Preface
The first volume of the EViews 6 User’s Guide describes the basics of using EViews. This sec-
ond volume, User’s Guide II, offers a description of EViews’ interactive statistical and estima-
tion features.
The User’s Guide II is divided into five parts:
• Part IV. “Basic Single Equation Analysis” on page 3 discusses standard regression
analysis: ordinary least squares, weighted least squares, two-stage least squares
(TSLS), nonlinear least squares, time series analysis, specification testing and fore-
casting.
• Part V. “Advanced Single Equation Analysis,” beginning on page 183 documents
autoregressive conditional heteroskedasticity (ARCH) models, discrete and limited
dependent variable models, user-specified likelihood estimation, and quantile regres-
sion.
• Part VI. “Multiple Equation Analysis” on page 305 describes estimation and forecast-
ing with systems of equations (least squares, weighted least squares, SUR, system
TSLS, 3SLS, FIML, GMM, multivariate ARCH), vector autoregression and error correc-
tion models, state space models, and model solution.
• Part VII. “Panel and Pooled Data” on page 457 documents working with and estimat-
ing models with time series, cross-section data. The analysis may involve small num-
bers of cross-sections, with data unstacked series (pooled data) or large numbers
systems of cross-sections, with stacked data (panel data).
• Part VIII. “Other Multivariate Analysis,” beginning on page 577 describes the estima-
tion of factor analysis models in EViews.
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