1. GAUSS Quick Reference

GAUSS Basics

  1. Getting started with GAUSS.
  2. Generating data from a linear model
  3. Running a GAUSS program
  4. Graphing data

Formula string syntax

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

Loading Data

  1. Loading variables from a dataset with a formula string
  2. Reading and writing Excel data with GAUSS
  3. Reading CSV and other text data
  4. Saving and loading GAUSS matrix files

Econometrics basics in GAUSS

  1. Linear regression
  2. OLS diagnostics: Error term normality
  3. OLS diagnostics: Heteroscedasticity
  4. OLS diagnostics: Influential data tests
  5. OLS diagnostics: Multicollinearity
  6. 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

Graphing in GAUSS

  1. Basic graphs in GAUSS with programmatic customization.
  2. Exporting graphs interactively.
  3. Time series plots.

Optimizing your GAUSS code

  1. Vectorizing GAUSS Programs
  2. Loop Optimizations

Threading in GAUSS

  1. Introduction: Internally threaded functions
  2. User created threads
  3. Performance considerations
  4. Introduction to Parallel Loops

Using Structures

  1. Why learn to use structures?
  2. A gentle introduction to using structures
  3. Converting to structures: An example with ols and olsmt

Multi-dimensional arrays in GAUSS

  1. Multi-dimensional array basics in GAUSS

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