View citations (1)
9. Network regressions in Stata
   UK Stata Conference 2023, Stata Users Group
   Also in Swiss Stata Conference 2022, Stata Users Group (2022)

2022

10. Dominant Drivers of National Inflation
    BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen
    Also in Papers, arXiv.org (2022) View citations (1)
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2022) View citations (1)
11. Identifying the regional drivers of influenza-like illness in Nova Scotia with dominance analysis
    Papers, arXiv.org
12. Illuminating the factor and dependence structure in large panel models
    London Stata Conference 2022, Stata Users Group
    Also in Northern European Stata Conference 2022, Stata Users Group (2022)
13. Improved Tests for Granger Non-Causality in Panel Data
    MPRA Paper, University Library of Munich, Germany View citations (5)
    Also in Swiss Stata Conference 2022, Stata Users Group (2022) View citations (7)
    See also Journal Article Improved tests for Granger noncausality in panel data, Stata Journal, StataCorp LP (2023) View citations (10) (2023)
14. The effect of rising energy prices amid geopolitical developments and supply disruptions
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School
15. nwxtregress: Network regressions in Stata
    German Stata Users' Group Meetings 2022, Stata Users Group
    Also in Italian Stata Users' Group Meetings 2022, Stata Users Group (2022)

2021

16. Estimating long run effects and the exponent of cross-sectional dependence: an update to xtdcce2
    BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen View citations (20)
    See also Journal Article Estimating long-run effects and the exponent of cross-sectional dependence: An update to xtdcce2, Stata Journal, StataCorp LP (2021) View citations (19) (2021)
17. Panel-data models with large N and large T: An overview
    Economics Virtual Symposium 2021, Stata Users Group
18. Spatial and Spatio-Temporal Error Correction Networks and Common Correlated Effects
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research
    Also in BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen (2021)
    See also Chapter Spatial and Spatio-Temporal Error Correction, Networks and Common Correlated Effects, Advances in Econometrics, Emerald Group Publishing Limited (2022) (2022)
19. xtbreak: Estimation and tests for structural breaks in time series and panel data
    2021 Stata Conference, Stata Users Group View citations (7)

2020

20. Estimating long-run coefficients and bootstrapping standard errors in large panels with cross-sectional dependence
    Nordic and Baltic Stata Users' Group Meeting 2019, Stata Users Group
    Also in London Stata Conference 2019, Stata Users Group (2019)
21. Spatial and Spatio-temporal Engle-Granger representations, Networks and Common Correlated Effects
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
22. xthst: Testing for slope homogeneity in Stata
    London Stata Conference 2020, Stata Users Group View citations (17)
    Also in CEERP Working Paper Series, Centre for Energy Economics Research and Policy, Heriot-Watt University (2019) View citations (3)

2019

23. Estimating long run e ects in models with cross-sectional dependence using xtdcce2
    CEERP Working Paper Series, Centre for Energy Economics Research and Policy, Heriot-Watt University View citations (10)

2018

24. multishell: Running simulations efficiently using Stata’s shell command
    London Stata Conference 2018, Stata Users Group

2017

25. piecewise_ginireg - A Stata package to run piecewise Gini regressions
    United Kingdom Stata Users' Group Meetings 2017, Stata Users Group

2016

26. xtdcce2: Estimating dynamic common correlated effects in Stata
    United Kingdom Stata Users' Group Meetings 2016, Stata Users Group View citations (26)
27. xtdcce: Estimating Dynamic Common Correlated Effects in Stata
    SEEC Discussion Papers, Spatial Economics and Econometrics Centre, Heriot Watt University View citations (21)

2014

28. Economic Growth and Migration
    SEEC Discussion Papers, Spatial Economics and Econometrics Centre, Heriot Watt University

