Journal article Open Access
This is the final version as it appears for the citation:
Jordan, Soren and Andrew Q. Philips. 2018. "Cointegration Testing and Dynamic Simulations of Autoregressive Distributed Lag Models." The Stata Journal 18 (4): 902-923. DOI: 10.1177/1536867X1801800409
The page numbers here are consistent with the published version. Corresponding author: Soren Jordan (firstname.lastname@example.org).