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GAUSS Basics 3: Introduction to matrices

This third video in our GAUSS Basics series will show you how to: Create matrices. Find their size. Access specific elements with indexing. Grow them with matrix concatenation. Previous: GAUSS Basics 2: Running a program

Five Hacks For Creating Custom GAUSS Graphics

Introduction GAUSS includes a plethora of tools for creating publication-quality graphics. Unfortunately, many people fail to use these tools to their full potential. Today we unlock five advanced GAUSS hacks for building beautiful graphics: Using HSL, HSLuv, and Colorbrewer color palettes. Controlling graph exports. Changing the plot canvas size. Annotating graphs with shapes, text boxes, [...]

GAUSS Basics 2: Running a program

This second video in our new GAUSS Basics series will show you how to: Create and run a GAUSS program. Use recommended file extensions. Create and print strings. Add code comments. Next: GAUSS Basics 3: Introduction to matrices Previous: GAUSS Basics 1: Interactive commands
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GAUSS Basics: Interactive commands

This is the first video in our new GAUSS Basics series. This series is designed to teach you everything you need to know to be productive with GAUSS. This video is designed to be your first step in GAUSS! Learn how to: Create variables. Use arithmetic operators. Enter interactive commands. View the variables in your [...]

Panel data, structural breaks and unit root testing

Introduction In this blog, we extend last week's analysis of unit root testing with structural breaks to panel data. We will again use the quarterly current account to GDP ratio but focus on a panel of data from five countries: United States, United Kingdom, Australia, South Africa, and India. Using panel data unit roots tests [...]
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Unit Root Tests with Structural Breaks

Introduction In this blog, we examine the issue of identifying unit roots in the presence of structural breaks. We will use the quarterly US current account to GDP ratio to compare results from a number of unit root test found in the GAUSS tspdlib library including the: Zivot-Andrews (1992) unit root test with a single [...]

Running publicly available GAUSS code: Part 2

Hatemi code for cointegration with multiple structural breaks   This week's blog brings you the second video in the series examining running publicly available GAUSS code. This video runs the popular code by Hatemi-J for testing cointegration with multiple structural breaks. In this video you will learn how to: Substitute your own dataset. Modify the [...]

Running publicly available GAUSS code: Part 1

This video will guide you through: Creating folders for a GAUSS project. Opening your code in the Project Folders Window. Running the code. The Applications Installer. Setting your working directory. Error G0290 Library not found. Error G0014 File not found. Viewing workspace variables.

The Basics of Quantile Regression

Introduction Classical linear regression estimates the mean response of the dependent variable dependent on the independent variables. There are many cases, such as skewed data, multimodal data, or data with outliers, when the behavior at the conditional mean fails to fully capture the patterns in the data. In these cases, quantile regression provides a useful [...]

Basic Bootstrapping in GAUSS

Introduction The bootstrap is a commonly used resampling technique which involves taking random samples with replacement to quantify uncertainty about a particular estimator or statistic. Goals In this post, we will apply the bootstrap procedure to asset returns. Our data will be annual returns from the S&P 500 and the 10 year US Treasury Bond [...]

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