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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, machine learning, time series, econometrics, graphics, and more.

Getting Started

Prerequisites

These program files require a working copy of GAUSS 22+. 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
Hyperparameter tuning "Fundamentals of Tuning Machine Learning Hyperparameters" 04/24/2023
Machine learning regression "Predicting the Output Gap With Machine Learning Regression Models" 04/12/2023
String data "Managing String Data with GAUSS Dataframes" 03/28/2023
Principal components "Applications of Principal Components Analysis in Finance" 03/15/2023
Machine learning classification "Predicting Recessions with Machine Learning Techniques" 02/21/2023
Kernel density estimation "The Fundamentals of Kernel Density Estimation" 01/17/2023
Importing FRED data "Importing FRED Data to GAUSS" 12/15/2022
Efficient programming "Introduction to Efficient Creation of Detailed Plots" 09/27/2022
SVAR and conditional heterscedasticity "Addressing Conditional Heteroscedasticity in SVAR Models" 09/14/2022
Unobserved components model "Unobserved Components Model: The Local Level Model" 09/05/2022
State-space models "Understanding State-Space Models (An Inflation Example)" 08/03/2022
Advanced plotting techniques "Advanced Formatting Techniques for Creating AER Quality Plots" 07/27/2022
Data cleaning "Getting to Know Your Data with GAUSS 22" 12/02/2021
SVAR "The Structural VAR Model at Work: Analyzing Monetary Policy" 09/29/2021
Missing Values "Introduction to Handling Missing Values" 08/20/2021
Granger causality "Introduction to Granger Causality" 06/29/2021
Impulse response functions "The Intuition Behind Impulse Response Functions and Forecast Error Variance Decomposition" 05/18/2021
Categorical variables "Easy Management of Categorical Variables" 3/19/2021
Data Cleaning "Preparing and Cleaning FRED data in GAUSS" 12/23/2020
Maximum Likelihood "Maximum Likelihood Estimation in GAUSS" 10/15/2020
Panel data stationarity tests "Panel Data Stationarity Tests with Structural Breaks" 10/01/2020
Choice Modeling "Anchoring Vignettes and the Compound Hierarchical Ordered Probit (CHOPIT) Model" 08/31/2020
Graphing "How to Create Tiled Graphs in GAUSS" 08/04/2020
Basic Procedures "Basics of GAUSS Procedures" 07/17/2020
Creating dummy variables "How To Create Dummy Variables in GAUSS" 06/11/2020
Cointegration "How to Interpret Cointegration Test Results" 05/26/2020
Marginal effects "Marginal Effects of Linear Models with Data Transformations" 04/10/2020
Graphing "How to Interactively Create Reusable Graphics Profiles" 05/07/2020
Programming "How to Create a Simple Table with sprintf in GAUSS" 04/10/2020
Programming "The Basics of Optional Arguments in GAUSS Procedures" 02/12/2020
Cointegration "A Guide to Conducting Cointegration Tests" 01/28/2020
Panel Data "How to Aggregate Panel Data in GAUSS" 11/22/2019
Unit root testing "How to Conduct Unit Root Tests in GAUSS" 09/24/2019
Time series analysis "Introduction to the Fundamentals of Time Series Data and Analysis" 09/13/2019
Advanced graphing tools "How to mix, match, and style different graph types" 08/20/2019
Bayesian Samplers "Fundamental Bayesian Samplers" 06/11/2019
Individual effects model "Panel Data Basics: One-way Individual Effects" 04/14/2019
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

Contacts

Erica Clower
Aptech Systems, Inc
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