GAUSS blog

This repository houses the code and data to accompany the Aptech GAUSS blogs. The blogs cover a variety of GAUSS topics including programming, best practices, time series, econometrics, graphics, and more.

Getting Started

Prerequisites

These program files require a working copy of GAUSS 18+. Many can be run on earlier versions with some small revisions.

Installing

Installation instructions for the individual codes are provided in blog-specific README files.

Coverage

Topic	Blog Title	Date
Difference-in-difference estimations	"Introduction to Difference-in-Differences Estimation"	03/30/2019
Panel data unit root tests with structural breaks	"Panel Data, Structural Breaks and Unit Root Testing"	02/23/2019
Unit root tests with structural breaks	"Unit Root Tests with Structural Breaks"	02/16/2019
Quantile regression	"The Basics of Quantile Regression"	01/20/2019
Bootstrapping	"Basic Bootstrapping in GAUSS"	01/09/2019
Permutation Entropy	"Permutation Entropy"	12/11/2018
Cluster-robust SE	"Apples to Apples: The case for cluster-robust standard errors"	12/08/2018
ICSS testing for breaks	"A Simple Test for Structural Breaks in Variance"	11/30/2018
Singular matrices	"Diagnosing a singular matrix"	11/25/2018
High frequency graphs	"Graph high frequency Forex data"	11/16/2018
Loading dates and times	"Reading dates and times in GAUSS"	11/08/2018
Using #include	"What you need to know about #include"	11/02/2018
Speeding up time series code	"Make your time series computations up to 20 times faster"	10/11/2018
Repeating simulations from older GAUSS versions	"Repeating simulations from older versions of GAUSS"	10/05/2018
Unit root testing with multiple structural breaks	"Why the GLS-unit root test with multiple structural breaks"	7/25/2018