Using EViews for Principles of Econometrics, 3rd Edition

by William E. Griffiths (University of New England); R. Carter Hill (University of Georgia); Mark Andrew Lim

• ISBN13: 9780471787112
• ISBN10: 0471787116
• Edition: 3rd
• Format: Paperback
• Copyright: 2008-02-01
• Publisher: WILEY

Summary

This study guide presents the EViews 6 (www.eviews.com) software commands required for the examples in Hill, Griffiths, and Lim's Principles of Econometrics in a clear and concise way. It includes many clear, student-friendly illustrations. It is useful not only for students and instructors who will be using this software as part of their econometrics course, but also for those who wish to learn how to use EViews.

Table of Contents

Chapter 1. Introduction to EViews.Chapter 2. The Si8mple Linear regression Model.Chapter 3. Interval Estimation and Hypothesis Testing.Chapter 4. Prediction, Goodness-of-Fit and Modeling Issues.Chapter 5. the Multiple Regression Model.Chapter 6. Further Inference in the Multiple Regression Model.Chapter 7. Nonlinear Relationships.Chapter 8. Heteroskedasticity.Chapter 9. Dynamic Models, Autocorrelation, and Forecasting.Chapter 10. Random Regressors and Moment Based Estimation.Chapter 1. Simultaneous Equations Models.Chapter 12. Nonstationary Time Series Data and Cointegration.Chapter 13. VEC and VAR Models: An Introduction to Macroeconometrics.Chapter 14. Time-Varying Volatility and ARCH Models: An Introduction to Financial Econometrics.Chapter 15. Panel Data Models.Chapter 16. Qualitative and Limited Dependent Variables.Chapter 17. Importing and Exporting Data.Appendix A. Review of Math Essentials.Appendix V. Statistical Distribution Functions.Appendix C. review of Statistical Inference.Index.