Using EViews for Principles of Econometrics
eBook - PDF

Using EViews for Principles of Econometrics

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

Using EViews for Principles of Econometrics

About this book

This book is a supplement to Principles of Econometrics, 5th Edition by R. Carter Hill and William E. Griffiths. It is designed for students to learn the econometric software package EViews at the same time as they are using Principles of Econometrics to learn econometrics. It is not a substitute for Principles of Econometrics, nor is it a stand-alone computer manual. It is a companion to the textbook, showing how to do all the examples in Principles of Econometrics using EViews Version 10. For most students, econometrics only has real meaning after they are able to use it to analyze data sets, interpret results, and draw conclusions. EViews is an ideal vehicle for achieving these objectives. Others who wish to learn and practice econometrics, such as instructors and researchers, will also benefit from using this book in conjunction with Principles of Econometrics, 5th Edition.

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Yes, you can access Using EViews for Principles of Econometrics by William E. Griffiths,R. Carter Hill in PDF and/or ePUB format, as well as other popular books in Economics & Econometrics. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Wiley
Year
2019
Print ISBN
9781119502098
eBook ISBN
9781119463399
Edition
5
Topic
Economics
Subtopic
Econometrics
Index
Economics

Table of contents

  1. Cover
  2. Title Page
  3. Copyright
  4. Preface
  5. Brief Contents
  6. Contents
  7. Chapter 1 Introduction to EViews 10
  8. Chapter 2 The Simple Linear Regression Model
  9. Chapter 3 Interval Estimation and Hypothesis Testing
  10. Chapter 4 Prediction, Goodness-of-Fit and Modeling Issues
  11. Chapter 5 The Multiple Regression Model
  12. Chapter 6 Further Inference in the Multiple Regression Model
  13. Chapter 7 Using Indicator Variables
  14. Chapter 8 Heteroskedasticity
  15. Chapter 9 Regression with Time-Series Data: Stationary Variables
  16. Chapter 10 Endogenous Regressors and Moment Based Estimation
  17. Chapter 11 Simultaneous Equations Models
  18. Chapter 12 Regression with Time-Series Data: Nonstationary Variables
  19. Chapter 13 Vector Error Correction and Vector Autoregressive Models
  20. Chapter 14 Time-Varying Volatility and ARCH Models
  21. Chapter 15 Panel Data Models
  22. Chapter 16 Qualitative and Limited Dependent Variables
  23. Appendix A Mathematical Tools
  24. Appendix B Statistical Distribution Functions
  25. Appendix C Review of Statistical Inference
  26. EULA