- visit Gauss
- I have mainly moved to Matlab, but I still use the following a bit. The command line help is my main tool.
- Read/write STATA dictionaries.

»[zip 5k] - Misc.: Simple 3d matrix, matrix square root, matrix of missings.

»[zip 1k] - Certain restricted eigenvalue problems. Used in this paper.
- DOS command line help for
internal Gauss functions and mine. I've used
this for years. You might like it.

»[pdf 39k], Instructions

»[zip 221k], Distribution

- I no longer write many general purpose STATA programs, although I am still fond of
knocking out some code starting with
**version 3.1**. I include these old programs for completeness. - Visit STATA
- Note: If you use STATA 8.0 and
`insheet`

, you should visit STATA update and get an updated executable. The`double`

option has a bug in 8.0. We've also recently found a bug in`tsfill`

with very large datasets. The fix is pretty simple. Thanks to Sergey Chernenko on both of these. - ado programs extending merge multiple .dta and .dct files.
Also in STB no.29.

»[zip 2k] - ado program extending (two-way) graph to
allow text labels on graph. In STB no.??

»[zip 3k]

Donald Knuth offered this warning about some code: “Beware of bugs in the above code; I have only proved it correct, not tried it.”

As for my code, well, if you are cautious, read the site warning; if you are really cautious, click yourself to a source of highly reliable code.

- DOS calculator I wrote in my youth.
Has pr. and financial functions and segment:offset math!

»[zip 21k] - Imhof routines to evaluate dist. of quadratic forms of normals. I wrote a special one for a paper. A very nice Imhof routine has now been ported to Matlab (this code is part of Paul Ruud's excellent book) and to RATS
- Van Zandt TeX stuff [twig] and on TeX pdfs with dvips/distiller
- Using eps in TeX
- Paul Soderlind Gauss/Matlab and more
- Numerical Recipes, bad or good?
- GAWK, an elegant filter is a constant joy.

- Philly Fed data. Real-time and forecast. [twig]
- Ken French excellent stock return data library.
- Mark Watson code/data. Replication taken seriously.
- Jim Hamilton code/data.
- Bruce Hansen code/data.