Econometrics

Econometrics

GAUSS provides a flexible, fast environment for conducting complete econometric analysis. Highlights include:

  • Efficient data organization, management, and publication quality presentation.
  • Functions are easily adaptable to fit individual model specifications, making it an ideal program for univariate, multivariate, panel series, cross-sectional, and time-series analysis.
  • Includes a quick and reliable Maximum Likelihood routine.
  • Provides pre-programmed classical regression analysis tools with the framework necessary for implementing modern and sophisticated regression techniques like time-varying parameters, Markov-Switching models, Bayesian analysis, or DSGE models.
  • Computation of large datasets and complex models can be done quickly. This, combined with tools for process automation, documentation, and presentation, allow for efficient econometric analysis.