For MS Windows by far the easiest X-Windows "server" is MobaXterm. It will allow you to run GUI applications on our servers from a console on your PC giving you access to the superior computing power of the server cluster from your desktop. Download it from: http://mobaxterm.mobatek.net/download.html and follow the prompts to install. The defaults are all ok. Once installed, you can run it by selecting the Mobaxterm icon. Then select "start local terminal" and enter an ssh command to connect to any NBER server, for example:
ssh nber7.nber.org
Once connected you can issue shell commands to the terminal, including commands such as xstata or firefox. Those commands will open a separate GUI window on the PC.
The X-Windows protocol tends to be slow, and may be unusable at long distances from the NBER office. You may prefer NX
For support, please email it-support@nber.org.