Last updated: November 29, 2002
The following information is taken the from the help files in the
DOS version 3.2.13.
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
firstname.lastname@example.org. 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:
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
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
email@example.com 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
Anyone may submit source code by e-mailing it to firstname.lastname@example.org.
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
- 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
- A disclaimer stating that there are no performance guarantees.
- A request for appropriate attribution should the code be used in a
- A precise citation of any grant support of the code development.
For more information about the archive write to email@example.com.
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: firstname.lastname@example.org 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
programs used in Philip Hans Franses and Dick van Dijk's book Nonlinear
Time Series Models in Empirical Finance.
programs at American University (Maintained by Allan Isaac)
Schoenberg's programs (Ron wrote the maximum likelihood and optimization modules for
GAUSS - no one knows more about GAUSS coding than Ron!)
Hansen's time series programs.
Hamilton's time series programs
Kao's panel data programs.
- Paul Söderlind's
- Gary King's GAUSS utilities.
- Dave Chapman's Archive of Ogaki's GMM and Cointegration
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
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).
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
- 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
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
Horowitz's GAUSS programs
Ritchie's GAUSS code.
Third Party Applications
GAUSS-to-Matlab and Matlab-to GAUSS Conversion