This course is part one of a five-part EViews training series running throughout 2024.
You will find links for all other courses in the series below:
Course 2: Atheoretical Models in EViews
Course 3: Models for Non-Stationarity Variables in EViews
Course 4: Volatility Models and Panel Data Models
Course 5: Models for Panel Data
This course offers a foundational exploration of EViews, a leading econometric software. Participants learn key concepts like "workfile" and "object," progressing to data handling, programming, and regression modeling. The focus is on the Classical Linear Regression Model (CLRM), covering assumptions, OLS estimation, and misspecification analysis with diagnostic tests and the General-to-Specific (GETS) approach. Practical exercises and a final project ensure participants gain hands-on proficiency in using EViews for data analysis and modeling, setting the stage for more advanced applications
Upon the course's completion, all attendees will receive a certificate of attendance as proof of professional development.
Level: Introductory
Learning ratio: 90% Practical; 10% Theory
Session 1: Introduction to EViews
Introduction to EViews software.
Understanding the concept of a "workfile" and an "object" in EViews.
Data handling and organization within EViews.
Introduction to EViews databases.
Session 2: Further Exploration of EViews Basics
Session 2: Programming and Series Transformations:
Brief introduction to programming in EViews.
Series transformations and their applications.
Data description techniques, including creating, editing, freezing, and exporting graphs.
Descriptive statistics and hypothesis testing in EViews.
Session 3: Classical Linear Regression Model (CLRM) I
Session 3: Preliminary Theory for Univariate Regression:
Understanding the Classical Linear Regression Model (CLRM).
Assumptions underlying CLRM.
Ordinary Least Squares (OLS) estimation in EViews.
Regression statistics and their interpretation.
Session 4: Classical Linear Regression Model (CLRM) II
Session 4: Misspecification Analysis:
Review of CLRM and its assumptions.
Diagnostic tests in EViews for identifying misspecification problems.
Stability tests for assessing the robustness of regression models.
Solutions to misspecification problems in regression analysis.
Introduction to the General-to-Specific (GETS) approach in model selection.
EViews Basics
The number of attendees is restricted. Please register early to guarantee your place.