Object-Oriented Econometrics: Matrix Programming in C++ Using GCC and NEWMAT.

Object-oriented programming using C plus plus 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 plus plus language. Both GCC, a C plus plus complier 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 plus plus that uses newmat is included. Copyright 1996 by John Wiley & Sons, Ltd.