Here are the programs I wrote for some of my papers. The files here implement estimators or procedures for a more general situation. If you are looking for the code that I used for the analyses in the papers, follow the link next to the corresponding paper here. Most programs are for Stata and can be installed by copying the files to the working directory or to any directory on the ado-file search path. If you find any mistakes or have any problems or suggestions, please let me know.