GAUSSX

This "full featured" econometrics package is built on GAUSS (Aptech) . Thus, it is a very flexible package as GAUSS commands can be used inside GAUSSX programs and as the source code for all routines is included.

Specifically, it offers

  • linear models ("R, ARCH, OLS, POISSON, QR, SURE, VAR, 2SLS, and
  • 3SLS") with many tests
  • non-linear models ("FIML, GMM, NLS, and ML") with six different
  • optimization methods
  • constrained optimization
  • time series analysis
  • limited dependent variable models
  • GARCH
  • non-parametric models
  • neural networks
  • Kalman filtering
  • many econometric tests
  • forecasting and simulation
  • symbolic algebra
  • The titles of each of these entries barely covers its features.

    http://www.econotron.com/gaussx/gaussx.html

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