1.8 An introduction to EViews
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Chapter 23 describes the fundamentals of using EViews to forecast from estimated equations. Chapter 24 describes the specification testing procedures available in EViews.
PART VI ●
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(PANEL AND POOLED DATA)
Chapter 39 outlines tools for working with pooled time series, cross-section data and estimating standard equation specifications that account for the pooled structure of the data. Chapter 40 describes how to structure a panel of data and how to analyse it, while Chapter 41 extends the analysis to look at panel regression model estimation; panel cointegration is considered in Chapter 42 and other panel issues in Chapter 43.
PART X ●
(MULTIPLE EQUATION ANALYSIS)
Chapters 35–6 describe estimation techniques for systems of equations including VAR and VEC models. Chapter 37 presents state space models and their estimation via the Kalman filter. Chapter 38 offers a more general discussion of how to set up and estimate various types of models in EViews.
PART IX ●
(ADVANCED UNIVARIATE ANALYSIS)
Chapter 34 discusses various univariate analysis that can be undertaken, including unit root testing, panel unit root testing and use of the BDS test.
PART VIII ●
(ADVANCED SINGLE EQUATION ANALYSIS)
Chapter 25 discusses ARCH and GARCH estimation and outlines the EViews tools for modelling the conditional variance of a variable. Chapter 26 covers singe-equation models for cointegrated variables. Chapter 27 documents EViews functions for estimating qualitative and limited dependent variable models. EViews provides estimation routines for binary or ordered (e.g. probit and logit), censored or truncated (tobit, etc.) and integer valued (count) data. Chapters 28 to 31 discuss more sophisticated modelling approaches for single equations, including robust estimation, allowing for structural breaks and switching regressions. Chapter 32 discusses the topic of the estimation of quantile regressions. Chapter 33 shows how to deal with the log-likelihood object, and how to solve problems with non-linear estimation.
PART VII ●
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(ADVANCED MULTIVARIATE ANALYSIS)
Chapters 44 and 45, the final chapters of the manual, explain how to conduct cointegration and factor analysis in EViews.
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