GAUSS Basic Econometrics Practices Training Course

  • Paris - September 13-14, 2012

Registration Instructions

Email for Registration Form.


This seminar provides an introductory exploration of econometric estimation fundamentals using GAUSS 12. The two-day seminar introduces data management, model estimation and diagnostics, and managing and presenting estimation results. Note that this seminar focuses on applications of the theories and fundamentals of econometrics. It assumes basic knowledge of econometric or statistical theory but requires no prior experience with GAUSS.

Seminar Topics

Part I: Basic data management and analysis

  • This introduction focuses on data entry, management, and visualization. It will address efficient techniques for handling large data sets including data extraction and compilation

Part II: Simple and multiple linear regression models

  • This session addresses using OLS for estimation, inference, and diagnostics of linear regression models. Attention is given to tests of OLS assumptions including heteroskedasticity, multicollinearity, and serial correlation.

Part III: Advanced regression models

  • In this session we move beyond the basic OLS model to consider more advanced estimation topics including nonlinearities, discrete and limited variables, and alternatives methods to OLS estimation. We will examine the application of estimation methods to economic applications and examples.


This course will last two days.