![]() Modified CADF and CIPS panel unit root tests.Pesaran unit root test in the presence of cross-section dependence.Levin-Lin-Chu (LLC) panel unit root test.Im, Pesaran, and Shin (IPS) panel unit root test.Data aggregation and within-group statistics.Cragg and Uhler’s normed likelihood ratios.Likelihood ratio statistics and accompanying probability values. ![]() Full model and restricted model log-likelihoods.L2 and L1-loss linear support vector machines (SVM).GAUSS's discrete choice tools cover everything from binary and multinomial models to logistic regression. GAUSS provides a full suite of tools for analyzing qualitative choice models. Structural break identification and modeling.Full suite of generalized autoregressive conditional heteroscedasticity (GARCH).ARMA models with exogenous variables (VARMAX).Seasonal VARMA models (SVARMA and SVARIMA).ARMA models with exogenous variables (ARMAX).Seasonal ARMA models (SARMA and SARIMA).Autoregressive moving average models (ARMA).Lee, Strazicich, and Mark LM unit root test with one and two structural breaks.Narayan and Popp unit root test with two structural breaks.Zivot-Andrews unit root test with a single structural break.Flexible fourier GLS, ADF, KPSS and LM unit root tests.Im, Lee, & Tieslau unit root tests with non-normal errors.Kwiatkowski-Phillips-Schmidt-Shin (KPSS).Dickey-Fuller Generalized Least Squares (DF-GLS).Augmented Dickey-Fuller unit root tests (ADF).Comprehensive unit root tests and cointegration tests.Easy to export, publication-quality graphs.Supports standard frequencies, high frequency data, and irregular frequency data.With GAUSS time series analysis is made easy and efficient whether you're just getting started or developing new cutting edge methods. Two-stage and three-stage least squares.Pre-built GAUSS functions can be used to efficiently and intuitively implement fundamental econometric models including: Data sorting and merging and both the file and matrix level.Dummy variable creation from categorical variables.Flexible handling of missing values including missing value imputation, pairwise deletion, and listwise deletion.Data scaling methods including euclidean scaling, median scaling, maximum absolute value scaling, mid-range scaling, and standard deviation scaling.Easy data importation with support for SAS, STATA, Excel, CSV, HDF5, GAUSS matrices, GAUSS Datasets, and ASCII text files.Data cleaning, processing, and management GAUSS covers a comprehensive set of econometric processes and capabilities from data organization and management to advanced econometric analysis. Time Series, Regression Models and Other Main Functions of GAUSS for Econometric Analysis Nonlinear unit root testing and cointegration testing.Modeling agricultural production functions.Commodity price modeling and forecasting.Truncated and censored discrete choice models.Business cycle modeling and forecasting.Whatever your area of research, GAUSS supports all your data analysis needs, large or small. Whether you're just getting started with data collection or finalizing results, GAUSS has the econometric tools you need. GAUSS software provides a complete set of tools for analyzing economic data. Main Applications of GAUSS in Econometrics
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