This page provides the Stata files (programs and documentation) used in some of my recent papers.

• "Semi-nonparametric estimation of extended ordered probit models"

sneop.ado

sneopll.ado

sneop.hlp

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"

redprob.ado

redpmod_ll.ado

redprob.hlp

Note on use of the estimator

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"

redpace.ado

redsar_ll.ado

redsma_ll.ado

redsnoau_ll.ado

redpace.hlp.hlp

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].