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An Introduction to tseffects: Dynamic Inferences from Time Series (with Interactions)9 days ago
The ADL/GECM model | A unified approach to inferences: the Generalized Dynamic Response Function | Two subfunctions: pulse.calculator and general.calculator | Effect estimation and visualization: GDRF.adl.plot and GDRF.gecm.plot | Dynamic conditional effects: interact.adl.plot | Comparing tseffects with other packages | ARDL | kardl | dynamac | Concluding thoughts | Bibliography
An Introduction to dynamac: Dynamic Inferences (and Cointegration Testing) from Autoregressive Distributed Lag Models6 years ago
ARDL models generally | Estimating an ARDL model: best practices and dynamac | Understanding our time series | Estimating ARDL models with dynardl | Cointegration testing using the ARDL-bounds procedure and pssbounds | Counterfactual simulation using dynardl | Being smart(er than dynardl) about data and modeling | Bibliography