Please write to

Professor A. Craig Burnside
Department of Economics
University of Pittsburgh
Pittsburgh, PA 15260
to receive his manuscript entitiled "Notes on the Linearization and GMM Estimation of Real Business Cycle Models," that explains how his programs can be used with the Hansen/Heaton/Ogaki GMM package. His program indivs.g is included in this archive.

TSM users will find examples at the URL http://www.montesquieu.u-bordeaux.fr/u/roncalli/tsm4.html. (These examples concern the parameters estimation of the Bernoulli, Binomial, Negative Binomial, Poisson, Gamma, Beta, Laplace-Gauss, Log-normal and Exponential distributions, univariate ARMA process -- ARMA(2,1) and MA(2), state space models -- time-varying coefficients, local level and local linear models, and non-linear models -- TAR, Bilinear and NLMA)