This 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.). The advantage over the old program is that you can run it under Gauss for Windows.

Before using the program you should read the manual for the old version (The PDF version is here).

Here are the files you need:

To download them using Netscape, right-click each link and then click "save link as"

Bo Honoré

Revised 11/99