Computational Econometrics
GAUSS Programming for Econometricians and Financial Analysts
ETEXT Publishing, 2001. ISBN 0-9705314-3-5

Copyright© 2001 by Kuan-Pin Lin
All Rights Reserved

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About the Book

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.

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. In 1986, he was 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 (formerly Computer Science in Economics and Management).

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(last updated: 06/12/2011)