GAUSS and MATLAB Codes for Advanced Users  Gauss Source Code at American University: Do you use Gauss? I do! You'll get great help from this site.; GMM routines by Hansen et al., simulations, simultaneous equations estimation, time series,... QM&RBC Codes Online: Great collection of Gauss/MATLAB/TSP/Fortran codes provided by great authors (some are codes from the actual articles) CodEc: Good collection of softwares including Gauss/MATLAB/Fortran... Gary King's Gauss Procedures Nam's Gauss Link: useful links Hill's Gauss Information: very useful and well-organized links Econometrics Toolbox: excellent resource for any MATLAB users MATLAB Toolkit by Harald Uhlig: very useful toolkit for MATLAB users; don't miss "Dynamo" for fool-proof exercise Eric Zivot's Gauss Resources: Links  to gauss codes available on internet Economics Laboratory Software Archive: Fine tutorials for SAS, MATLAB, Maple, Tex,... Econometrics Software Links: Lots ~~~ of information for all kind of econometrics softwares Note: Be sure to check "Economists" page under the "Economics" pull down menu. Many economists have a lot of codes in their websites. You know, one of the best way to learn GAUSS or MATLAB effectively is to practice with actual codes.     Tutorials and Examples for GAUSS and MATLAB for Beginners Gauss Manuals from Aptech: Gauss distributor company Felix's Beginner's Guide to GAUSS programming: Excellent beginner's guide to GAUSS Mark Watson's GAUSS tutorial: Yes, he is that famous "Watson."; not much information, though Mark Nerlove's GAUSS tutorial: Great tutorial for MATLAB and GAUSS; good for a beginner Mark Nerlove's MATLAB tutorial: Good starting point to learn MATLAB A Practical Introduction to MATLAB by Gockenbach: Pretty good for beginners MATLAB tutorial from Univ. of Florida: Also O.K. for beginners