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.