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The suggested citation for the Stata 14 software is
StataCorp. 2015. Stata Statistical Software: Release 14. College Station, TX: StataCorp LP.
If you are referring to a user written program, you should check the help file to see whether the author(s) of the program suggest a particular citation. If the program was published in connection with a Stata Journal article it would seem sensible to cite the article.
If there is nothing else, then, I would just write a generic citation mentioning the author(s) name(s), the name of the program and version number, the URL for the website where you got it from and the accession date.
Tino, it depends what you are writing, where you are submitting, and what is the source of the package. For thesis, dissertation, etc the best advice you get from your librarian.
Your journal or other outlet probably has some house style, not to mention rules on what can be cited formally, that will override anything else. Otherwise some suggestions:
1. If it's published via a Stata Journal article, cite the article and mention the software in text. That's easiest to satisfy reviewers, editors and publishers' in-house people.
2. If it's published via an article in some other journal, cite the article as in #1.
3. If it's published via SSC, look at the help page (some authors make suggestions on this); failing that, look at the corresponding web page e.g. https://ideas.repec.org/c/boc/bocode/s458215.html
4. If it's published (made public) made otherwise, try some variation on #3.
Thanks for the impulse to cite Stata programmers' work and support their contributions.
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