EViews
Master EViews for econometric analysis. Covers regression, diagnostic tests, unit roots, ARIMA, VAR models, and Granger causality.
About this course
EViews is the industry-standard software for econometric analysis, time series modelling, and forecasting. This course provides in-depth training on EViews, guiding you through everything from basic data handling to advanced econometric techniques used in academic research and economic policy analysis. You will learn to estimate regression models, perform diagnostic tests, conduct unit root analysis, build ARIMA and VAR models, test for Granger causality, and produce cointegration analysis. The course is particularly valuable for economics researchers, finance professionals, and graduate students working on theses that require rigorous quantitative analysis.
What you'll learn
- Navigate the EViews interface and workfile structure
- Import and manage time series and panel data
- Estimate and interpret regression models
- Perform diagnostic tests for model validation
- Conduct unit root tests (ADF, PP, KPSS)
- Build ARIMA and VAR models for forecasting
- Perform Granger causality and cointegration analysis
Prerequisites
- Basic knowledge of econometrics
- Understanding of regression concepts
Course curriculum
6 modules • Live instructor-led sessions
- Workfile creation and data import
- Series, groups, and object management
- Descriptive statistics and graphs
- Data transformation and filtering
- OLS estimation and interpretation
- Multiple regression models
- Heteroskedasticity and autocorrelation
- Model specification tests
- Augmented Dickey-Fuller (ADF) test
- Phillips-Perron test
- KPSS test
- Structural break tests
- Identification using ACF and PACF
- ARIMA model estimation
- Model selection criteria (AIC, BIC)
- Forecasting with ARIMA
- Vector Autoregression estimation
- Impulse response functions
- Variance decomposition
- Granger causality testing
- Engle-Granger approach
- Johansen cointegration test
- Vector Error Correction Model (VECM)
- Long-run and short-run dynamics
Your instructor
Knowvate Faculty
Knowvate's faculty combines academic credentials from leading universities with professional industry experience. Every live session is taught by domain experts committed to your learning outcomes.