Using EViews for Principles of Econometrics – by Griffiths William E., Hill R. Carter, Lim Mark Andrew (2008)

This book is a supplement to Principles of Econometrics, 4th Edition by R. Carter Hill, William E. Griffiths and Guay C. Lim (Wiley, 2011). It is designed for students to learn the econometric software package EViews at the same time as they are using Principles of Econometrics to learn econometrics. It is not a substitute for Principles of Econometrics, nor is it a stand-alone computer manual. It is a companion to the textbook, showing how to do all the examples in Principles of Econometrics using EViews Version 7. For most students, econometrics only has real meaning after they are able to use it to analyze data sets, interpret results, and draw conclusions. EViews is an ideal vehicle for achieving these objectives. Others who wish to learn and practice econometrics, such as instructors and researchers, will also benefit from using this book in conjunction with Principles of Econometrics, 4th Edition.

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Table of contents

1. The Simple Linear Regression Model 36
2. Interval Estimation and Hypothesis Testing 60
3. Prediction, Goodness of Fit and Modeling Issues 70
4. The Multiple Linear Regression Model 90
5. Further Inference in the Multiple Regression Model 110
6. Nonlinear Relationships 130
7. Heteroskedasticity 147
8. Dynamic Models, Autocorrelation, and Forecasting 170
9. Random Regressors and Moment Based Estimation 194
10. Simultaneous Equations Models 211
11. Nonstationary Time Series Data and Cointegration 219
12. VEC and VAR Models: An Introduction to Macroeconometrics 227
13. Time-Varying Volatility and ARCH Models: An Introduction to Financial Econometrics 234
14. Panel Data Models 247
15. Qualitative and Limited Dependent Variables 269
16. Importing and Exporting 305

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