The Stata programs provided here load data publicly available on the web. The programs provide an alternative to sources such as the St. Louis FRED database for reading data directly into Stata. I am providing them without any warranty. My publications page contains additional code for replicating specific papers. Some of the programs call a file "paths.do" which must define a global SavePath containing the name of the folder in which the dataset will be saved. Download this example to save the dataset in the current directory.
Bureau of Economic Analysis
Bureau of Labor Statistics
- QCEW (see file heading for syntax instructions)
- LDB (for windows; sorry, I don't know how to FTP on Macs)
Federal Reserve Board of Governors
CPS
- Basic monthly files beginning in 1989
- Basic monthly files before 1989
- March Supplement beginning in 1989
- Add noncash income to 2004 March supplement
Eurostat (Eurostat provides bulk files in .gz format. Requires gunzipfile, described below.)
Utility programs
- Seasonal adjustment program (NOT an official version of x11. See file heading for syntax instructions)
- Program to embed .eps or .pdf figures into a .tex file child file
- Program to embed .tex files (tables or figures) into a compilable document
- Stata file of state names, fips codes, and two letter abbreviations
- Stata programs to zip and unzip using command line version of 7zip (syntax mirrors the official stata commands zipfile and unzipfile). First download 7-zip, make a copy of the 7z.exe executable and rename it 7za.exe.
Alternative standard errors
- Stata implementation of Imbens and Kolesar (Restat 2016) LZ2 cluster robust standard errors with good coverage when the number of clusters is small (help file)
- Stata implementation of Chodorow-Reich and Wieland (forthcoming) two sample 2sls with overlapping observations (help file)