#Eviews 10 beta free series

#Eviews 10 beta free series

It is assumed that the reader has a basic background in probability theory and mathematical statistics The material covered in the book includes concepts of linear regression, univariate and multivariate time series modelling and their implementation in EViews. This book may be used as a textbook companion for graduate level courses in time series analysis, empirical finance and financial econometrics. It also can serve as a guide for researchers and practitioners who desire to use EViews for analysing financial data. This book is written as a compendium for undergraduate and graduate students in economics and finance. It contains brief overviews of econometric concepts, models and data analysis techniques followed by empirical examples of how they can be implemented in EViews.

Preface The aim of this textbook is to provide a step-by-step guide to financial econometrics using EViews 6.0 statistical package. Univariate Time Series: Volatility Models Introduction The ARCH Model The GARCH Model GARCH model estimation GARCH Model ExtensionsД¦ Multivariate Time Series Analysis 6.1 Vector Autoregression Model 6.2 Cointegration Stationarity and Unit Roots Tests Introduction Unit Roots tests Stationarity tests Example: Purchasing Power Parity MAERSK INTERNATIONAL TECHNOLOGY & SCIENCE PROGRAMME Are you about to graduate as an engineer or geoscientist? Or have you already graduated? If so, there may be an exciting future for you with A.P. Univariate Time Series: Linear Models Introduction Stationarity and Autocorrelations ARMA processes

Regression Model Introduction Linear Regression Model Nonlinear Regression Introduction to EViews 6.0 Workfiles in EViews Objects Eviews Functions Programming in Eviews Financial Econometrics вЂ“ with EViews В© 2010 Roman Kozhan & Ventus Publishing ApS ISBN 978-87-7681-427-4