Econotron Software, Inc.
The following product is developed by Econotron Software, Inc. for use with GAUSS. Technical support is provided directly through the developer.
Gaussx incorporates a full-featured set of professional state-of-the-art econometric routines that run under GAUSS. These tools can be used within Gaussx, both in research and in teaching. Alternatively, since the GAUSS source is included, individual econometric routines can be extracted and integrated in stand-alone GAUSS programs.
Gaussx provides an environment that makes econometric programming a joy. For example,
ols y c x1 x2;
does ordinary least squares, while
mcmc z1 c z3 z4;
userproc = &g_tobit;
does a Bayesian estimation of a Tobit model using Markov Chain Monte Carlo.
Gaussx provides for linear and non-linear optimization with and without parameter constraints. A full set of econometric models, estimation routines and tests are supported, including: automatic differentiation, multivariate binomial probit, VARMA process, time series analysis, LDV models, GARCH models, exponential smoothing, X12 seasonal adjustment, non-parametric analysis, neural networks, wavelets, forecasting, Kalman filter, stochastic volatility, robust estimation, Bayesian estimation, cluster analysis, financial tools, econometric tests, Monte Carlo simulation and statistical distributions.
Gaussx is designed for econometricians and financial analysts and has been continuously upgraded over 15 years. The open source paradigm allows econometricians to use GaussX routines as templates for their own code.
Requirements: GAUSSX requires GAUSS 6.0 or higher, and supports both 32 and 64 bit versions
Platforms: Windows, Mac, Linux
GAUSSX is produced by Econotron Software, Inc. Additional product details are available at www.Econotron.com
Gaussx 10 Flyer [87k .pdf]