Year: 2019

Panel Data Basics: One-way Individual Effects

Introduction In this blog, we examine one of the fundamentals of panel data analysis, the one-way error component model. Today we will: Explain the theoretical one-way error component model. Consider fixed effects vs. random effects. Estimate models using an empirical example. The theoretical one-way error component model The one-way error-component model is a panel data [...]

Introduction to Difference-in-Differences Estimation

Introduction When policy changes or treatments are imposed on people, it is common and reasonable to ask how those people have been impacted. This is a more difficult question than it seems at first glance. In order to truly know how those individuals have been impacted, we need to consider how those individuals would be [...]

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, [...]

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 [...]

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