Introduction to Eviews This one day course gives delegates a hands-on approach to using the Eviews package, used in universities and organisations.
Who is the course for? Eviews is a popular econometrics package widely used in universities and in organisations. This course will appeal to those who are interested in econometric modelling. Prerequisite 1. Delegates should have taken a course in basic statistics at some point (see notes below); 2. Familiarity with Windows is assumed – saving, opening files; creating folders. Dates TBC, subject to there being at least 4 delegates attending. Morning session and afternoon session. Time TBC Venue Central London venue (UK) Materials The course is based on the course text provided on the day. Refreshments and lunch are included in the fee. Numbers The number of delegates is capped at 10, and there is at least one trainer. This is enough for each delegate to receive individual help throughout the day. PC equipment Delegates bring their own laptops with Eviews version 6 or 7 loaded Fee 400GBP 200GBP for full-time students
Course details This is a one day course on how to run two popular models using Eviews. By the end of the course, delegates will have an understanding of regression and volatility models. This is an applied course, and the emphasis is on understanding concepts, how to construct models, and interpret output. Economic and financial data sets are used. The course assumes delegates have previously taken a course in statistics, and possibly econometrics. (It doesn’t matter if you are rusty.) In particular it is assumed. Prerequisites Know the concepts of: variable, descriptive statistics, correlation, expectation of a variable, estimator and estimate, idea of hypothesis testing, CLT.
Course content Data handling and plots Importing data from Excel Basic plots Exporting output to Word Creating new variables
Basic Regression for cross-sectional data Idea of the simple linear regression model Regression in Eviews, and interpreting output Understanding the P-value Common functional forms
Multiple regression for cross-sectional data Interpreting coefficients OLS and assumptions of CLRM Testing overall significance Testing linear restrictions Diagnostic tests Stepwise modelling strategy
Volatility models ARCH models Basic ARCH models Extensions to ARCH Forecasting volatility
Item in italics denotes conceptual material. Everything else is hands-on.
FAQ I did statistics a long time ago. Will I be able to keep up? If you have done statistics in the past, it is likely you will be able to cope. You may do some reading beforehand. Note this is not a course for people who have had no prior exposure to any formal course in statistics.
How is the training delivered? For each topic, we cover the concepts in a non-algebraic way; a demonstration which delegates mimic; exercises to practise the technique using the package.
What version of Eviews should I have installed. Have one of versions 6 or 7 installed. We shall use version 6.
What does the fee cover? The fee covers:
instruction room hire course manual, which includes solutions for the exercises refreshments and lunch
Do you provide training on weekends? We can run courses on a Saturday if there is demand Do you provide in-house training? We can bring the course to your organisation. All you have to do is provide the PCs, delegates, and a data projector.
Bookings http://www.ahmetrics.com/courses/Eviewscourses.htm