By Gabriele Fiorentini, Giorgio Calzolari, and Lorenzo Panattoni, for a 1996 paper in the Journal of Applied Econometrics.

Fortran 95 code to estimate of continuous-time diffusion processes, including stochastic volatility models.

Code to generate autocorrelated Gaussian variates by S. Tim Hatamian.

Fortran 77 code to compute the estimators of multiple regression parameters by a family of Maximum Entropy Leuven Estimators under severe multicollinearity.

Fortran 77 codes to estimate cross and power spectra by sine multitapers and to plot x-y data.

Codes in Fortran 90 and 77. Accompanies the book "GSLIB: Geostatistical Software Library and User's Guide" by Clayton Deutsch and Andre Journel.

Programs from book by Christopher Jennison.

By Wouter J. Denhaan.

Suite of programs to estimate (co)variance components or covariance functions, and the resulting genetic parameters, by Restricted Maximum Likelihood fitting an animal model, by K. Meyer.

Fortran 95 codes by Karin Meyer: RRGIBBS does simple random regression analyses via Gibbs sampling, and PDMATRIX makes matrices positive definite.