Links to Gauss Resources


Jan M. Podivinsky

Comparisons with Other Languages/Packages
Stefan Steinhaus's Benchmarks
Mark Nerlove's Comparisons

Gauss Tutorials
Marc Nerlove's Tutorial
Mark Watson's Tutorial
Kuan-Pin Lin's Gauss Programming for Econometricians and Financial Analysts

Web Listings of Code, Resources...
Gauss Source Code Archive at American University
Eric Zivot's Gauss Resources
Econometrics Links Listings
Felix Ritchie's Gauss Page
Cameron Rookley's Financial Archive
Mathtools' Gauss Links
Gauss Tutorial: Programs and Data [from R.J. O'Brien]
demo1.prg exload.prg
EXPROG1.prg EXPROG2.prg EXPROG3.prg EXPROG3a.prg
exprog4.prg exprog5.prg exprog6.prg exprog7.prg
font.prg prog1.prg timing.prg
ft30_C.prn Longley1.asc XX4.fmt
Gauss Examples
Graphics : Icasadf.tkf
Optimisation: exoptmua.prg exoptmum.prg using data Dati1099.csv
Monte Carlo: Monteca.prg MonteC.prg MCBoot.prg
Panel Data: Panel.prg using data Grunfeld.dat [Program due to Olvar Bergland]
GMM: Hansen-Heaton-Ogaki GMM code (with documentation ). Bruce Hansen's CU-GMM program.
State Space Models & Regime Switching: Gauss Programs and Data from Kim and Nelson's State Space Models with Regime Switching, MIT Press, 1999.
PESTS: Poisson Estimators for State-Space Time Series includes Gauss programs for estimating event count time series.
James Morley's homepage at Washington University, St. Louis, includes GAUSS code for several state space models.
Bank of/Banque de Canada link to User Guide to GAUSS Programs for the Estimation of State-Space Models with ARCH Errors, 2000.


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Last updated: 11 October 2002