[求助]跪求：gauss4.0的gpe2问题

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我怎么在运用gpe2时总是出现说，没有发祥gpe2,我的版本号也是一致的，请问高手到底时什么问题啊！希望好心人能够帮我解决一下啥

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关键词：GAUSS Aus GPE USS 版本号 好心人 版本号

http://down.cenet.org.cn/view.asp?id=7470

Computational Econometrics: GAUSS Programming for Econometricians and Financial Analysts

Author: Kuan-Pin Lin ISBN: 0970531435 Paperback Publisher: ETEXT Publisher's information: http://www.etext.net/Catalog/catalog.cgi?Catalog_No=Lin3555&Info=1

Computational Econometrics: GAUSS Programming for Econometricians and Financial Analysts

Table of Contents

Chapter I	Introduction
Chapter II	GAUSS Basics
Lesson 2.1:	--	Let's Begin
Lesson 2.2:	LONGLEY.TXT	File I/O
Lesson 2.3:	LONGLEY.TXT	Data Transformation
Lesson 2.4:	LONGLEY.TXT	Data Analysis
Chapter III	Linear Regression Models
Lesson 3.1:	LONGLEY.TXT	Simple Regression
Lesson 3.2:	LONGLEY.TXT	Residual Analysis
Lesson 3.3:	LONGLEY.TXT	Multiple Regression
Lesson 3.3a:	LONGLEY.TXT	Beta Coefficients
Lesson 3.4:	CJX.TXT	Cobb-Douglas Production Function
Lesson 3.5:	CJX.TXT	Testing for Structural Change
Lesson 3.5a:	CJX.TXT	Testing for Model Stability
Lesson 3.6:	CJX.TXT	Residual Diagnostics
Chapter IV	Dummy Variables
Lesson 4.1:	ALMON.TXT	Seasonal Dummy Variables
Lesson 4.2:	ALMON.TXT	Dummy Variable Trap
Lesson 4.3:	CJX.TXT	Testing for Structural Change: Dummy Variable Approach
Chapter V	Multicollinearity
Lesson 5.1:	LONGLEY.TXT	Condition Number and Correlation Matrix
Lesson 5.2:	LONGLEY.TXT	Theil's Measure of Multicollinearity
Lesson 5.3:	LONGLEY.TXT	Variance Inflation Factors (VIF)
Lesson 5.4:	LONGLEY.TXT	Ridge Regression and Principal Components
Chapter VI	Nonlinear Optimization
Lesson 6.1:	--	One-Variable Scalar-Valued Function
Lesson 6.2:	--	Two-Variable Scalar-Valued Function
Lesson 6.3:	YED20.TXT	Estimating Probability Distributions
Lesson 6.4:	YED20.TXT	Mixtures of Probability Distributions
Lesson 6.5:	JUDGE.TXT	Minimizing Sum-of-Squares Function
Lesson 6.6:	JUDGE.TXT	Maximizing Log-Likelihood Function
Chapter VII	Nonlinear Regression Models
Lesson 7.1:	JUDGE.TXT	CES Production Function
Lesson 7.2:	MONEY.TXT	Box-Cox Variable Transformation
Lesson 7.3:	JUDGE.TXT	Hypothesis Testings for Nonlinear Models
Lesson 7.4:	MONEY.TXT	Likelihood Ratio Tests of Money Demand Equation
Chapter VIII	Discrete and Limited Dependent Variables
Lesson 8.1:	GRADE.TXT	Probit Model of Economic Education
Lesson 8.2:	GRADE.TXT	Logit Model of Economic Education
Lesson 8.3:	FAIR.TXT	Tobit Analysis of Extramarital Affairs
Chapter IX	Heteroscedasticity
Lesson 9.1:	GREENE.TXT	Heteroscedasticity-Consistent Covariance Matrix
Lesson 9.2:	GREENE.TXT	Goldfeld-Quandt Test and Correction for Heteroscedasticity
Lesson 9.3:	GREENE.TXT	Breusch-Pagan Test and Correction for Heteroscedasticity
Lesson 9.4:	GREENE.TXT	Multiplicative Heteroscedasticity
Chapter X	Autocorrelation
Lesson 10.1:	CJX.TXT	Heteroscedasticity-Autocorrelation-Consistent Covariance Matrix
Lesson 10.2:	CJX.TXT	Tests for Autocorrelation
Lesson 10.3:	CJX.TXT	Cochrane-Orcutt Iterative Procedure
Lesson 10.4:	CJX.TXT	Hildreth-Lu Grid Search Procedure
Lesson 10.5:	CJX.TXT	Higher Order Autocorrelation
Lesson 10.6:	CJX.TXT	ARMA(1,1) Error Structure
Lesson 10.7:	CJX.TXT	Nonlinear ARMA Model Estimation
Chapter XI	Distributed Lag Models
Lesson 11.1:	USYC87.TXT	Testing for Autocorrelation with Lagged Dependent Variable
Lesson 11.2:	USYC87.TXT	Instrumental Variable Estimation
Lesson 11.3:	ALMON.TXT	Almon Lag Model Revisited
Lesson 11.4:	ALMON.TXT	Almon Lag Model Once More
Chapter XII	Generalized Method of Moments
