- Getting started with GAUSS.
- Generating data from a linear model
- Running a GAUSS program
- Graphing data
Formula string syntax
- Loading variables with a formula string.
- Descriptive statistics with a formula string.
- Ordinary least squares regression with a formula string.
- Generalized linear model with a formula string.
- Loading variables from a dataset with a formula string
- Reading and writing Excel data with GAUSS
- Reading CSV and other text data
- Saving and loading GAUSS matrix files
Econometrics basics in GAUSS
- Linear regression
- 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
- Monte Carlo integration
- Importance sampling
- Gibbs sampling from a bivariate normal distribution
- Metropolis-Hastings sampler
Graphing in GAUSS
- Basic graphs in GAUSS with programmatic customization.
- Exporting graphs interactively.
- Time series plots.
Optimizing your GAUSS code
Threading in GAUSS
- Introduction: Internally threaded functions
- User created threads
- Performance considerations
- Introduction to Parallel Loops
- Why learn to use structures?
- A gentle introduction to using structures
- Converting to structures: An example with ols and olsmt