Preview of 'Introductory Econometrics for Finance, 3rd Edition' by Chris Brooks

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Box 1.5

Introduction

Features of EViews The EViews User Guide is split into two volumes. Volume I contains four parts as described below, while Volume II contains six parts. PART I (INTRODUCTION) ●

Chapters 1–4 contain introductory material describing the basics of Windows and EViews, how workfiles are constructed and how to deal with objects. Chapters 5 and 6 document the basics of working with data. Importing data into EViews, using EViews to manipulate and manage data and exporting from EViews into spreadsheets, text files and other Windows applications are discussed. Chapters 7–10 describe the EViews database and other advanced data and workfile handling features.

PART II ●

Chapter 11 describes the series object. Series are the basic unit of data in EViews and are the basis for all univariate analysis. This chapter documents the basic graphing and data analysis features associated with series. Chapter 12 documents the group object. Groups are collections of series that form the basis for a variety of multivariate graphing and data analyses. Chapters 13 and 14 provide detailed documentation for the production of various types of graphs.

PART III ●

(EXTENDING EVIEWS)

Chapter 18 describes in detail how to write programs using the EViews programming language.

PART V ●

(CUSTOMISING OUTPUT)

Chapters 15 to 17 continue to describe the creation and customisation of more advanced tables and graphs.

PART IV ●

(BASIC DATA ANALYSIS)

(BASIC SINGLE EQUATION ANALYSIS)

Chapter 19 outlines the basics of ordinary least squares (OLS) estimation in EViews. Chapter 20 discusses the weighted least squares, two-stage least squares and non-linear least squares estimation techniques. Chapter 21 covers approaches to dealing with simultaneous equations including two-stage least squares. Chapter 22 describes single equation regression techniques for the analysis of time series data: testing for serial correlation, estimation of ARMA models, using polynomial distributed lags and unit root tests for non-stationary time series.


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