Dynamic simulation and testing of single-equation autoregressive distributed lag (ARDL) models in R and Stata
With Soren Jordan. See also the corresponding
mkduration: A Stata command to create duration variable with binary cross-sectional time series data
. See also the corresponding
dynsimpie: A Stata command to examine dynamic compositional dependent variables.
With Amanda Rutherford and Guy D. Whitten. See also the corresponding
Stata Journal article