This book and the accompanying CD-ROM provide a hands-on approach to econometric modeling and analysis using GPE (GAUSS Programming for Econometricians and Financial Analysts), a complete econometric package that runs in the GAUSS programming environment. Goal-oriented and self-paced in style, the book is aimed at students and professionals, with some prior knowledge of economics and statistics, who want to increase their econometric vocabulary while learning a flexible, powerful computer language. Programming experience is not assumed but will be gained in nearly 70 example lessons of basic econometric modeling and analysis. Readers learn how to use GAUSS one topic at a time, including linear and nonlinear regression models, systems of single and simultaneous equations, time series, and panel data analysis. Computational Expertise gained through experience with GAUSS is easily extended to languages such as C, C++, and Java. The accompanied CD-ROM contains the full GPE package (programs, data, and lessons) and a free copy of GAUSS Light software (Aptech Systems). This package contains everything required to start programming and learning econometrics.
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Book Description
Editorial Reviews
About the Author
Kuan-Pin Lin is Professor of Economics at Portland State University. He had taught at SUNY-Stony Brook, Reed College, and universities in China. His fields of specialization cover econometrics, mathematical economics, and computational economics. Before accepting his current appointment at PSU, he was a Postdoctoral Research Fellow at Harvard University and a Fulbright-Hayes Research Scholar with projects in Singapore, Taiwan, and China. In addition to teaching and research, he has written numerous computer programs. His work has appeared in a variety of publications including the Journal of Finance, Journal of Mathematical Economics, Journal of Economic Dynamics and Control, and Computational Economics.
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9 of 9 people found the following review helpful:
2.0 out of 5 stars
Best instruction guide for compiled GPE2 package,
By A Customer
This review is from: Computational Econometrics: GAUSS Programming for Econometricians and Financial Analysts (Paperback)
This instruction guide for his compiled add-on package GPE2 to GAUSS comes with CD which contains GAUSS Light with official manuals and GPE add-on package to version 3.2, 3.5 and 3.6 respectively. The book covers a wide range of econometric topics from undergraduate to master student, along with brief summary of each topics and GPE2 instruction descriptions(parameter settings for GPE2) for the rest. This is best for those who want to evaluate GAUSS anyway for future purchase of full-version GAUSS or those who try to cover a whole topics of econometrics by a computer package, but not for those who research econometrics with simulation methods or financial economics which is so little described in this book. It would be anyway the first published edition of GUASS related "book" (not only software) after we had only some books in French for GAUSS. Depending on software versions you purchased, usually this GPE2 software bundled in the book does not support GAUSS ver. 4.X or higher. You may have to purchase another version of CD directly from ETEXT. And its grammar of programming is a little bit different from Aptech GAUSS itself, some common but some completely different. You should consider this as some kind of add-on.
0 of 4 people found the following review helpful:
3.0 out of 5 stars
Table of contents needed(forget the stars-just uncond. mean),
By A Customer
This review is from: Computational Econometrics: GAUSS Programming for Econometricians and Financial Analysts (Paperback)
Anyway, at least it deserves 'welcome'.
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