Some Gauss Codes

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Useful Gauss Codes

• Collection of Gauss code: http://ideas.uqam.ca/ideas/data/codgaussi.html
  

• Gauss code for the Triples Asymmetry Test for "Business Cycle Asymmetries: International Evidence" by Weshah Razzak
  RePEc:red:ccodes:razzak01
  

• Gauss code for the Hodrick-Prescott filter by Simon van Norden
  RePEc:cre:qmrbcd:2
  

• GAUSS code useful for many RBC models by Gary D. Hansen
  RePEc:cre:qmrbcd:6
  

• GAUSS code for the basic Hansen (1985) model by Gary D. Hansen
  RePEc:cre:qmrbcd:7
  

• GAUSS code for a basic model with money, cash-in-advance constraint by Gary D. Hansen
  RePEc:cre:qmrbcd:8
  

• GAUSS code for an overlapping generations model with inelastic labor supply by Gary D. Hansen
  RePEc:cre:qmrbcd:9
  

• GAUSS code for the Imrohoroglu (1989) model without aggregate uncertainty by Gary D. Hansen
  RePEc:cre:qmrbcd:10
  

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关键词：GAUSS codes code ODEs Some Business filter useful

GAUSS 5.0 (Aptech Systems)

• What's new in GAUSS 5.0 for Win NT/2000/XP 2D arrays for structures
• New modules for 3.6 and 4: Maximum Likelihood 5.0, Time Series 4.0, Constrained Maximum Likelihood 2.0.
• IGX Interactive GraphiX for GAUSS 3.5 (June 2000)
• Bug tracking/support page (Dec 1999). New support page (Sep 2000). The file fixed.txt indicates which version (no longer) contains which bugs.
• Reorganized Mailing list of problems archive.
  

A

• Jason Abrevaya wrote RANKEST: Rank based econometric estimators. Maximum and monotone rank correlation estimator (Han 1987), (Cavanagh and Sherman 1998), leapfrog estimator Econometrics Journal 2.2 (1999)
• Maximo Alonso's time series programs
  

B

• Steven T. Berry's GAUSS-configuration for e-macs editor
  

C

• John Cochrane's Programs for finance, macro, monetary economics and time series analysis
  

D

• Dick van Dijk wrote free programs for regime-switching models for returns (Markov Switching, Threshold, TAR), regime-switching models for volatility (STAR GARCH) and for artificial neural networks (ANN). Example data sets from Book (2000) on nonlinear time series analysis in empirical finance with Philip Hans Franses
• Jurgen Doornik provides OxGauss , a free GAUSS compiler for Windows XXX, Linux and XXX Unix
  

E

• Matias Eklöf provides a 40 page Introduction to GAUSS 3.2 for Windows, 2001 and sample programs for Graduate Econometrics Course
  

G

• Stephen Gray wrote free regime switching and GARCH code
  

H

• Wouter den Haan published GAUSS code for his VARHAC estimator
• James D. Hamilton (UCSD) published his GAUSS programs for flexible nonlinear inference, Econometrica, 2001
• Bruce Hansen (U of Wisc.) wrote free programs for TAR models, stability and linearity testing
• Bart Hobijn (NY FRB) wrote free programs for lots of modern stationarity (KPSS, Leybourne McCabe) and multivariate (seasonal) unit root tests (non cointegration). Bart's personal homepage.
• Joel Horowitz (U of Iowa) wrote free programs for semiparametric and GMM estimation
  

I

• Alan Isaac, a database with GAUSS code for Economists
  

K

• Chihwa Kao provides NPT: free programs for panel-(non-)cointegration tests, requires COINT 2.0
• Chang-Jin Kim and Charles Nelson wrote SSMARKOV programs for State Space Models with Regime Switching (1999, MIT press)
• Gary King produced ReLogit 1.1 Rare Events Logistic Regression, and AMELIA 2.0 (for multiple imputation in Political Science data) also available for Stata
• Ken Kroner wrote free (multivariate) (G)ARCH software. From UCSD ("home of ARCH")
  

K

• Chihwa Kao provides NPT: free programs for panel-(non-)cointegration tests, requires COINT 2.0
• Chang-Jin Kim and Charles Nelson wrote SSMARKOV programs for State Space Models with Regime Switching (1999, MIT press)
• Gary King produced ReLogit 1.1 Rare Events Logistic Regression, and AMELIA 2.0 (for multiple imputation in Political Science data) also available for Stata
• Ken Kroner wrote free (multivariate) (G)ARCH software. From UCSD ("home of ARCH")
  

L

• Junsoo Lee provides unit root and stationarity tests allowing for "multiple breaks". Some require COINT 2.0.
• Kuan-Pin Lin wrote Gauss programming for Econometricians (GPE) II (400 page, pdf format)
• J Scott Long produces Markov 2.5, A statistical environment for GAUSS.
• Helmut Lütkepohl supervised the development of MulTi 1.0 for menu drive multivariate time series analysis for GAUSS under DOS
  

L

• Serena Ng, Time series decomposition and up-to-date unit root tests
  

O

• Marius Ooms and Gerrit Draisma provide an "Introductie Gauss" in Dutch (2000)
• Pierre Perron (and Serena Ng) provide code for optimal unit root and structural break tests anno 2001
  

R

• RJS software produced LALIB-386 (LAPACK for GAUSS), LINCS (structural equation modeling), MISS, QP
• Thierry Roncalli's page contains numerous time series examples [UK]. Other Roncalli procedures are provided via the Crédit Lyonnais Groupe de Recherche Opérationalle website.
• Cameron Rookley wrote Gauss to Matlab Perl scripts
  

S

• Ron Schoenberg is Director of Software Applications Development for Aptech Systems. He wrote FANPAC 1.1.13 (1/2000) Extensive GARCH etc. library, now also multivariate GARCH.
• Frank Shorfheide, DSGE code http://www.econ.upenn.edu/~schorf/computing.htm
• Paul Soderlind, http://home.tiscalinet.ch/paulsoderlind/
• Rauli Susmel provides SWARCH (Regime Switchgin GARCH) code.
  

T

• Kenneth Train provides free code for mixed logit estiomation for panel data.
  

V

• Philip Viton shows how to use these programs using OxGauss.
  

W

• Frank Windmeijer provides EXPEND, A Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel (dynamic) count data models
• GAUSSX 4.0 [US] by Jon Breslaw
  

• New in 4.0