Stata Code
mixmixlogit - Implements the Mixed-Mixed Multinomial Logit Model (MM-MNL) or Mixed Latent Class Logit.
xtmo - Implements the Mean Observation OLS ('MO-OLS') estimator for large static/dynamic panel data models with multidimensional slope heterogeneity
xtcce - Implements the static and dynamic Common Correlated Effects estimator with OLS/2SLS/GMM
xtkr - Implements the Keane and Runkle (1992) estimator for short dynamic panel data estimation
xtpedroni - Implements Pedroni's panel cointegration tests and mean group PDOLS estimator.