Home
Classes
Research
Software
Links

Eric Zivot's
GAUSS Resources

Last updated: November 29, 2002

Aptech Systems

• GAUSS homepage

Learning GAUSS

• GAUSS programming for econometricians Online interactive GAUSS tutorial. Way cool!
• Felix's Beginner's Guide to GAUSS programming - Excellent beginner's guide to GAUSS in Microsoft Word format.
• Mark Watson's GAUSS tutorial.
• Mark Nerlove's GAUSS tutorial.

Documentation

The following information is taken the from the help files in the DOS version 3.2.13.

• Command Summary
• Mathematical Operators
• Publication Quality Graphics
• Proc MAXLIK

Gaussians Mailing List

There is an electronic mailing list for GAUSS users. This list is an excellent resource for GAUSS users. The following gives a description of the list:

Gaussians was created primarily for discussion of anything related to the GAUSS software package. Its goals is to bring GAUSS users together and provide them a forum for information exchange, and tips/experiences/frustration sharing etc. The remainder of this message contains:

1) instructions on how to post messages to the list
2) how to subscribe and unsubscribe
3) where to find archives of gauss software
4) where to find archives of this list
5) email addresses for Aptech

If you have any comments or suggestions, please send them to owner-gaussians@eco.utexas.edu. Thank you!

HOW TO POST A MESSAGE:

To post a message to the list, just send it to the address below and it will be forwarded to everyone on the list:

		gaussians@eco.utexas.edu

If you reply to a question posted to the list, please also send your reply to the whole list (that is, cc it to gaussians) when what you have to say might be of general interest.

Please DO NOT send subscription or unsubscription requests to the address above. If you do, you'll look silly because EVERYONE on the list will get a message saying that you want to subscribe or unsubscribe. You'll get lots of annoyed messages telling you to do the following thing instead...

HOW TO SUBSCRIBE OR UNSUBSCRIBE:

To subscribe or unsubscribe from this list, send one of the following commands in the body of an email message (not on the subject line) to

		majordomo@eco.utexas.edu:

		subscribe gaussians 
		unsubscribe gaussians

Send subcribe messages from the account where you'd like to receive postings from the list; send unsubscribe messages from the account you where you receive postings. Again, please DO NOT send administrative requests to gaussians; send them to majordomo@eco.utexas.edu instead. If you take this advice, you'll keep everyone happy and avoid a lot of hate mail.

THE GAUSS SOFTWARE ARCHIVE:

The American University Economics Department archives GAUSS source code for public non-commerical use. At the moment it contains some good code for non-linear optimization, qualitative choice models, generalized method of moments estimation, and cointegration tests, along with a variety of other useful special purpose procedures. Since this is an archive of source code, useful general purpose utilites will often be available in specific applications. The code is located at the following URL: Gauss programs at American University

Anyone may submit source code by e-mailing it to econ@american.edu. The code should be extensively commented so that its purpose and strucure are readily discerned. The code must contain a clear statement of authorship. Existing copyrights and patents must be fully honored. In addition, attributions should be made in accord with academic standards. Any submission of code must include a header with the following information:

• A claim to authorship and a date of last revision (e.g., Written by Jane Doe 7/15/94).
• A statement that the code is written and submitted for public,non-commercial use.
• A disclaimer stating that there are no performance guarantees.
• A request for appropriate attribution should the code be used in a research project.
• A precise citation of any grant support of the code development.

For more information about the archive write to econ@american.edu.

ARCHIVE OF GAUSSIANS MESSAGES:

Messages to gaussians are automatically archived at the Gaussians mailing list archive. An HTML version of the archive is available from R.H. Koning.

If you ever want to retract a message you sent to gaussians and have it deleted from the archive, send email to: gaussians-approval@eco.utexas.edu This will have to be handled by a person, so please only make use of this if you find out you said something horribly wrong or offensive.

GAUSS Programs on the Net

• Gauss programs used in Philip Hans Franses and Dick van Dijk's book Nonlinear Time Series Models in Empirical Finance.
• Gauss programs at American University (Maintained by Allan Isaac)
• Ron Schoenberg's programs (Ron wrote the maximum likelihood and optimization modules for GAUSS - no one knows more about GAUSS coding than Ron!)
• Bruce Hansen's time series programs.
• James Hamilton's time series programs
• Khihwa Kao's panel data programs.
• Paul Söderlind's GAUSS Utilities.
• Gary King's GAUSS utilities.
• 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.
• Vassilis Hajivassiliou's gauss probability simulators. The file is simprog.gcf and it can be used to estimate an MultinomialProbit. 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. Includes the Ecological Inference freeware programs EI and EzI, which 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.
• Bart Hobijn's code at New York University.
• University of Frankfurt
• Compar at University of Toulouse.
• Simon van Norden and Vigfusson's Switching Regime models. (Gauss software and article, see WP 96-3).
• Curt Wells's code at Lund University, including a translation of the Kalaba et al. Flexible Least Squares Model (fls.prg).
• Chris Mooney's code for bootstrapping and Monte Carlo simulation.
• Mark Nerlove's code for bootstraping and Monte Carlo simulation.
• Chang-Jin Kim's markov switching programs. These programs are used in the forthcoming MIT Press book State-Space Models with Regime-Switching: Classical and Gibbs-Sampling Approaches with Applications by Chang-Jin Kim and Charles Nelson.
• Thierry Roncalli's GAUSS page. Large collection of GAUSS programs for applications in finance and financial econometrics.
• Cameron Rookley's GAUSS programs for finance applications.
• Joel Horowitz's GAUSS programs 
• Felix Ritchie's GAUSS code.

Third Party Applications

• GAUSSX
• Kuan-Pin Lin and Lani Pennington's LSQ package,

GAUSS-to-Matlab and Matlab-to GAUSS Conversion Utilities

• Cameron Rookley's perl scripts. (Now at the American University GAUSS archives)