Eviews Introductory Econometrics Modeling

Master Descriptive Statistics, Correlation Techniques, Regression, Predictive and Econometrics Modeling skills

Last updated 2022-01-10 | 3.1

- This course aims to provide econometrics/quantitative/predictive modelling skills
- This course aims to provide basic to intermediate skills on implementing Econometrics/Predictive modelling concepts using Eviews software. Whilst its important to develop understanding of econometrics/quantitative modelling concepts
- its equally important to be able to implement it using suitable software packages. This course fills the gap between understanding the concepts and implementing them practically
- Descriptive Statistics
- Means
- Standard Deviation and T-test – This course explains descriptive statistics concepts which will act as building blocks to subsequent courses

What you'll learn

This course aims to provide econometrics/quantitative/predictive modelling skills
This course aims to provide basic to intermediate skills on implementing Econometrics/Predictive modelling concepts using Eviews software. Whilst its important to develop understanding of econometrics/quantitative modelling concepts
its equally important to be able to implement it using suitable software packages. This course fills the gap between understanding the concepts and implementing them practically
Descriptive Statistics
Means
Standard Deviation and T-test – This course explains descriptive statistics concepts which will act as building blocks to subsequent courses
Correlation Techniques – Correlation techniques explain relationships across variables and are important in explain the model fitment in regression courses
Regression modelling — Regression modelling forms the core of Predictive modelling course. The core objective of this course is to provide skills in understand the regression model and interpreting it for predictions. The associated parameters of the regression model will be interpreted and tested for significance and test the goodness of fit of the given regression model

* Requirements

* Detailed in course description below
* prior knowledge of Quantitative Methods AND Econometrics techniques
* MS Office and Paint is desired.
* A Computer with internet

Description

Please note that, We have divided the "Econometrics" course in to TWO parts as follows:

  1. Econometrics#1:  Regression Modeling, Statistics with EViews

  2. Econometrics#2: Econometrics Modeling and Analysis in EViews

This is the first part and will cover mostly basics such as descriptive statistics, correlation techniques and regression analysis.

The course aims to provide quantitative/econometrics modeling skills through Descriptive Statistics, Correlation Techniques, Regression, Predictive and Econometrics Modeling skills. Quantitative methods and predictive modelling concepts could be extensively used in understanding the financial markets movements, huge datasets and statistics and studying tests and effects. The course picks theoretical and practical datasets for econometrics/quantitative/predictive analysis. Implementations are done using Eviews software. Observations, interpretations, predictions and conclusions are explained then and there on the examples as we proceed through the training. The course also emphasizes on the regression models.

The 2nd part of the course, that is Econometrics#2: Econometrics Modeling and Analysis in EViews, AIMS to also cover Auto-Correlation, Co-Integration and ARCH (Auto Regressive Conditional Heteroscedasticity) models

 Essential skillsets – Prior knowledge of Quantitative methods and MS Office, Paint

 Desired skillsets — Understanding of Data Analysis and VBA toolpack in MS Excel will be useful

The course works across multiple software packages such as Eviews, MS Office, PDF writers, and Paint. Furthermore, the course is distributed across 4 sections details of which are bulleted below, with brief description

Section 1: Eviews and Its Application to Econometrics Modelling: This course aims to provide basic to intermediate skills on implementing Econometrics/Predictive modelling concepts using Eviews software. Whilst its important to develop understanding of econometrics/quantitative modelling concepts, its equally important to be able to implement it using suitable software packages. This course fills the gap between understanding the concepts and implementing them practically

Section 2: Descriptive Statistics, Means, Standard Deviation and T-test – This course explains descriptive statistics concepts which will act as building blocks to subsequent courses

Section 3: Correlation Techniques – Correlation techniques explain relationships across variables and are important in explain the model fitment in regression courses

Section 4: Regression modelling — Regression modelling forms the core of Predictive modelling course. The core objective of this course is to provide skills in understand the regression model and interpreting it for predictions. The associated parameters of the regression model will be interpreted and tested for significance and test the goodness of fit of the given regression model

Who this course is for:

  • Students
  • Quantitative and Econometrics Modelers, Financial markets professionals
  • CFA’s and Equity Research professionals

Course content

4 sections • 46 lectures

Introduction to Training Preview 07:34

Eviews GUI Preview 04:25

Eviews GUI Continues Preview 06:37

Generating Log Returns Preview 09:54

Example of Descriptive Preview 08:08

Interpretation and Graphs Preview 05:50

Interpretation and Graphs Continues Preview Processing..

Generating Log Returns and Descriptive Preview 06:34

Generating Log Returns and Descriptive Continue Preview 07:49

Example of Interpretations Preview 11:11

Volatility Graphs Preview 09:31

Generating returns Interpretation and Graphs Preview 10:05

Generating returns Interpretation Continues Preview 08:48

Basic Correlation Theory Preview 11:38

Generating Correlation Matrix in Eviews Preview 08:52

Generating Correlation Matrix in Eviews Continues Preview 07:22

Mutual Funds Correlation Matrix Percentage Preview 08:43

Scatter Plots Using Eviews Preview 10:36

Generating Correlation Matrix Preview 11:42

Scatter Plots and Volatility Graphs Preview 12:36

Generating Correlation Matrix and Interpretations Preview 10:33

Generating Correlation Interpretations Preview 08:34

Generating Correlation Interpretations Continues Preview 05:41

Scatter Plots Preview 11:51

Working on Scatter Plots Preview 12:07

Basic Regression Modelling Theory Preview 03:00

Generating Returns and Estimation Output Preview 11:24

More on Generating Returns Preview 05:46

Understanding Estimation Output Preview 06:56

Understanding Estimation Output Continues Preview 06:11

Example of Interpretations Preview 07:29

Generating Estimation Output Preview 11:43

Interpretations and Volatility Scatter Plots Preview 08:10

More on Volatility Scatter Plots Preview 05:34

Estimation Output Interpretations and Graphs Preview 09:56

Estimation Output Interpretations and Graphs Continues Preview 08:42

Example 3 - NAV Price Study Preview 09:34

Working on Volatility Graphs Preview 07:00

Correlation Matrix Preview 08:48

Correlation Matrix Continues Preview 09:20

Example 4 - Estimation Output Preview 08:45

Basic Regression Modelling Preview 08:11

Basic Regression Modelling Continues Preview 07:40

Interpretations and Scatterplot Analysis Preview 07:30

More on Scatterplot Analysis Preview 07:02

Equation Estimation Preview 08:18