I'm trying to provide new code on my blog. It may show up there before I get around to updating this page.
Code to adjust least-squares standard errors for spatial correlation and serial correlation in panel data. (The technique is GMM, as described by Conley 2008). My code is described here.
Code to move data back and forth between Stata and Matlab. Usage is described here.
Code to partial-out two variables from a model and plot them, with a single command.
Code [wrapper to estout] to generate LaTeX regression tables in the format generally used by economists. A single, simple command that tabulates saved estimates.
Code may contain errors. Please let me know if you find one. I do not accept liability for any mistakes that may arise from usage of my code.