USEFUL GAUSS LINKS
Complete user guide 8.0, 462 pp.
Language Reference 8.0, 1042 pp.
Example: Basic commands (sample.g)
A short introduction to GAUSS by Søren Leth-Petersen, 14 pp.
Good coverage of Gauss commands by Eduardo Rossi, 165 pp.
Good coverage of econometrics routines written for GAUSS
Additional GAUSS resources
Frances and van Dijk "Non-linear time series models in empirical finance"