gauss code大全，应有尽有-经管之家官网！

http://www.unc.edu/~jbhill/Gauss_by_code.htm
Jonathan B. Hill’s Home Page
GAUSS Code Archives compiled by Alan Isaac.
A
Adaptive Least Squares (ALS):
J. Huston McCulloch.
ARCH:
Bruce Hansen
ARCH Test (semiparametric, adaptive, based on innovation density):
Douglas Hodgson.
B
Bandwidth Selection (Multivariate): Ralf Tschernng.
Bayesian Inference from Constrained Weighted Likelihood Bootstrap:
Ron Schoenberg,
Bayesian Inference from Weighted Likelihood Bootstrap:
Ron Schoenberg,
Bayesian inference and Markov chain Monte Carlo:
Peter Lenk.

Beveridge-Nelson decomposition procedures:

infMA.src, bn.src, forecast.src, newbold.src, cwdecomp.src:
Kristian Jönsson.

Binary Response (smoothed maximum score estimator):
Joel Horowitz
Box-Cox Regression:
Marc Nerlove.
C
Chow-Lin interpolation procedure:
Michael Boldin.
Cochrane-Orcutt (Iterated):
Alan Isaac.
Cointegration:
Bruce Hansen
Cointegration Tests: Engle-Ganger, Johansen, Stock-Watson:
Maximo Comacho
Cointegration Tests (residual-based):
A. Gregory and B. Hansen.
Cointegration Tests (Johansen):
Bhati.
Cointegration Tests (Johansen):
P. de Lima.
Cointegrating Regressions (FM-OLS Estimation with autmated bandwidth):
B. Hansen.
(Ogaki's) Cointegration Routines: Dave Chapman.
(MLECO) Cointegration procedure for structural change analaysis:
Peter Hansen.
Confidence Intervals (grid bootstap, for AR process):
Bruce Hansen.
Confidence Intervals (grid bootstap, for AR process, newer version):
Bruce Hansen.
Cubic Smoothing Spline: variously by Baird, and by Soderlind.
D
Date and Time Procedures: Cameron Rookley.
Decomposition (Blanchard-Quah):
Alan Isaac.
Density Estimation (NonParametric):
Bruce Hansen
Density Estimation (NonParametric):
Douglas Hodgson.
Density Estimation (Risk Neutral):
Cameroon Rookley
Density Estimation: Mico Loretan.
Distributions: DISTRIB Library:
Schlittgen.

(Tools Useful to Solve) Dynamic General Equilibrium Models: Alfred Maussner

Dynamic Panel Data: multiple programs and authors.
Dynamic Programming: multiple authors, multiple programs.
E
Error Components - Seemingly Unrelated Regression (Ecsur) For Unbalanced Data :
Park Wilde.
Error Correction (adaptive):
Douglas Hodgson..
Error Correction (adaptive; residuals are ARMA):
Douglas Hodgson.
Extremal Serial Dependence Test : Jonathan B. Hill
Extremal Tail Index Estimation (with robust kernel variance estimation): Jonathan B. Hill.
Extreme Value Theory and Estimation:
Thierry Roncalli.
F
Finance Procedures: Cameron Rookley.
Flexible nonlinear inference:
Maximo Comacho
Fractional differencing operator:
Heiko Ebens.
G
GARCH (univariate and multivariate: VECH, BEKK, etc.):
Ken Kroner.
GARCH, TGARCH, SGARCH, GARCH-M (univariate):
.Ron Schoenberg.
GARCH (univariate):
Andrew Patton.
GMM: multiple programs by multiple authors.
GMM and Empirical Likelihood:
Bruce Hansen
Goodness of Fit for empirical distribution functions:
David Baird.
Graphics: Simon van Norden.
Graphing: Cameron Rookley.

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