Introduction to EViews course

Overview

A one day course for new users of EViews.

Agenda

Morning

  • What is EViews?
  • The notions of workfile and object in EViews.
  • Data entry and handling in EViews. EViews databases.
  • Creating, editing, freezing and exporting graphs.
  • Descriptive statistics and tests. Statistical analysis of time series.
  • Stationarity and non-stationarity; notion of unit roots; testing for unit roots in EViews.
  • Differencing series.

Afternoon

  • Brief introduction to programming and series transformation in EViews.
  • Example univariate linear regression- The Classical Linear Regression Model, estimation techniques (OLS and GMM), diagnostic tests, stability tests, solutions to mis-specification problems.