GAUSS RESOURCES
Last modified: 2006 May 29
Current location:
http://www.american.edu/academic.depts/cas/econ/gaussres/GAUSSIDX.HTM.
[
This Archive
|
Other Archived Code
|
Some Commercial Products
|
Disclaimer
]
GAUSS Source Code Archive at American University
Please email suggestions for additions to this resource list to
aisaac AT american DOT edu.
-
Group de Recherche Opérationelle offers a library of statistical procedures.
-
Stefan Steinhaus's
Database Connection Kit (DCK)
" gives GAUSS users the possibility to access nearly any kind of databases via the ODBC interface of Microsoft within GAUSS".
-
Running GAUSS code in Ox.
-
Bruce Hansen's code (time series).
-
Kristian Jönsson's archive.
-
Peter Hansen's code (time series).
-
Paul Söderlind's Software Page.
-
The archives of the gaussians mailing list
are currently divided into the old and the new.
-
CodEc mirrors of the American University site, in the UK,
Japan,
and
St.
Louis.
The UK site is a much faster connection for UK residents.
Unfortunately, the mirrors have not updated for quite some time.
-
Joseph Cooper's discrete choice and contingent valuation method code at ERS.
-
James Hamilton's time series routines at UCSD.
-
Hodgson/Vorkink collection of code for
adaptive estimation
-
C.D. Kao's cointegration in panel data routines.
-
Pedro J. F. de Lima offered a
variety of time series applications while he was at Johns Hopkins University,
including long memory and EGARCH estimation.
If you know where he moved these, please let me know.
-
Christopher Z. Mooney, West Virginia University,
offers code for
Monte Carlo Simulations and code for
Bootstrapping and Jackknifing.
-
Ron Schoenberg's code at University of Washington.
-
Thierry Roncalli's page offers an
extensive collection of utilities and useful programs, with an
emphasis on applications in finance.
-
Dave Chapman's
Archive of Ogaki's GMM and Cointegration routines.
-
Geoffrey
Shuetrim's
GAUSS Code at the Financial Markets Group.
-
Berwin Turlach's code for
kernel density estimation
-
Kuan-Pin Lin's
compiled econometric routines at Portland State University.
-
Code to do multinomial probit without using simulators is also available,
along with a description
and the
paper ("Issues, Economics, and the Perot Candidacy: Voter
Choice in the 1992 Presidential Election", R. Michael Alvarez and
Jonathan Nagler, _American Journal of Political Science_, Vol 39,
No 3, August, 1995, pgs 714-744.
-
GAUSS at CodEc
-
Gary King's code at Harvard University.
See the large collection of statistical procedures and utilities, including some graphics utilities.
(Only a few are archived on this site.)
King also offers the Ecological Inference package as the freeware programs EI and EzI: these implement the statistical methods, graphics, and diagnostics in King's book Reconstructing Individual Behavior from Aggregate Data: A Solution to the Ecological Inference Problem (Princeton: Princeton University Press, April 1997).
-
Ruud Koning's
code,
which includes a library for kernel estimation, code for testing for normality
in probit models, and procedures for rejection sampling.
-
Mark Harris's collection of
Dynamic Panel Data routines (Harris Oct96) is
available at Monash University.
-
Bart Hobijn's code at New York University.
-
Compar at University of Toulouse.
(Since Sept 2004, some access problems have been noted.)
-
Chihwa Kao offers gauss-based econometric package, NPT 1.0, of doing nonstationary panel time series.
The user guide and the program can be downloaded from his website.
-
van Norden and Vigfusson's Switching Regime models.
(Gauss software and article, see WP 96-3).
-
Van Norden's code page.
-
Felix Ritchie's GAUSS page
contains some useful code (including the XPReg TV regression program),
links to Web sites,
and
Felix's Beginner's Guide to Gauss.
-
Cameron Rookley
maintains a GAUSS page
which includes a
Perl program for converting Gauss code to Matlab
along with code to get Matlab behave like Gauss.
His archive of Finance Related GAUSS Code
contains 70+ programs and procedures that focus on the analysis of derivatives,
as well as nonparametric and local polynomial regression routines.
-
Curt Wells's code
at Lund University,
including a translation of the Kalaba et al. Flexible Least Squares Model (fls.prg).
-
Eric Zivot's GAUSS page.
-
Mathtools's GAUSS page.
-
Steven Berry offers a
GAUSS emacs mode
A Few Commercial Products
[
Top of GAUSS Resources Page
|
Software
Page
|
AU Econ
Dpt
]
List of page authors:
Alan G. Isaac.