EViews-Econometrics-Regression analysis
2025-01-19
MP4 | Video: h264, 1920x1080 | Audio: AAC, 44.1 KHz
Language: English (US) | Size: 5.95 GB | Duration: 13h 9m
2025-01-19
MP4 | Video: h264, 1920x1080 | Audio: AAC, 44.1 KHz
Language: English (US) | Size: 5.95 GB | Duration: 13h 9m
Theory and Application of Econometrics: Derivations and Hypothesis Testing
What you'll learn
Understanding the concepts of data.
Explaining the properties of the OLS.
Estimating the different econometrics tools used in time series data.
Determining the basic economics models and interpreting them.
Requirements
Basic idea about data handling,
Description
In this course, you will learn:Types of DataWhat are the different sites for data citationsHow to import data in E-viewschecking the stationarity of the dataconverting time series data into panel dataEstimating and Interpreting OLSAssumptions of Classical Linear Regression Model (CLRM)Detection and Removal of AutocorrelationDetection and Removal of HeteroskedasticityNormality using Jorque Bera testJohansen cointegration testEstimation and interpretation of ARDL modelFixed effectRandom EffectHausaman testPanel data unit root testingGraphical representation of Panel dataPanel cointegration testPooled Mean GroupCross-sectional second-generation stationarity testEndogenity and Exogenity in Panel DataDynamic OLS (DOLS) and Fully modified OLS (FMOLS)Bai peron test to check Multiple BreaksChow TestBry-Boschan TestThe purpose for creating this course is that all of you can able to estimate and run the different models for estimation using Eviews. All the lectures are designed in a sequential manner and then connect the quizzes and assignment with the videos, you will have a great benefit in your professional career.There are many types of data in economics, but in this course, I have only mentioned and discussed those data types which are mostly used for estimation and prediction when it comes to economics.When it comes to downloading data, it is an easy yet very difficult task because most of the students don’t know from where and how they should download data. Therefore it is also discussed how and from where you can download data.In this course, each and every step is discussed, not only discussed, but I have shown them practically. So it will be beneficial for the learners to apply them in future life.'In the assumption of classical linear regression model, I have discussed them through mathematically as well as using EVeiws.This course will able you to learn about the regression models, and you will learn that how to create dummy variables, and how to make panel data.You will learn also about ARCH and GARCH family in this course.
Who this course is for:
Beginner of econometrics.