Eviews And Its Application To Econometric Modeling

Learn Multivariate Modeling, Autocorrelation Techniques, VAR and ARCH Modeling, Unit Root and CoIntegration Testing

Last updated 2022-01-10 | 3.2

- The course works across multiple software packages such as Eviews
- MS Office
- PDF writers
- and Paint.
- This course aims to provide basic to intermediate skills on implementing Econometrics/Predictive modelling concepts using Eviews software.
- Learn Univariate and Multivariate Modeling

What you'll learn

The course works across multiple software packages such as Eviews

MS Office

PDF writers

and Paint.

This course aims to provide basic to intermediate skills on implementing Econometrics/Predictive modelling concepts using Eviews software.

Learn Univariate and Multivariate Modeling

Learn Autocorrelation Techniques

Master VAR Modeling

Learn Stationarity and Unit Root Testing. Also

master CoIntegration Testing

Master Volatility & ARCH Modeling

* Requirements

* Prior knowledge of Quantitative Methods AND Econometric techniques
* MS Office and Paint is desired.
* Understanding of Data Analysis and VBA toolpack in MS Excel will be useful
* A Computer with Internet

Description

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

Econometrics#1: Regression Modeling, Statistics with EViews
Econometrics#2: Econometrics Modeling and Analysis in EViews

This is the Second part and will cover Multivariate Modeling, Autocorrelation Techniques, VAR Modeling, Stationarity and Unit Root Testing, CoIntegration Testing and Volatility & ARCH Modeling.

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. The course works across multiple software packages such as Eviews, MS Office, PDF writers, and Paint. Econometric modeling course aims to provide quantitative/econometric modelling skills typically/specifically in Finance sector. Quantitative methods and predictive modelling concepts could be extensively used in understanding the financial markets movements, 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, and 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.

Who this course is for:

Students
Quantitative and Econometrics Modellers, Financial markets professionals