Lesson 12.1:	YED20.TXT	Gamma Probability Distribution
Lesson 12.2:	GMMQ.TXT	A Nonlinear Rational Expectation Model
Lesson 12.3:	USYC87.TXT	GMM Estimation of U. S. Consumption Function
Chapter XIII	System of Simultaneous Equations
Lesson 13.1:	KLEIN.TXT	Klein Model I
Lesson 13.2:	KLEIN.TXT	Klein Model I Reformulated
Lesson 13.3:	BWQ.TXT BWP.TXT	Berndt-Wood Model
Lesson 13.4:	BWQ.TXT BWP.TXT	Berndt-Wood Model Extended
Lesson 13.5:	KLEIN.TXT	Klein Model I Revisited
Chapter XIV	Unit Roots and Cointegration
Lesson 14.1:	USYC87.TXT	Augmented Dickey-Fuller Test for Unit Roots
Lesson 14.2:	USYC87.TXT	Cointegration Test: Engle-Granger Approach
Lesson 14.3:	USYC87.TXT	Cointegration Test: Johansen Approach
Chapter XV	Time Series Analysis
Lesson 15.1:	BONDS.TXT	ARMA Analysis of Bond Yields
Lesson 15.1a:	BONDS.TXT	ARMA Analysis of Bond Yields (II)
Lesson 15.2:	USINF.TXT	ARMA Analysis of U. S. Inflation
Lesson 15.2a:	USINF.TXT	ARMA Analysis of U. S. Inflation (II)
Lesson 15.3:	USINF.TXT	ARCH Model of U. S. Inflation
Lesson 15.4:	DMBP.TXT	ARCH Model of Deutschemark-British Pound Exchange Rate
Lesson 15.5:	DMBP.TXT	ARCH-M Model of Deutschemark-British Pound Exchange Rate
Lesson 15.6:	DMBP.TXT	EARCH Model of Deutschemark-British Pound Exchange Rate
Lesson 15.7:	DMBP.TXT	GARCH Model of Deutschemark-British Pound Exchange Rate (II)
Chapter XVI	Panel Data
Lesson 16.1:	AIRLINE.TXT	One-Way Panel Data Analysis: Dummy Variables Approach
Lesson 16.2:	AIRLINE.TXT	One-Way Panel Data Analysis: Deviation Approach
Lesson 16.3:	AIRLINE.TXT	Two-Way Panel Data Analysis
Lesson 16.4:	IFCGM.TXT IFCCH.TXT IFCGE.TXT IFCWE.TXT IFCUS.TXT	Panel Data Analysis for Investment Demand: Deviation Approach
Lesson 16.5:	IFCGM.TXT IFCCH.TXT IFCGE.TXT IFCWE.TXT IFCUS.TXT	Panel Data Analysis for Investment Demand: SUR method
Chapter XVII	Least Squares Prediction
Lesson 17.1:	GDP96.TXT	Ex-Post Forecasts and Forecast Error Statistics
Lesson 17.2:	GDP96.TXT	Ex-Ante Forecasts
Appendix A	GPE Control Variables
Appendix B	GPE Application Modules
	ARMA.GPE	Nonlinear ARMA Model Estimation
	DIAGNOSE.GPE	Residuals Diagnostic Checking
	GARCH.GPE	Nonlinear GARCH Model Estimation
	GMM.GPE	Nonlinear GMM Estimation
	JOHANSEN.GPE	Johansen Cointegration Tests
	PANEL1.GPE	One-Way Panel Data Analysis
	PANEL2.GPE	Two-Way Panel Data Analysis
	STABILITY.GPE	Tests for Model Stability
Appendix C	Statistical Tables
References

About the Book

This book and the accompanying CD-ROM provide a hands-on approach to econometric modeling and analysis using GPE (GAUSS Programming for Econometricians and Financial Analysts), a complete econometric package that runs in the GAUSS programming environment. Goal-oriented and self-paced in style, the book is aimed at students and professionals, with some prior knowledge of economics and statistics, who want to increase their econometric vocabulary while learning a flexible, powerful computer language. Programming experience is not assumed but will be gained in nearly 70 example lessons of basic econometric modeling and analysis. Readers learn how to use GAUSS one topic at a time, including linear and nonlinear regression models, systems of single and simultaneous equations, time series, and panel data analysis. Computational expertise gained through experience with GAUSS is easily extended to languages such as C, C++, and Java. The accompanied CD-ROM contains the full GPE package (programs, data, and lessons) and a free copy of GAUSS Light software (Aptech Systems). This package contains everything required to start programming and learning econometrics.

不顶不行

gpe2没发现是因为gpe2的位置不对，找到gpe2.gcg粘贴到合适位置就可以了，至于哪里合适，都粘贴