Stata files
This page provides the Stata files (programs and documentation) used in some of my recent papers.
• "Semi-nonparametric estimation of extended ordered probit models"
Paper on use of the estimator (published in Stata Journal, 2004, 4(1), 27-39.)
Overheads (at Ideas/RePEc) from presentation at May 2003 Stata Users' Group meeting
Paper that uses the estimator: "A Comparison of Semiparametric Estimators for the Ordered Response Model" (Computational Statistics and Data Analysis, 2005, 49, 555-573), [ pre-publication version in pdf].
• "Heckman estimator of the random effects dynamic probit model"
Paper that uses the estimator: "The Inter-related Dynamics of Unemployment and Low-wage Employment" (Journal of Applied Econometrics, forthcoming), [pre-publication version in pdf].
• "Maximum Simulated Likelihood Estimation of Random Effects Dynamic Probit Models with Autocorrelated Errors"
Paper on use of the estimator (published in Stata Journal, 2006, 6(2), 256-272.)
Paper that uses the estimator: "The Inter-related Dynamics of Unemployment and Low-wage Employment" (Journal of Applied Econometrics, forthcoming), [pre-publication version in pdf].