Some Gauss Programs

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Some Gauss ProgramsBelow find links to some Gauss programs that I have written. Except where noted, the programs are written for Gauss for Windows.
  CenregSome programs that are useful for calculation of of estimators for the semiparametric censored regression model. There are links to programs written for Gauss for DOS as well as for Gauss for Windows.
  PantobThis program implements the estimator described in my paper "Trimmed LAD and Least Squares Estimation of Truncated and Censored Regression
Models with Fixed Effects." (Econometrica, (May, 1992), Vol. 60, No 3, pp. 533-565.). A version that works under Gauss for DOS is available at http://web.princeton.edu/sites/econometrics/programs/pantob/
  Quantile RegressionA Gauss program for doing quantile regression.

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