xtdw.ado:

a Stata command for Durbin Watson statistic in fixed effects panel data models (help).
 

xtbac.ado:

a Stata command for the Baltagi autocorrelation test in panel data (help).
 

xtfptest.ado:

a Stata command for the Fisher version of the Philips Perron test for cointegration in panel data (help).
 

xtdftest.ado:

a Stata command for the Fisher version of the Dickey Fuller test for cointegration in panel data (help);
 

hetgrot.ado:

a Stata command for a Likelihood Ratio test for groupwise heteroskedasticity (help).