Object‐oriented econometrics: Matrix programming in C++ using GCC and newmat

Object-oriented programming using C++ offers features that can be as beneficial for econometricians as they are for other programmers. This review considers the standard programming paradigm and then discusses object-oriented programming, in particular the C++ language. Both GCC, a C++ compiler available free of charge from the GNU Project, and the newmat matrix class library are reviewed. An example of a simple econometric program in C++ that uses newmat is included. © 1996 John Wiley & Sons, Ltd.