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Welcome

I am an Assistant Professor (RTD-A) at the Free University of Bozen-Bolzano, Bolzano, Italy.

My research interests are in the field of Applied Econometrics with a focus on Panel-Time Series and Spatial Econometrics and Growth Empirics. I have also an interest in Growth Theory, Simulation Studies and the implementation of econometric methods into statistical software.

See also my Personal webpage.

Stata packages - Econometric Methods

Package Version Updated Description Article/Slides
xtdcce2 version release Estimation of Common Correlated Effects (CCE) Estimator. Includes xtcd2 and xtcse2 to test for and estimate exponent of cross-section dependence Stata Journal 18:3, Stata Journal 21:3, Slides.
xtbreak version release Estimating and testing for many known and unknown structural breaks in time series and panel data. Work with Yiannis Karavias and Joakim Westerlund. arXiv 2110.14550, arXiv 2211.06707 (Main paper), Slides.
nwxtregress version release Network Regressions in Stata with unbalanced panel data and time varying network structures or spatial weight matrices. Work with William Grieser and Morad Zekhnini. Slides
xthst version release Testing for slope homogeneity in Stata. Work with Tore Bersvendsen. Stata Journal 21:1
xtgrangert version release Improved tests for Granger noncausality in panel data. Work with Jiaqi Xiao, Yiannis Karavias, Artūras Juodis and Vasilis Sarafidis. Stata Journal 23:1, Slides
xtnumfac version release A battery of estimators for the number of common factors in time series and panel-data models. Work with Simon Reese. Stata Journal 23:2.

Stata packages - Data Processing

Package Version Updated Description
simulate2 version release Enhanced and parallised simulations in Stata.
mmat2tex version release Export Mata Matrix to LaTeX Tables.
htmltab2stata version release Converting html tables into a Stata dataset.
stataid version release Obtaining and displaying information about running Stata instances and closing Stata instances in Microsoft Windows.
multishell version release Parallise loops in Stata (discontinued, no further bug fixing/development).

Overview of Downloads from SSC

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Jan Ditzen's Projects

comtrade icon comtrade

Download trade data from UN Comtrade using jsonio and parsing the output in a user friendly format.

github icon github

a module for building, searching, installing, and managing Stata packages from GitHub

markdoc icon markdoc

A literate programming package for Stata which develops dynamic documents, slides, and help files in various formats

minimal icon minimal

Minimal is a Jekyll theme for GitHub Pages

python-boot-camp icon python-boot-camp

Short introduction to Python programming for Economics graduate students.

simulate2 icon simulate2

module enhancing and parallelising Stata's simulate

skggm icon skggm

Scikit-learn compatible estimation of general graphical models

stataid icon stataid

Obtaining and displaying information about running Stata instances under Microsoft Windows. stataid can close Stata instances using its Windows process id.

xtbreak icon xtbreak

Testing and Estimation of structural breaks in Stata

xtdcce2 icon xtdcce2

Estimating Dynamic Common Correlated Effects Models in Stata

xtgrangert icon xtgrangert

Improved tests for Granger noncausality in panel data

xthst icon xthst

Testing for slope homogeneity

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