GAUSS Information,

GAUSS Archives, GAUSS Code

Jonathan B. Hill Home Page

Aptech: Gauss manufacturer

Aptech'ss Gauss links.

Gaussians Mailing List (via Aptech)

Online Gauss tutorials:

Yale StatLab's Gauss Introduction

Marc Nerlove's Gauss tutorial

Gauss Programming for Econometricians

Extensive Documentation by Aptech

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

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

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

Gauss Links via Econometrics Links

Ronald Shoenberg’s Gauss archive

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

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

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

Freeware, programs, and utilities

Universities

Industry

Others

Universities	Information
American 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.
Berkeley - Econometrics Laboratory  Software Archive	Location	USA
	Subject	Routines for Markov, Maxlik, Logit, Probit, Bayesian and SWARCH models.
Harvard University (Gary King)	Location	Harvard, USA
	Subject	Routines for Maximum Likelihood estimation, random generators, PDF, CDF functions, utilities.
Princeton University (Bo E. Honoré)	Location	USA
	Subject	Routines for Tobit models and optimization.
Stockholm 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.
Université de Toulouse (Yves Aragon)	Location	Toulouse, France
	Subject	Routines for SIR and multivariate SIR (Sliced Inverse Regression)
University 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
University of California (Wouter J. Denhaan)	Location	San Diego, USA
	Subject	Parametrized Expectations Algorithms, VARHAC algorithms
University of Maryland (Marc Nerlove)	Location	USA
	Subject	GAUSS tutorial.
University of Washington (Ronald Schoenberg)	Location	Seattle, USA
	Subject	Programs for different Maximum Likelihood estimations
University of Washington (Eric Zivot)	Location	Seattle, USA
	Subject	Online GAUSS tutorial; documentation; MAXLIK routine; GAUSS emailing list; code archives
University 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.
West Virginia University (Christopher Z. Mooney)	Location	USA
	Subject	Programs for Monte Carlo simulations, bootstrapping problem.
Industry	Information
Federal Reserve Bank of New York (Bob Hobijn)	Location	New York, USA
	Subject	Routines for time series analysis, cluster analysis, linear models.
Trig Consulting (Felix Ritchie)	Location	United Kingdom
	Subject	Routines for Panel models, utilities, GAUSS beginners guide
Others	Information
Chihwa 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.
Codec GAUSS Archive (Dirk Eddelbüttel)	Location	United Kingdom
	Subject	Collection of programs for Maximum Likelihood estimation, LOGIT & PROBIT, nonlinear regression, ARIMA.
Stefan Steinhaus's GAUSS page (Stefan Steinhaus)	Location	Munich, Germany
	Subject	DCK, general database interface for GAUSS for Windows including a new help system.
The Riemann Library (Anders Kallen)	Location	Sweden
	Subject	Nonparametric statistics, descriptive statistic, Kaplan Meier, Survival Analysis, data manipulation, ANOVA, GLM, GEE, likelihood, bootstrap.
Thierry Roncalli's GAUSS page (Thierry Roncalli)	Location	England
	Subject	Routines for linear programming and multivariaten adaptive regressions splines