Matthieu Stigler

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Research Teaching Software Blog

Statistical packages

Main packages I maintain/develop:

  • tsDyn: Non-linear regime switching models, in particular threshold cointegration in R,
  • RDDtools: A toolbox for Regression Discontinuity Design (RDD)

Other packages I have worked on:

  • partsm Orphaned package I adopted on Periodic Autoregressive Time Series Models.
  • RcompHam94 Replicating Hamilton's Time Series Analysis
  • RCompAngrist Replicating Mostly Harmless Econometrics in R