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TSP example code

Free TSP 5.1 software

TSP (Time Series Processor) was commercial econometric software from 1978-2017. Its main strength is nonlinear estimation - the LSQ, GMM, FIML, PANEL and ML commands. It uses built-in analytic derivatives to iterate efficiently. This includes the ML command, where you write your own Log Likelihood function.
It is now distributed as a free download, although support is minimal. I still add new features and fix bugs.

Some fairly standard links.

Brief contact info