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, [...]
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
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 [...]
Introduction In this blog, we extend last week's analysis of unit root testing with structural breaks to panel data. We will again use the quarterly current account to GDP ratio but focus on a panel of data from five countries: United States, United Kingdom, Australia, South Africa, and India. Using panel data unit roots tests [...]
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 [...]
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 [...]
This video will guide you through: Creating folders for a GAUSS project. 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. Next: Running Public GAUSS Code: Part 2
Introduction 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 [...]
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 [...]
Introduction The GAUSS interface includes a number of often overlooked hotkeys and shortcuts. These features can help make programming more efficient and navigation seamless. In this blog I highlight my top five GAUSS hotkeys: Quickly view data symbols using Ctrl+E. Open floating command reference pages using Shift+F1. Toggle block comments on and off using Ctrl+/. [...]
