Stata Programs
gosset (a binary choice model based on Student's t distribution): gosset.zip
gtlreg (a linear regression model based on Generalized Tukey Lambda (GTL) distribution): upon request
pregibit (a binary choice model based on GTL distribution) : upon request
heckmancopula (a copula-based Heckman model):heckmancopula.zip (the option allowing GTL margins is upon request)
switchcopula (a copula-based endogenous switching regression model): switchcopula.zip (the option allowing GTL margins is upon request)
dummyreg (a copula-based endogenous dummy regression model): dummyreg.zip (the option allowing GTL margins is upon request)