GAUSS Information,

GAUSS Archives, GAUSS Code

Jonathan B. Hill Home Page

 

expbul1a   Aptech: Gauss manufacturer

 

expbul1a   Aptech'ss Gauss links.

 

expbul1a   Gaussians Mailing List (via Aptech)

 

expbul1a   Online Gauss tutorials:

Yale StatLab's Gauss Introduction

Marc Nerlove's Gauss tutorial

Gauss Programming for Econometricians

Extensive Documentation by Aptech

 

expbul1a   Gauss Code (alphabetized by utility): massive alphabetized array of programs, code (e.g. ARMA, GARCH, STAR, Unit Root, extreme value methods, nonparametrics).

 

expbul1a   Gauss Code Archives (below: designed and collected by Stefan Steinhaus).

 

expbul1a   GAUSS Code Archives massive arrays of links, authors, code archives by Alan Isaac.

 

expbul1a   Gauss Links via Econometrics Links 

 

expbul1a   Ronald Shoenberg’s Gauss archive

 

expbul1a   Bruce Hansen’s personal GAUSS code archive (threshold, EL, GMM, nonparametrics, ARCH, coint)

 

expbul1a   Thierry Roncalli’s GAUSS page (archive of personal finance code, resources for learning gauss (in French)

 

expbul1a   John Witte and Sander Freenland: massive arrays of Gauss programs.

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Freeware, programs, and utilities

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expbul1a   Universities

expbul1a   Industry

expbul1a   Others

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Universities

Information

expbul1aAmerican University
(Alan G. Isaac)

Location

Washington D.C, USA

Subject

Collection of programs from several GAUSS users. In the moment it contains programs for Bayesian Econometrics, Cointegration, Covariance Matrix Estimators, DYNARE, GMM, Goodness of Fit, Optimization, PDF's, Qualitative Choice Models, Simulation, Simultaneous Equation Estimation, Time Series, Cluster analysis, Discriminant analysis, Factor analysis, Multidimensional scaling, GLIM, regression trees, Plots, Utilities and or several other subjects.

expbul1aBerkeley - Econometrics Laboratory  Software Archive

Location

USA

Subject

Routines for Markov, Maxlik, Logit, Probit, Bayesian and SWARCH models.

expbul1aHarvard University
(Gary King)

Location

Harvard, USA

Subject

Routines for Maximum Likelihood estimation, random generators, PDF, CDF functions, utilities.

expbul1aPrinceton University
(Bo E. Honoré)

Location

USA

Subject

Routines for Tobit models and optimization.

expbul1aStockholm School of Economics
(Paul Söderlind)

Location

Stockholm, Sweden

Subject

Routines for ARMA models, Kolmogorov-Smirnov test, Pearson test, regression models, Kalman filter, VAR models, matrix manipulation, Interest Rate analysis, mean-variance analysis, Newey-West covariance estimation, utilities and programs for solutions and estimation of RE macro models, techniques to extract market expectations.

expbul1aUniversité de Toulouse
(Yves Aragon)

Location

Toulouse, France

Subject

Routines for SIR and multivariate SIR (Sliced Inverse Regression)

expbul1aUniversity of California
(James D. Hamilton)

Location

San Diego, USA

Subject

Markov-Switching models, Kalman filter, routines for the analysis of runds rate and monetary policies

expbul1aUniversity of California
(Wouter J. Denhaan)

Location

San Diego, USA

Subject

Parametrized Expectations Algorithms, VARHAC algorithms

expbul1aUniversity of Maryland
(Marc Nerlove)

Location

USA

Subject

GAUSS tutorial.

expbul1aUniversity of Washington
(Ronald Schoenberg)

Location

Seattle, USA

Subject

Programs for different Maximum Likelihood estimations

expbul1aUniversity of Washington

(Eric Zivot)

 

Location

Seattle, USA

Subject

Online GAUSS tutorial; documentation; MAXLIK routine; GAUSS emailing list; code archives

expbul1aUniversity of Wisconsin
(Bruce E. Hansen)

Location

Wisconsin, USA

Subject

Markov switching and regression models, Autoregressive conditional density estimation, Unit Root tests, Cointegration (with regime shift), structural change test, TAR models.

expbul1aWest Virginia University
(Christopher Z. Mooney)

Location

USA

Subject

Programs for Monte Carlo simulations, bootstrapping problem.

Industry

Information

expbul1aFederal Reserve Bank of New York
(Bob Hobijn)

Location

New York, USA

Subject

Routines for time series analysis, cluster analysis, linear models.

expbul1aTrig Consulting
(Felix Ritchie)

Location

United Kingdom

Subject

Routines for Panel models, utilities, GAUSS beginners guide

Others

Information

expbul1aChihwa Kao (Chihwa Kao)

Location

USA

Subject

Maxlik, Spurious Regression, residual based test for cointegration, cointegrated regression, Estimating and Testing for Structural Change for GDP Growth Rates, nonstationary panels, cointegrated panels, dynamic panels, Bounded Influence Estimation and Outlier Detection for ARCH/GARCH Models, Asymptotic Inference in Censored Regression Models.

expbul1aCodec GAUSS Archive
(Dirk Eddelbüttel)

Location

United Kingdom

Subject

Collection of programs for Maximum Likelihood estimation, LOGIT & PROBIT, nonlinear regression, ARIMA.

expbul1aStefan Steinhaus's GAUSS page (Stefan Steinhaus)

Location

Munich, Germany

Subject

DCK, general database interface for GAUSS for Windows including a new help system.

expbul1aThe Riemann Library
(Anders Kallen)

Location

Sweden

Subject

Nonparametric statistics, descriptive statistic, Kaplan Meier, Survival Analysis, data manipulation, ANOVA, GLM, GEE, likelihood, bootstrap.

expbul1aThierry Roncalli's GAUSS page (Thierry Roncalli)

Location

England

Subject

Routines for linear programming and multivariaten adaptive regressions splines