The files in this directory contain some of the routines used in the
simulation experiments reported in the paper

 Russell Davidson and James G. MacKinnon, ``Bootstrap testing in nonlinear 
 models,'' mimeo, 1997.

All programs are written in Fortran 77 and come with absolutely no
warranty. 

tobit.f contains routines for tobit estimation and Orme's artificial 
regression.

boottob.f contains routines for computing bootstrap P values and
approximate bootstrap P values for the LR and efficient score LM tests. 
These routines call some of the routines in tobit.f. 

James G. MacKinnon
Department of Economics
Queen's University
Kingston, Ontario, Canada
K7L 3N6

Email: jgm [AT] econ.queensu.ca
Phone: 613 533-2293
Fax:   613 533-6668