LIKPAK 1.0 By Econotron Software, Inc.

LikPak 1.0, from Econotron Software, consists of over 50 likelihood functions and examples for GAUSS that are commonly used in econometrics and show how a model can be parameterized using these likelihoods. LikPak is designed to be used with GAUSS optimization packages such as Constrained Maximum Likelihood MT, Maximum Likelihood, and Maximum Likelihood MT.

LikPak saves the programmer from having to write the likelihood and shows how the likelihood can be parameterized for a particular problem. LikPak is designed to be used as a template; that is, select the example that is relevant to your problem and use that example as a starting point. The functions in LikPak correspond to the set of likelihoods currently used in economics, and each function is backed up with documentation describing typical parameterizations.

Processes & Utilities:

• AR Processes
• Count Processes
• Discrete Processes
• GARCH Processes
• Statistical Processes
• Other Processes
• LikPak Utilities
• DS Utilities
• PV Utilities

LikPak 1.0 requires the GAUSS Mathematical & Statistical System v4.0+ or GAUSS Engine v4.0+ and is available for Windows/LINUX/UNIX.