Stata & Panel Data: Training Session by Damba
Codes for Highly-Persistent, Correlated AR(1) Shocks (Galindev and Lkhagvasuren, 2010)
Matlab Codes for Approximating VAR Processes by Finite-State Markov Chain (Gospodinov and Lkhagvasuren, 2014)
Matlab Codes for Finite-State Markov Chains with Flexible Distributions (Lkhagvasuren & Bataa, 2021)
Skewed Binomial Markov Chains