Economic and Financial Modelling with EViews A Guide for Students and Professionals /

This practical guide in Eviews is aimed at practitioners and students in business, economics, econometrics, and finance. It uses a step-by-step approach to equip readers with a toolkit that enables them to make the most of this widely used econometric analysis software. Statistical and econometric c...

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Bibliographic Details
Main Author: Aljandali, Abdulkader (Author)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing, 2018.
Edition:1st ed. 2018.
Series:Statistics and Econometrics for Finance,
Subjects:
ISBN:9783319929859
ISSN:2199-093X
Online Access: Get full text
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Table of Contents:
  • Chapter 1: Introduction to eviews
  • Chapter 2: A guideline for running regression
  • Chapter 3: Time series analysis
  • Chapter 4: Time series modelling
  • Chapter 5: Further properties of time series
  • Chapter 6: Economic forecasting
  • Chapter 7: The box-jenkins methodology: arima forecasting
  • Chapter 8: Modelling volatility in finance and economics - arch, garch and egrach models
  • Chapter 9: Limited dependent variable models
  • Chapter 10: Vector autorgressive models
  • Chapter 11: Panel data analysis
  • Chapter 12: Captial asset pricing model (capm)
  • Chapter 13: Event studies.