Here are some standard benchmark datasets and models for testing the accuracy of TSP or other econometrics packages. Verified with software from Fiorentini, Calzolari, and Panattoni, as well as the independent TSP code in bg11 below. Same model as above, but reproduces SEs from Information Matrix and Bollerslev-Wooldridge, as given by FCP software. Uses g11s.tsp below to compute recursive first derivatives.
Most code works for unbalanced data.
Includes Beck-Katz SEs, implemented for balanced data, and which do not handle conditional heteroskedasticity.