Research

Software development


Publications

The Stata Journal (2022)

Implemented in Stata as swopit


with Armin Seibert and Gernot Müller

Journal of Economic Dynamics and Control (2021)

Implemented in R as cnaop


with David Dale

The Stata Journal (2021)

Implemented in Stata as nop, ziop2 and ziop3; in Python as cnop; and in Gauss


Studies in Nonlinear Dynamics & Econometrics (2020)

Implemented in Gauss


with Tobias A. Möller, Christian H. Weiß and Hee-Young Kim

Methodology and Computing in Applied Probability (2018)

                                                  

Working papers

UvA-Econometrics Discussion Paper


NBP Working Paper


UCSD Economics Working Paper

EERC Working paper


EERC Working paper