@article{Jordan:340281,
      recid = {340281},
      author = {Jordan, Soren and Philips, Andrew Q.},
      title = {Cointegration testing and dynamic simulations of  autoregressive distributed lag models},
      journal = {Stata Journal},
      address = {2018-10},
      number = {199-2024-655},
      year = {2018},
      abstract = {In this article, we introduce dynamac, a suite of commands  designed to assist users in modeling and visualizing the  effects of autoregressive distributed lag models and in  testing for cointegration. We discuss the bounds  cointegration test proposed by Pesaran, Shin, and Smith  (2001, Journal of Applied Econometrics 16: 289–326), which  we have adapted into a command. Because the resulting  models can be dynamically complex, we follow the advice of  Philips (2018, American Journal of Political Science 62:  230–244) by introducing a flexible command designed to  dynamically simulate and plot a variety of types of  autoregressive distributed lag models, including  error-correction models.},
      url = {http://ageconsearch.umn.edu/record/340281},
      doi = {https://doi.org/10.22004/ag.econ.340281},
}