In this sixth video in the GAUSS Basics series learn how to use the logical and relational operators in GAUSS. These operators include and, not, or, xor, less-than, less-than or equal, greater-than, greater-than or equal, equal.
Learn how to work with matrices, the building block of the GAUSS programming language, in this third video in our GAUSS Basics series. Today we will explore how to:
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 covers interactive commands and is designed to be your first step in GAUSS!
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 indexing commands for your data.
Remove missing values.
Preview your data after loading with the Ctrl+E keyboard shortcut.
The bootstrap is a commonly used resampling technique which involves taking random samples with replacement to quantify uncertainty about a particular estimator or statistic. In this post, we will walk the how to apply the bootstrap procedure using asset returns.
`G0121: Matrix not positive definite` and `G0048: Matrix singular` are common errors encountered during estimation. Today we will learn how to diagnose these errors using GAUSS code to compute ordinary least squares estimates, using real data from some golf shots hit by this author and recorded by a launch monitor.