What is the statistical program used in the Worldwide Governance Indicators?
This isn't a matter of statistical packages as much as it is a matter of how to write a program to maximize/minimize a function. You can do this readily in Stata, Matlab, R, Python, etc. No matter what language you use, though, the process is basically the same. You write a function that specifies the functional form your trying to, say, minimize, set the parameters you're optimizing over as the function arguments, then call some built-in minimization routine on that function. Here is a primer for doing this in Stata and here is an introduction for R. Matlab and Python will both be very similar to R, with the primary exception being that you will have to declare the function in a different .m file for Matlab.