REFERENCE

GAUSS Quick Reference

MATRIX manipulation

Relational and logical operators

The Source Path (SRC_PATH)

 

GAUSS BASICS

Getting Started with GAUSS

Beginner program: Nearest neighbor search

Generating data from a linear model

Viewing Data in GAUSS

Graphing data

 

VIDEO SERIES 

Interactive commands

Running a program

Introduction to matrices

Matrix operations

Element-by-element conformability

Logical and relational operators

 

LOADING DATA

Reading and writing Excel data with GAUSS
Reading CSV and other text data
Loading variables from Excel into GAUSS
Saving and loading GAUSS matrix files

 

GRAPHING IN GAUSS

Basic graphs in GAUSS with programmatic customization

Exporting graphs interactively

Time series plots

 

OPTIMIZING YOUR GAUSS CODE

Vectorizing GAUSS Programs
Loop Optimizations

 

THREADING IN GAUSS

Introduction: Internally threaded functions

User created threads

Performance considerations

Introduction to Parallel loops

 

USING STRUCTURES

Why learn to use structures?

A gentle introduction to using structures

Converting to structures: An example with ols and olsmt

 

MULTI-DIMENSIONAL ARRAYS IN GAUSS

Multi-dimensional array basics in GAUSS

 

FORMULA STRING SYNTAX 

Descriptive statistics with a formula string

Ordinary least squares regression with a formula string

Generalized linear model with a formula string

 

ECONOMETRICS BASICS IN GAUSS 

Linear regression

Generating and visualizing regression residuals

OLS diagnostics: Error term normality

OLS diagnostics: Heteroscedasticity

OLS diagnostics: Influential data tests

OLS diagnostics: Multicollinearity

OLS diagnostics: Model specification

 

GENERALIZED METHOD OF MOMENTS (GMM) 

Introduction and basic usage

User-defined moment equations

GMM control settings

GMM Application: OLS estimation with exogenous regressors

GMM Application: OLS estimation with endogenous regressors

 

BAYESIAN FUNDAMENTALS

Monte Carlo integration

Importance sampling

Gibbs sampling from a bivariate normal distribution

Metropolis-Hastings sampler

 

TIME SERIES ANALYSIS 

Introduction to TSMT and basic usage

Simulating ARMA data

Finding The Sample ACF and PACF

Estimating ARIMA Models

U.S. Whole Sale Price Index Application: Visualizing Time Series Data

Filtering data with the Kalman Filter

 

QUANTILE REGRESSION 

Introduction to quantile regression

Specifying the quantile levels

Performing weighted analysis

Storing output from quantile regressions

The qFitControl structure

Changing variable names for quantile regression

Specifying printing options for quantile regression

Standard errors and confidence intervals for quantile regression