Gauss与MATLAB:一项比较

Gauss and matlab: A comparison

Journal of Applied Econometrics · 1993
被引 16
人大 AABS 3

中文导读

比较了两种高级矩阵编程语言MATLAB和GAUSS在计量经济学应用中的特性与性能,指出MATLAB更适合时间序列等宏观计量,GAUSS则更适合面板数据等微观计量。

Abstract

Abstract I compare two high‐level matrix programming languages with built‐in function libraries and graphics routines. Their interactive nature and convenient syntax makes them ideal for use in econometric applications. The languages are remarkably similar in terms of their features and performance. MATLAB's chief advantage is that it runs on a wider array of hardware and operating systems than GAUSS. GAUSS's main advantage is that it has better coverage of statistical and econometric routines. Overall, MATLAB's features seem best suited for analysing time‐series data and other macro econometric applications, while GAUSS is ideal for analysing panel data and other microeconometric applications.

GAUSSMATLAB矩阵编程语言计量经济学应用