Applications¶

Applications are downloadable libraries that extend the functionality of GAUSS with additional procedures and examples.

BET (Bayesian Estimation Tools)

Provides tools for Bayesian estimation in GAUSS.

CMLMT (Constrained Maximum Likelihood MT)

Provides tools for constrained maximum likelihood in GAUSS.

COMT (Constrained Optimization MT)

Provides tools for constrained optimization in GAUSS.

GML (GAUSS Machine Learning)

Provides tools to model, analyze, and predict data using fundamental machine learning techniques.

MAXLIKMT (Maximum Likelihood MT)

Provides tools for maximum likelihood estimation in GAUSS.

OPTMT (Optimization MT)

Provides tools for optimization in GAUSS.

SSLIB (State-Space Modeling)

Tools for estimating and evaluating time invariant state space models.

TSMT (Time Series MT)

Provides tools for comprehensive treatment of time series models, including model diagnostics, MLE and state-space estimation, and forecasts. Time Series MT also includes tools for managing panel series data and estimating and diagnosing panel series models, including random effects and fixed effects.

TSPDLIB (Time Series Panel Data)

Provides tools for unit root, cointegration, and causality testing in time series and panel data. It includes extensive coverage of testing in the presence of structural breaks.

Introduction to GAUSS for Stata Users

Bayesian Estimation Tools (BET)