Gauss Software for Economics 551

CHOLESKY.G: procedure to compute Cholesky factorization of symmetric, positive semidefinite matrices

ERGODIC.G: procedure to compute invariant distribution of a finite markov chain with transition probability matrix P

Programs and data for estimation of a binary logit model from 1997 Midterm Exam

Programs and data for estimation of a binary logit model from a "real" application

Parametric and Nonparametric Density Estimation in a "real" application

betaplot.gpr plots beta prior and posterior densities

gibbs.gpr Gibbs sampler to simulate draws from a bivariate normal density

REG.G computes OLS estimates and related statistics

mnlest.gpr shell program for computing ML estimates of multinomial logit models

MAX.G procedure to compute ML estimates and related statistics

drvchk.g for checking derivatives of the log-likelihood function.

hesschk.g for checking hessian of the log-likelihood function.

EVAL.G returns log likelihood and 1st and 2nd derivatives of binary logit model

EVALMNL.G log-likelihood and derivatives of general multinomial logit model

EVALMNL1.G for MNL model with alternative-specific coefficients

Rust's Nested Fixed Point Algorithm for ML of DDP models

loc.g for returning the position of an ASCII name in a list of names.

dirichlet.gpr simulates draws from a Dirichlet posterior density

setparm.g procedure to initialize parameters for dirichlet.gpr

tnlest.gpr shell program to estimate trinomial logit model in midterm exam

data1.est output of shell program tnlest.gpr answering question 4-B of midterm exam

surgibbs.gpr program for Gibbs sampling for the SUR Model

get_dat.g procedure to retrieve (y,x) data for use by surgibbs.gpr

set_hp.g procedure to set prior hyperparameters in surgibbs.gpr