Using EViews for Principles of Econometrics, 5th Edition

ISBN: 9781119463399

This book is being used at: ,

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.

Features

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
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E-Text: 9781119463399