As a ghost, you have infinite Sprint, so hold your shift key in and do not stop running.
If possible, avoid going back the way you came.
If a cabinet bursts open, turn and run. The Ghost can teleport to them and ambush you. Already open cabinets are generally safe.
If the Ghost catches you, spam the F key. You have 3 chances to get away when caught.
You need to locate a blue door to escape the Labyrinth but be warned as most will be fake and turn red. If/when you find the door upon touching it (left-click), you will appear back in the house with a few ghost powers.
The Two Punch Brothers take a run through the Labyrinth of Death.
