GAUSS Basics 4: Matrix operations
This fourth video in our GAUSS Basics series will explain how to perform: Matrix operations. Element-by-element operations on matrices. Previous: GAUSS Basics 3: Introduction to matrices
GAUSS Basics 3: Introduction to matrices
This third video in our GAUSS Basics series will show you how to: Create matrices. Find their size. Access specific elements with indexing. Grow them with matrix concatenation. Next: GAUSS Basics 4: Matrix operations Previous: GAUSS Basics 2: Running a program
GAUSS Basics 2: Running a program
This second video in our new GAUSS Basics series will show you how to: Create and run a GAUSS program. Use recommended file extensions. Create and print strings. Add code comments. Next: GAUSS Basics 3: Introduction to matrices Previous: GAUSS Basics 1: Interactive commands
GAUSS Basics: Interactive commands
This is the first video in our new GAUSS Basics series. This series is designed to teach you everything you need to know to be productive with GAUSS. This video is designed to be your first step in GAUSS! Learn how to: Create variables. Use arithmetic operators. Enter interactive commands. View the variables in your [...]
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 [...]
Basic Bootstrapping in GAUSS
Introduction The bootstrap is a commonly used resampling technique which involves taking random samples with replacement to quantify uncertainty about a particular estimator or statistic. Goals In this post, we will apply the bootstrap procedure to asset returns. Our data will be annual returns from the S&P 500 and the 10 year US Treasury Bond [...]
Diagnosing a singular matrix
Introduction G0121: Matrix not positive definite and G0048: Matrix singular are common errors encountered during estimation. Today we will run some code to compute OLS estimates, using real data from some golf shots hit by this author and recorded by a launch monitor. The data Our dataset, golf_ballflight.csv, contains 46 observations with the following variables: [...]
What you need to know about #include
Introduction If you have run much publicly available GAUSS code, you have probably come across the #include command. Since it is used so much, it will be helpful to answer these questions: What does #include do? What is the most common error when using #include? How can I resolve the most common error? What does [...]