Project Description

R. Carter Hills Using EViews for Principles of Econometrics 5E
  • All prices in AUD
  • Fast and free shipping
  • Discounts automatically applied at checkout

AUD RRP $81.25
Best Value

Add to Cart

The cheapest, most convenient way to access your textbook.

  • Complete digital textbook
  • Search, highlight & annotate
  • 24/7 online access anytime, anywhere
  • Download within the year for lifetime offline access

Terms & Conditions

Students purchasing from outside of Australia, New Zealand and Fiji can purchase through

Using EViews for Principles of Econometrics, 5th Edition


ISBN: 9781119463399

This book is being used at:

La Trobe University, Swinburne University

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.


William E. Griffiths
R. Carter Hill

Chapter 1. Introduction to EViews 10
Chapter 2. The simple linear regression model
Chapter 3. Interval estimation and hypothesis testing
Chapter 4. Prediction, goodness-of-ft and modelling issues
Chapter 5. The multiple regression model
Chapter 6. Further inference in the multiple regression model
Chapter 7. Using indicator variables
Chapter 8. Heteroskedasticity
Chapter 9. Regression with time-series data: Stationary variables
Chapter 10. Endogenous regressors and moment based estimation
Chapter 11. Simultaneous equations models
Chapter 12. Regression with time-series data: Nonstationary variables
Chapter 13. Vector error correction and vector autoregressive models
Chapter 14. Time-varying volatility and ARCH models
Chapter 15. Panel data models
Chapter 16. Qualitative and limited dependent variables

As part of Wiley’s ongoing commitment to higher education, the Wiley Affordability Program is dedicated to providing you with premium Wiley learning resources at an affordable price. We believe that every student has a right to access quality resources, no matter what your budget. Now, we are even better equipped than before to do what we do best; help teachers teach and students learn.

E-Text: 9781119463399

Students love Wiley Direct!

"Purchasing textbooks couldn't have been simpler! Thanks!"

"I was very pleased with my experience ordering my
textbook, would highly recommend to other students."

- Maddy Conroy

- Louise Molluso

Macquarie University

Western Sydney University

"The ability to open my textbook on my phone and use the
'audio' / 'read' option was incredible"

"The subscription option was such a relief,
Now I can keep up in class without spending a fortune!"

- Zoe Hallahan

- Elise Powley

University of Melbourne

Australian National University

"The overall process was easy and simple to use and purchasing
the book was effortless."

"The Wiley Business Now subscription is such a great resource,
I'm so glad I signed up"

- Adrianna Grant

- Shamita Mahendran

University of the Sunshine Coast

RMIT University