Economic and Financial Modelling with EViews : A Guide for Students and Professionals. 1st ed. 2018

種類:

電子ブック

責任表示:

by Abdulkader Aljandali, Motasam Tatahi

出版情報:

Cham : Springer International Publishing : Imprint: Springer, 2018

著者名:

• Aljandali, Abdulkader.
• Tatahi, Motasam.
• SpringerLink (Online service)

シリーズ名:

Statistics and Econometrics for Finance ;

ISBN:

9783319929859 [3319929852]    

注記:

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.
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 concepts are explained visually with examples, problems, and solutions. Developed by economists, the Eviews statistical software package is used most commonly for time series-oriented econometric analysis. It allows users to quickly develop statistical relations from data and then use those relations to forecast future values of the data. The package provides convenient ways to enter or upload data series, create new series from existing ones, display and print series, carry out statistical analyses of relationships among series, and manipulate results and output. This highly hands-on resource includes more than 200 illustrative graphs and tables and tutorials throughout. Abdulkader Aljandali is Senior Lecturer at C

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