Disclaimer: Please note that the codes provided are to assist researchers and practitioners in using some recent model estimation (and computational) advances. As such, the codes have not been thoroughly vetted for all possible model specification variants, nor have the codes gone through a rigorous control and documentation check (some of the codes have been written by my current or former graduate students, and I do not have the time to carefully look into each of these codes and the corresponding documentations). If you want to use these codes, please be prepared to spend a good bit of time to understand the code. Some of the codes may be better documented than other codes.

I will be pleased to work with software programmers who want to formalize these codes within their programs and provide rigorous documentation and customer support. Note also that, for some models and procedures, the R code has been provided (in addition to the GAUSS code).