Course content

7 sections • 125 lectures

Univariate Modellling 12 lectures

Univariate Time Series Modelling Preview 11:11

Example of Univariate Time Series Modelling Preview 10:00

Understanding and Implementing Correlogram Preview 07:34

Correlogram Analysis Preview 07:32

Correlogram Analysis Continues Preview 06:27

Estimation Output Analysis and Interpretation Preview 11:35

Interpretation of the ARMA Model Preview 05:35

Interpretation of the ARMA Model Continues Preview 09:33

Correlogram Estimation of Output Model Preview 08:03

Correlogram Estimation of ARMA Model Preview 10:44

Correlogram and Estimation Output for ARMA Model Preview 12:04

Multivariate Modeling 14 lectures

Need of Multivariate Modelling Preview 07:51

Basic Theory Multivariate Modelling Preview 06:51

Generating Estimation Outputs Preview 08:04

Generating Estimation Outputs Continues Preview 05:18

Interpretations of Estimation Output Preview 08:16

Interpretations Cost Of Debt Preview 06:38

Scatter Plots Example Preview 10:15

Indices and Commodities Preview 07:34

Estimations Outputs Preview 07:57

Interpretations and Scatter Plots Preview 10:24

Generating Estimation Outputs Example 3 Preview 10:40

Interpretations of Example 3 Preview 11:17

Interpretations of Example 3 Continues Preview 07:26

Autocorrelation Techniques 24 lectures

Durbin Watson Preview 07:16

Durbin Watson Continues Preview 07:58

Residual Diagnostics Preview 04:58

DW Analysis Preview 06:38

Estimation output and DW interpretations Preview 10:27

OLS Equation and Estimation Output Preview 08:30

OLS Equation and Estimation Output Continue Preview 07:07

Example of Gold and BSE Index Preview 07:47

Example of Gold and BSE Index Continue Preview 07:25

DW Calculated Preview 08:20

Example of Forex and Index Preview 08:03

Example of Forex and Index Continue Preview 08:39

Multi Asset Analysis Preview 11:07

Correlation Matrix Preview 10:08

Estimation Output Interpretation Preview 10:03

Breusch Godfrey Test Preview 05:00

Importing Data Preview 08:37

Steps Of Breusch Preview 10:57

Steps Of Breusch Continue Preview 11:03

Correlogram and LM test Preview 10:03

Correlogram and LM test Continue Preview 05:17

OLS Estimation Equation Preview 08:57

Estimation Output and Correlogram Preview 08:54

DW analysis Preview 07:21

VAR Modeling 20 lectures

VAR Modelling Theory Preview 06:56

Generating the VAR Estimates Preview 10:42

Generating the VAR Estimates Continues Preview 06:45

Block Significance and Impulse Response Tests Preview 06:29

Impulse Response Tests Implementation in Eviews Preview 07:38

Variance Decomposition Preview 05:52

Lag Exclusion Tests and Implementation in Eviews Preview 06:38

Interpretation of VAR Modelling Preview 08:27

Granger Causality Tests Preview 06:01

Interpretation of Impulse Response Preview 06:16

Interpretation of Variance Decomposition Preview 06:24

Interpretation of Variance Decomposition Continues Preview 07:31

Interpretation of VAR Models Preview 06:52

Lag Length Criteria Preview 05:02

Interpretation of Granger Causality Lag Execution Preview 10:31

Interpretations of Variance Decomposition’s Preview 10:51

VAR Modelling Lag Length Criteria Preview 10:11

VAR Modelling Lag Length Criteria Continues Preview 06:06

Interpretations Using Impulse Response Preview 09:43

Stationarity and Unit Root Testing 12 lectures

Theory on Stationarity and Unit Root Testing Preview 10:54

Generating Unit Root Test Output in Eviews Preview 07:41

Dickey Fuller test For URT Preview 03:25

Generating Unit Roots Estimation Output Preview 05:27

Generating Unit Roots Estimation Output Continues Preview 06:28

Root Testing for Stock and Index Preview 07:15

Generating and Interpreting Unit Roots Preview 10:30

Generating and Interpreting Unit Roots Continues Preview 08:50

Generating and Interpreting Unit Roots Intercept Preview 08:05

Interpreting Unit Roots Trend Preview 07:19

Example of Interpreting Unit Roots Preview 07:26

CoIntegration Testing 10 lectures

Cointegration Testing Techniques Preview 07:11

Implementing Johannes Integration Technique Using Eviews Preview 07:28

Johanssen Technique Theory Preview 08:56

Johanssen Technique Theory Continues Preview 06:27

Example of Johanssen Technique Theory Preview 04:35

Generating and Testing Model Relationship Preview 10:45

Outputs for Eigenvalue and Trace Tests Preview 09:54

Generating and Testing Cointegrating Relationships Preview 10:52

Volatility and ARCH Modeling 33 lectures

Introduction to Volatility and ARCH Modelling Preview 07:17

Volatility and Leverage Effects Preview 07:17

ARCH Modelling Theory Preview 07:37

Generating ARCH Model Preview 10:23

Testing for ARCH Effects Across Time Series Preview 09:55

Testing ARCH Effects in Commodities Preview 08:32

Testing ARCH Effects in Commodities Continues Preview 07:32

Objective and Equation for ARCH Effects Preview 08:00

Testing for other Commodities and Swiss Franc Preview 06:02

Theory on Garch Model Preview 12:29

Garch Model Estimation in Eviews Preview 08:32

Generating GARCH Model Preview 07:47

Volatility Spikes Preview 07:32

Interpretations of GARCH Parameters Preview 05:23

Multiaseet Analysis Preview 06:37

GARCH Estimation Output - Swiss France Preview 07:02

Estimation Outputs and Interpretations Preview 10:07

Working on EGARCH Modeling Preview 10:00

Generating EGARCH Estimation Output in Eviews Preview 08:34

HDCAP - EGARCH Parameters Preview 10:17

Forex Generating EGARCH Models Preview 12:31

Interpretations - ARCH Effect and EGARCH Model Preview 03:12

Interpretation of EGARCH Estimation Outputs - GBP Preview 10:45

Interpretations of EGARCH Estimation Output of AUD Preview 11:06

Interpretations of EGARCH Estimation Comparative Study Preview 05:47

Swiss Franc and Gas Preview 09:53

Swiss Franc and Gas Continues Preview 06:57

Swiss Franc and EGARCH Model Preview 07:32