Journal Articles

2024

1. The inextricable nature of space and economy
   Spatial Economic Analysis, 2024, 19, (2), 107-114

2023

2. Improved tests for Granger noncausality in panel data
   Stata Journal, 2023, 23, (1), 230-242 View citations (10)
   See also Working Paper Improved Tests for Granger Non-Causality in Panel Data, MPRA Paper (2022) View citations (5) (2022)
3. Raising the bar (23)
   Spatial Economic Analysis, 2023, 18, (1), 1-6
4. Raising the bar (24)
   Spatial Economic Analysis, 2023, 18, (2), 153-157
5. Raising the bar (25)
   Spatial Economic Analysis, 2023, 18, (3), 287-291
6. Raising the bar (final)
   Spatial Economic Analysis, 2023, 18, (4), 431-436
7. xtnumfac: A battery of estimators for the number of common factors in time series and panel-data models
   Stata Journal, 2023, 23, (2), 438-454 View citations (1)

2022

8. Introducing the Replication Studies section
   Spatial Economic Analysis, 2022, 17, (1), 7-9 View citations (1)
9. Raising the bar (20)
   Spatial Economic Analysis, 2022, 17, (2), 151-155

2021

10. Estimating long-run effects and the exponent of cross-sectional dependence: An update to xtdcce2
    Stata Journal, 2021, 21, (3), 687-707 View citations (19)
    See also Working Paper Estimating long run effects and the exponent of cross-sectional dependence: an update to xtdcce2, BEMPS - Bozen Economics & Management Paper Series (2021) View citations (20) (2021)
11. Raising the bar (17)
    Spatial Economic Analysis, 2021, 16, (3), 247-251
12. Testing for slope heterogeneity in Stata
    Stata Journal, 2021, 21, (1), 51-80 View citations (38)

2018

13. Cross-country convergence in a general Lotka–Volterra model
    Spatial Economic Analysis, 2018, 13, (2), 191-211 View citations (6)
14. Estimating dynamic common-correlated effects in Stata
    Stata Journal, 2018, 18, (3), 585-617 View citations (122)

Chapters

2022

1. Spatial and Spatio-Temporal Error Correction, Networks and Common Correlated Effects
   A chapter in Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, 2022, vol. 43B, pp 37-60
   See also Working Paper Spatial and Spatio-Temporal Error Correction Networks and Common Correlated Effects, National Institute of Economic and Social Research (2021) (2021)

Software Items

2025

1. XTBREAK: Stata module for detecting and dating multiple structural breaks in time series and panel data
   Statistical Software Components, Boston College Department of Economics

2024

2. XTDCCE2: Stata module to estimate heterogeneous coefficient models using common correlated effects in a dynamic panel
   Statistical Software Components, Boston College Department of Economics

2023

3. SIMULATE2: Stata module enhancing and parallelising simulate
   Statistical Software Components, Boston College Department of Economics
4. XTCD2: Stata module to test for weak cross sectional dependence
   Statistical Software Components, Boston College Department of Economics View citations (1)
5. XTCSE2: Stata module to estimate the exponent of cross-sectional dependence in large panels
   Statistical Software Components, Boston College Department of Economics View citations (1)
6. XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data
   Statistical Software Components, Boston College Department of Economics
7. XTHST: Stata module to test slope homogeneity in large panels
   Statistical Software Components, Boston College Department of Economics View citations (3)
8. XTNUMFAC: Stata module to estimate the number of factors in panel data
   Statistical Software Components, Boston College Department of Economics

2021

9. MULTISHELL: Stata module to allot do files and variations of loops across parallel instances of Windows Stata and computers efficiently
   Statistical Software Components, Boston College Department of Economics
10. XTBALANCE2: Stata module to create a balanced subsample from unbalanced panel data
    Statistical Software Components, Boston College Department of Economics

2019

11. COMTRADE: Stata module to download trade data from UN Comtrade using jsonio and parse the output in a user friendly format
    Statistical Software Components, Boston College Department of Economics
12. HTMLTAB2STATA: Stata module to load html tables into Stata
    Statistical Software Components, Boston College Department of Economics
13. STATAID: Stata module to obtain and display information about running Stata instances under Microsoft Windows
    Statistical Software Components, Boston College Department of Economics

2017

14. MMAT2TEX: Stata module to output Mata matrix as LaTeX table
    Statistical Software Components, Boston College Department of Economics