The R code accompanying most of my papers (see Research) is available on request.

xtpurt - Stata package for heteroskedasticity-robust panel unit root testing, with H. Herwartz, F. Raters and Y. Walle, on github

svars - R package for data-driven identification in SVAR models, with A. Lange, B. Dalheimer and H. Herwartz, on CRAN and github