It can also serve as a guide for researchers and practitioners who desire to use EViews for analyzing financial data.
This book is written as a compendium for undergraduate and graduate students in economics, finance, statistics and accounting. It contains a brief overviews of the concepts of econometric models, and data analysis techniques followed by procedures of how they can be implemented in EViews.
But to Successfully analyze this time series data requires that the analyst interact with computer software because the techniques and algorithms are just not suitable to manual calculations.This book has been written with the aim of solving this problems by providing a step-by-step guide to economic and financial econometrics using EViews.
Analyzing time-series data and forecasting future values of a time series are among the most important problems that analysts face in many fields. Statistics, life sciences, and social science students, as well as applied researchers, will also find this book an invaluable resource.There is a large group of people in a variety of fields, including finance, economics, accounting, science, mathematics, engineering, statistics, and public policy who need to understand some basic concepts of time series analysis and forecasting. Provides step-by-step directions on how to apply EViews software to time series data analysis Offers guidance on how to develop and evaluate alternative empirical models, permitting the most appropriate to be selected without the need for computational formulae Examines a variety of times series models, including continuous growth, discontinuous growth, seemingly causal, regression, ARCH, and GARCH as well as a general form of nonlinear time series and nonparametric models Gives over 250 illustrative examples and notes based on the author's own empirical findings, allowing the advantages and limitations of each model to be understood Describes the theory behind the models in comprehensive appendices Provides supplementary information and data setsĪn essential tool for advanced undergraduate and graduate students taking finance or econometrics courses. The procedures introduced are easily extendible to cross-section data sets. Rich in examples and with an emphasis on how to develop acceptable statistical models, Time Series Data Analysis Using EViews is a perfect complement to theoretical books presenting statistical or econometric models for time series data. This book provides a hands-on practical guide to using the most suitable models for analysis of statistical data sets using EViews - an interactive Windows-based computer software program for sophisticated data analysis, regression, and forecasting - to define and test statistical hypotheses. Do you want to recognize the most suitable models for analysis of statistical data sets?
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