Mohamed R. Abonazel

Course Syllabus

SESSION 1: Getting Started with EViews

• Creating an EViews workfile
•  Entering data into an EViews workfile
•  Creating a group in EViews
•  Graphing with EViews
•  Generating new variables in EViews

SESSION 2: Ordinary Least Squares and Regression Analysis

• Running a simple regression Model
• Contents of the EViews equation window
• Importing data from a spreadsheet file
• Using EViews to estimate a multiple regression model
• Displaying the descriptive statistics for a group of variables
• Displaying the actual, fitted, residual, and a plot of the residuals
• Calculating basic statistics and hypothesis testing
• Performing the t-test of the simple correlation coefficient
• Performing the F-test of overall significance

SESSION 3: Multicollinearity

• Perfect multicollinearity
•  Detecting multicollinearity with simple correlation coefficients
•  Calculating variance inflation factors (VIF)
• Transforming multicollinear variables

SESSION 4: Serial Correlation

• Creating a residual series from a regression model

• Plotting the error term to detect serial correlation
  
• Using regression to estimate the first order serial correlation coefficient
  
• Viewing the Durbin-Watson d statistic in EViews Output
  
• Estimating generalized least squares using the AR(1) method
  
• Estimating generalized least squares (GLS) equations

SESSION 5: Heteroskedasticity

• Graphing to detect heteroskedasticity
• Testing for heteroskedasticity: Park and White tests
• Remedies for heteroskedasticity: weighted least squares (WLS)
• Remedies for heteroskedasticity: heteroskedasticity corrected standard errors

SESSION 6: Time-Series Models, Unit Roots and Cointegration Tests

• Time-series models and some properties
•  Box-Jenkins procedures
• The autocorrelation function (ACF)
• The partial autocorrelation function (PAC F)
• unit-root tests
• Relationships between non-stationary variables
• Cointegration tests

Dr. Mohamed Reda Abonazel

Institute of Statistical Studies and Research, Cairo University

mabonazel@hotmail.com