Downloadable software and other stuff; André Lucas
Dun Bradstreet data:
the data of Dun and Bradstreet 1927 -- 1997, failure rates and numbers of failed companies
(source: DB report (1997) Business failure record.
A comparative statistical analysis of geographic and industry trends in business failures in the United States.).
RIPE: Robust Inference Plus Estimation. Single equation regression package,
containing several robust estimation procedures.
The proofs of JBF 2001 paper (available on request) can be found in
the underlying original working paper or
For my thesis click here. (Lucas, A. (1996): Outlier
robust unit root analysis, Thesis Publishers, Amsterdam.)