Econometric Analysis using EViews


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


Related materials
syllabus_for_eviews_course.pdf234.23 KB