The idea for the software has initially been developed by Alexander Benkwitz, who created the first prototypes and implemented a large part of the VAR and VECM analysis in GAUSS as well as in Java (1999-2002).
Markus Krätzig joined the project in 2000 and is now in charge with the development of JStatCom, JMulTi and JHelpDev. He incorporated the initial analysis, STR, ARCH and nonparametric analysis panels and did many enhancements in the VAR/VECM model parts. A large part of the GAUSS code could be reused, because it was already there. In 2003 and 2004, JMulTi and JStatCom have undergone a complete refactoring of all classes to correct some flaws in the earlier design and to extend the range of possible applications.
But JMulTi is the work of many people who commented on it or provided their procedures to the project. We are especially grateful to the continued support by Helmut Lütkepohl. Among those who provided their GAUSS code and gave useful comments are in random order Ralf Brüggemann, Helmut Herwartz, Carsten Trenkler, Rolf Tschernig, Markku Lanne, Stefan Lundbergh, Jörg Breitung, Christian Kascha, and Dmitri Boreiko.
We also thank the participants of a workshop organized in March 2003 in Florence. Kirstin Hubrich, Maria Eleftheriou, Aaron Mehrotra, and Sebastian Watzka gave us helpful remarks to improve the usability of the software. We also thank Timo Teräsvirta for his support on implementing STR modelling.