Bridging the Gap Between Ox and Gauss using OxGauss Forthcoming in Journal of Applied Econometrics

2programs to be called from Ox with only a minimum number of changes to these programs. This isbenecial to both Ox and Gauss users. It provides more visibility to both and hence increases thepotential use of the underlying statistical technique. Furthermore, it can help with the migration fromGauss to Ox.Running a pure Gauss code with OxGauss is attractive for non-Gauss and potentially even fornon-Ox users because it allows the replication of published work using the console version of Ox.This is an interesting feature since the replicability of simulation and empirical results in economet-rics is recognized as being an important aspect of research. An increasing number of researchers ineconometrics are making their programs and routines freely available to the econometrics community.As such, OxGauss also provides much added value in that it provides the researcher with a free andrather simple solution to run Gauss programs.This review is structured as follows. In Section 2, we review OxGauss and give some simpleexamples as well as a speed comparison between Ox, OxGauss and Gauss 3.5. Section 3 discussesgraphics. Section 4 tests the usefulness of OxGauss in replicating the results of a broad number ofresearch papers. Finally, Section 5 concludes.