Here are the AMPL model file, command file and Data set #1 and #20 of the 20 data sets used for the 
parametric bootstrap study in the paper 

"Constrained Optimization Approaches for Estimation of Structural Models".

You can submit the AMPL files along with data sets to NEOS server:

http://neos.mcs.anl.gov/neos/solvers/index.html

Choose the solver " SNOPT " under the "Nonlinear Constrained Optimization"
category and put the model files, data file, command file in the 3 boxes 
respectively. You should be able to duplicate the results reported in our paper.


Feel free to modify our code for estimation for your models. 


For more information on AMPL, see

http://www.ampl.com

For information on the solver SNOPT, see

http://www.sbsi-sol-optimize.com/asp/sol_product_snopt.htm

For information on the solver Knitro, see

http://www.ziena.com/

If you are interested in computational economics, you should check out 
the Chicago-Argonne Institute on Computational Economics (ICE)

http://ice.uchicago.edu/


Che-Lin Su
Jan 8, 2008
CMS-EMS
Kellogg School of Management
Northwestern University