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Boston College Department of Economics: Statistical Software Components - http://ideas.repec.org/s/boc/bocode.html
Collection primarily in the form of Stata modules. |
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GAUSS Resources - http://www1.american.edu/academic.depts/cas/econ/gaussres/GAUSSIDX.HTM
GAUSS source code archive at American University. Includes routines for Bayesian econometrics, GMM, optimization, discrete choice, statistical distributions, time series, and dynamic programming. |
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Matching Estimators - http://elsa.berkeley.edu/~imbens/estimators.shtml
Code for estimating average treatment effects in Stata and Matlab, with accompanying paper, by Guido Imbens. |
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http://transp-or.epfl.ch/page63023.html - http://transp-or.epfl.ch/page63023.html
Object-oriented C code for maximum likelihood estimation of Generalized Extreme Value (GEV) models for discrete choice data. Free for academic use. |
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MATLAB Code for Quantile Regression - http://www.stat.psu.edu/~dhunter/code/qrmatlab/
Functions for performing nonlinear quantile regression, written by David Hunter. |