A Stata implementation of the Threshold Vector Autoregression Model and a study of a nuisance parameter with bootstrapping and Monte Carlo simulation.
Reading data download from the wind into stata in a cleaning format
Estimating Dynamic Common Correlated Effects Models in Stata
Super fast grouped regressions in Stata
Stata code for part 2 (Chapter 11-17) of the book Causal Inference, by Miguel Hernán and James Robins.
Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia.
Stata codes for Advanced Econometrics Class