GAUSS for Finance and Economics

GAUSS for Finance & Economics

Date: August 4-6, 2014
Location: Hong Kong

Course Program

This is a 3-day intensive course on modeling economic and financial variables
that use the econometric software GAUSS. The aim of the course is to provide
an introduction to the GAUSS package, which is a highly flexible and powerful
programming language for statistical computation.

The course begins with a session on the basics of GAUSS programming,
followed by sessions on how it can be used to analyze real world problems in
economics and finance.

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  • General overview of Gauss-an introduction
  • Familiarize participants with:
    • Data types, reading data
    • Vectors and Matrices, arrays
    • Operators – matrix, relational, logical and other
    • Conditional statements and Loops
  • Procedures, functions, keywords


  • Graphics- Time series plots, density plots, Histograms
  • Importing and exporting data – ASCII and XLS formats
  • Writing programs for simple problems to have good practice on
    what you have learned
  • Link some of the procedures and programs to build a full


  • Applications on:
    • Regression models
    • Maximum likelihood estimation
    • Autoregressive models
    • Testing for non stationary models
    • Simulations, bootstrapping
    • Cross section and Panel data
  • Discussion on other module applications
    • Optimization
    • Constraint maximum likelihood
    • Short project: Writing a complete program for a suggested


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