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 24+. 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
Cleaning survey data	"Getting Started With Survey Data In GAUSS"	01/11/2024
Panel data cleaning	"Transforming Panel Data to Long Form in GAUSS"	12/12/2023
Machine learning classification	"Classification with Regularized Logistic Regression"	06/07/2023
Machine learning	"Understanding Cross-Validation"	05/15/2023
Cross-validation	"Understanding Cross-Validation"	05/02/2023
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

Eric Clower
Aptech Systems, Inc