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Econometric Software by Vassilis Hajivassiliou (c) 1993-2009

  • SIMMNP: (in GAUSS)
    Multinomial Probit Estimation Package for Cross-Section and Panel Data Sets

  • SIMMNOP: (in GAUSS)
    Multinomial Ordered Probit Estimation Package for Cross-Section and Panel Data Sets

  • NRPSIM.LIB-GAUSS: (in GAUSS)
    A Library of Simulation Routines for Multivariate Normal Rectangle Probabilities and Their Derivatives

  • NRPSIM.LIB-F77: (in Fortran-77)
    A Library of Simulation Routines for Multivariate Normal Rectangle Probabilities and Their Derivatives

  • SSMLMNP (with Axel Boersch-Supan): (in Fortran-77)
    A Multinomial Probit Estimation Package Using the Method of Smoothly Simulated Likelihood for Cross-Section and Panel Data

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