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Research
Software
Other Sites
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For your statistical and programming enjoyment...
This site has work related to my research interests in multi-variate
time-series analysis and macroeconomic applications.
My current applications are with money and credit data, but the statistical
methodology is applicable to a much broader range of important problems,
some of which may eventually appear here.
The software is a by-product of my research. I try to document the programs
properly, in the hope that they will be useful to others.
Documentation (distributed with the code) also attempts to explain the way
in which research results in published papers were obtained.
Reproducing old results can be
difficult. New versions of statistical programs, operating systems, and my own
code, can mean that the syntax, etc., changes relative to the original
programs. To circumvent this, many of my published results have been coded into
examples, vignettes, and other tests in the R packages. These get checked
automatically, so they run with current versions of software. Please check the
users' guides and R vignettes if you are trying to reproduce published results.
(And yes, the code still produces results published in the 1993 working paper.)
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