Last modified: 2009 Jan 13
Other Archived Code
Some Commercial Products
GAUSS Source Code Archive at American University
Please email suggestions for additions to this resource list to
aisaac AT american DOT edu.
Group de Recherche Opérationelle offers a library of statistical procedures.
Database Connection Kit (DCK)
" gives GAUSS users the possibility to access nearly any kind of databases via the ODBC interface of Microsoft within GAUSS".
Running GAUSS code in Ox.
Bruce Hansen's code (time series).
Mark Watson's code (time series)
Kristian Jönsson's archive.
Peter Hansen's code (time series).
Paul Söderlind's Software Page.
The archives of the gaussians mailing list
are currently divided into the old and the new.
CodEc mirrors of the American University site, in the UK,
The UK site is a much faster connection for UK residents.
Unfortunately, the mirrors have not updated for quite some time.
Joseph Cooper's discrete choice and contingent valuation method code at ERS.
James Hamilton's time series routines at UCSD.
Hodgson/Vorkink collection of code for
C.D. Kao's cointegration in panel data routines.
Pedro J. F. de Lima offered a
variety of time series applications while he was at Johns Hopkins University,
including long memory and EGARCH estimation.
If you know where he moved these, please let me know.
Christopher Z. Mooney, West Virginia University,
offers code for
Monte Carlo Simulations and code for
Bootstrapping and Jackknifing.
Ron Schoenberg's code at University of Washington.
Thierry Roncalli's page offers an
extensive collection of utilities and useful programs, with an
emphasis on applications in finance.
Also see the LibGRO library offered by the
Groupe de Recherche Opérationnelle.
Archive of Ogaki's GMM and Cointegration routines.
GAUSS Code at the Financial Markets Group.
Berwin Turlach's code for
kernel density estimation
compiled econometric routines at Portland State University.
Code to do multinomial probit without using simulators is also available,
along with a description
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.
See the large collection of statistical procedures and utilities, including some graphics utilities.
(Only a few are archived on this site.)
King also offers the Ecological Inference package as the freeware programs EI and EzI: these 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).
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.
Compar at University of Toulouse.
(Since Sept 2004, some access problems have been noted.)
Chihwa Kao offers gauss-based econometric package, NPT 1.0, of doing nonstationary panel time series.
The user guide and the program can be downloaded from his website.
van Norden and Vigfusson's Switching Regime models.
(Gauss software and article, see WP 96-3).
Van Norden's code page.
Felix Ritchie's GAUSS page
contains some useful code (including the XPReg TV regression program),
links to Web sites,
Felix's Beginner's Guide to Gauss.
maintains a GAUSS page
which includes a
Perl program for converting Gauss code to Matlab
along with code to get Matlab behave like Gauss.
His archive of Finance Related GAUSS Code
contains 70+ programs and procedures that focus on the analysis of derivatives,
as well as nonparametric and local polynomial regression routines.
Curt Wells's code
at Lund University,
including a translation of the Kalaba et al. Flexible Least Squares Model (fls.prg).
Eric Zivot's GAUSS page.
Mathtools's GAUSS page.
Steven Berry offers a
GAUSS emacs mode
A Few Commercial Products
Top of GAUSS Resources Page
List of page authors:
Alan G. Isaac.