Month: January 2019

Running publicly available GAUSS code: Part 1

This blog explores how to use publicly available GAUSS code in your own GAUSS projects. This video will guide you through:
  • Opening your code in the Project Folders Window.
  • Running the code.
  • The Applications Installer.
  • Setting your working directory.
  • Error G0290 Library not found.
  • Error G0014 File not found.
  • Viewing workspace variables.

The Basics of Quantile Regression

Classical linear regression estimates the mean response of the dependent variable dependent on the independent variables. There are many cases, such as skewed data, multimodal data, or data with outliers, when the behavior at the conditional mean fails to fully capture the patterns in the data. In these cases, quantile regression provides a useful alternative to linear regression. Today we explore quantile regression and use the GAUSS quantileFit procedure to analyze Major League Baseball Salary data.

Basic Bootstrapping in GAUSS

The bootstrap is a commonly used resampling technique which involves taking random samples with replacement to quantify uncertainty about a particular estimator or statistic. In this post, we will walk the how to apply the bootstrap procedure using asset returns.

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