I would suggest taking a look at several papers by Professor Habib at the University of Toronto:
He estimates several similar models and they are generally estimated in GAUSS. He is my supervisor, so I could connect you if his models prove helpful.
Sorry, I should mention that the main steps are:
- Setting up the data in GAUSS (good documentation online)
- Specifying the log likelihood function (GAUSS has a good built-in function). I would suggest looking through several papers with similar likelihood functions.
I have a few models on my Github:
and Chandra Bhat posts his estimation code on his website:
I appreciate your kindly interest. I have met with professor Hbib through the last TRB. He looks a gentleman and so kind. I will be so glad if you can provide connection between me and him to achieve my goal. My e-mail: [email protected] Thank you for your help.