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Course Descriptions
Level: Intermediate
Length: Two Days
Subject Areas: Econometrics, Industry and Macroeconomic Applications
Prerequisites: Bootcamp1,2
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Econometric Tools is an intermediate course. The objective is to review fundamental econometric concepts and teach their implementation with a wide selection of the advanced econometric tools available in EViews.
Topics covered in Econometric Tools include:
- Regression with Robust Standard Errors
- Hypothesis Testing
- Model Selection: Nesting and Testing
- Univariate Time Series Models, estimation and forecasting
- Serial Correlation Correction
- ARMA
- Simulating Stochastic Processes
- Stationarity Issues
- Simple Programs
- VARS
- Granger Causality
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