MULTI-DIMENSIONAL ARRAYS IN GAUSS

  1. Multi-dimensional array basics in GAUSS

FORMULA STRING SYNTAX 

  1. Descriptive statistics with a formula string
  2. Ordinary least squares regression with a formula string
  3. Generalized linear model with a formula string

ECONOMETRICS BASICS IN GAUSS 

  1. Linear regression
  2. Generating and visualizing regression residuals
  3. OLS diagnostics: Error term normality
  4. OLS diagnostics: Heteroscedasticity
  5. OLS diagnostics: Influential data tests
  6. OLS diagnostics: Multicollinearity
  7. OLS diagnostics: Model specification

GENERALIZED METHOD OF MOMENTS (GMM) 

  1. Introduction and basic usage
  2. User-defined moment equations
  3. GMM control settings
  4. GMM Application: OLS estimation with exogenous regressors
  5. GMM Application: OLS estimation with endogenous regressors

BAYESIAN FUNDAMENTALS

  1. Monte Carlo integration
  2. Importance sampling
  3. Gibbs sampling from a bivariate normal distribution
  4. Metropolis-Hastings sampler

TIME SERIES ANALYSIS 

  1. Introduction to TSMT and basic usage
  2. Simulating ARMA data
  3. Finding The Sample ACF and PACF
  4. Estimating ARIMA Models
  5. U.S. Whole Sale Price Index Application: Visualizing Time Series Data
  6. Filtering data with the Kalman Filter

QUANTILE REGRESSION 

  1. Introduction to quantile regression
  2. Specifying the quantile levels
  3. Performing weighted analysis
  4. Storing output from quantile regressions
  5. The qFitControl structure
  6. Changing variable names for quantile regression
  7. Specifying printing options for quantile regression
  8. Standard errors and confidence intervals for quantile regression