Recent Posts

GAUSS Package Manager Basics

Introduction The GAUSS Package Manager, first introduced in version 20, allows you to download, install and uninstall GAUSS packages without leaving GAUSS. It supports the paid GAUSS Application Modules, free GAUSS packages and even allows you to create custom packages and channels. This post will guide you through the basics needed to install and uninstall [...]

GAUSS 20 Initial Release

Download and install packages in one step Get working faster with quicker access to pre-built GAUSS packages. Download, install and update GAUSS packages without ever leaving GAUSS. Supports paid GAUSS Application Modules and new free GAUSS packages! Download from Aptech channels or create and share private packages across your organization. Questions? Get an answer from [...]

How to Conduct Unit Root Tests in GAUSS

Introduction In time series modeling we often encounter trending or nonstationary time series data. Understanding the characteristics of such data is crucial for developing proper time series models. For this reason, unit root testing is an essential step when dealing with time series data. In this blog post, we cover everything you need to conduct [...]

Introduction to the Fundamentals of Time Series Data and Analysis

Introduction Time series data is data that is collected at different points in time. This is opposed to cross-sectional data which observes individuals, companies, etc. at a single point in time. Because data points in time series are collected at adjacent time periods there is potential for correlation between observations. This is one of the [...]

New release of tspdlib 1.0

The preliminary econometric package for Time Series and Panel Data Methods has been updated and functionality has been expanded in this first official release of tspdlib 1.0. The tspdlib 1.0 package includes functions for time series unit root tests in the presence of structural breaks, time series and panel data unit root tests in the [...]

Using GAUSS Packages [Complete Guide]

Introduction GAUSS packages provide access to powerful tools for performing data analysis. This guide covers all you need to know to get the most from GAUSS packages including: What is a GAUSS package Where to find GAUSS packages What is included in GAUSS packages How to use GAUSS packages What is a GAUSS package? A [...]

Update Discrete Choice Application Module

Introduction The latest Discrete Choice Analysis Tools 2.1.0 is now available for release. If you own Discrete Choice 2.0 the update is available for free. New features include tools for computing: Average marginal effects (AME) Marginal effects at the mean (MEM). Change Log Added ability to compute average marginal effects. Added error checking for variable [...]

Fundamental Bayesian Samplers

Introduction The posterior probability distribution is the heart of Bayesian statistics and a fundamental tool for Bayesian parameter estimation. Naturally, how to infer and build these distributions is a widely examined topic, the scope of which cannot fit in one blog. We can, however, start to build a better understanding of sampling by examining three [...]

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