Third-Party Products and Services

Haver Analytics

EViews Bootcamp, February 15-17 2010 at 60 East 42nd Street, 33rd Floor, New York, NY 10165.

(Haver's description...)

• EViews navigation: importing data (time series, cross-section and panel data), transforming series, graphing, exporting output to Word and Excel, descriptive statistics.
• Using the Command window as well as ‘Mouseland’ to navigate.
• Powerful data import features in EViews 5.1 or 6.0, including importing Haver Analytics data.
• Data transformations including the new auto update series features.
• Calculating means, variance, covariances, and moving averages.
• Basic regressions and exporting estimation results to Excel-based models.
• P-values and their extensive use in EViews.
• Introduction to robust standard errors and hypothesis testing.

Instructor: John T. Cuddington, CFP, CFA, Ph.D. President of JTC Economics+Finance LLC and the William J. Coulter Professor, Division of Economics and Business, Colorado School of Mines.

For further details e-mail paul@haver.com

Financial and Macroeconomic Simulation Modeling, February 16-17 at 60 East 42nd Street, 33rd Floor, New York, NY 10165.

(Haver's description...)

• Deterministic Simulation of Dynamic Models.
• Stochastic Simulation of Dynamic Models.
• Deterministic Simulation of Dynamic Models with forward and/or Backward Solution.
• Deterministic Simulation of Dynamic Models with Rational Expectations.

Instructor: John T. Cuddington, CFP, CFA, Ph.D. President of JTC Economics+Finance LLC and the William J. Coulter Professor, Division of Economics and Business, Colorado School of Mines.

For further details e-mail paul@haver.com

Timberlake Consultants

The Practice of Econometrics with EViews, March 22-26 2010 at GOLCER, Lancaster Business School, Lancaster University, Lancaster, UK

(Timberlake's description...)

• Review all major econometric modeling methods
• Provide a practical and systematic approach to the modeling of business and financial time series data
• Provide hands-on experience in building econometric models - each delegate is provided with a computer throughout the course
• Provide an opportunity for you to meet with a panel of experienced modelers to discuss industry-specific applications related to forecasting and time series analysis

Instructor: Dr Sean Holly, Director of Applied Research, Cambridge University.

For further details visit http://www.timberlake.co.uk or e-mail training@timberlake.co.uk

East Asia Training & Consultancy

Time Series Econometrics using EViews, April 21-23 2010 in Singapore.

(East Asia's description...)

• This 3-day comprehensive workshop provides a selective review of econometric concepts, their application in economics and finance and their implementation using the EViews software program.
• Topics cover include ARMA modelling and forecasting, vector autoregressive model and impulse response analysis, cointegration and error-correction model estimation, and GARCH modelling of financial volatility.
• Case studies are drawn from actual up-to-date research in economics and finance with a focus on real interest rates, crude oil prices, volatility of stock returns, and a study on a VAR Model for Capital Market Integration in the Pacific-Basin Region.
• The approach is ‘hands on’ and interactive, with the instructor discussing relevant concepts and then illustrating in EViews with participants replicating each step at their own PCs.

For further details visit http://www.eastasiatc.com.sg or e-mail enquiry@eastasiatc.com.sg

Advanced Econometrics using EViews, June 21-24 2010 in Singapore.

(East Asia's description...)

• Linear Simultaneous-Equations Models – An Overview.
• Unit Roots, Cointegration, and Vector Error Correction Models: Theory and Methods.
• Cointegration and error correction models.
• Johansen ML estimation approach, and Phillips-Hansen estimators.
• Applications: Construction of a long-run structural model and case studies from economics and finance.

For further details visit http://www.eastasiatc.com.sg or e-mail enquiry@eastasiatc.com.sg

Textbooks

The following textbook uses EViews examples as a teaching tool. It is available bundled with the EViews 6 Student Version.

• Hill, R. Carter, William E. Griffiths, and Guay C. Lim (2008). Using EViews for Principles of Econometrics, 3rd Edition. John Wiley & Sons, Inc. (368 pages - ISBN: 0-471-78711-2, http://www.wiley.com). (This study guide is designed to accompany the Hill-Griffiths-Lim textbook Principles of Econometrics, 3rd Edition, ISBN: 978-0-471-72360-8.)

The following textbooks use EViews examples as a teaching tool. They are available bundled with the EViews 4.1 Student Version.

• Studenmund, A. H. (2001) Using Econometrics: A Practical Guide, 4th Edition, with EViews 4.1 Student Version software. Addison-Wesley (ISBN: 0-201-71519-8, http://www.mypearsonstore.com/bookstore/product.asp?isbn=0321316495).
• Diebold, Francis X. (2007). Elements of Forecasting, 4th Edition, with EViews 4.1 Student Version software. Thomson/South-Western (458 pages - ISBN: 0-324-32359-X, http://www.thomsonedu.comn.
• Gujarati, Damodar N. (2002). Basic Econometrics, 4th Edition, with EViews 4.1 Student Version software. McGraw-Hill Higher Education Publishing (1002 pages - Book ISBN: 0-072-56570-5, EViews Package ISBN: 0-072-47852-7, http://www.mhhe.com/economics/gujarati4).
• Gujarati, Damodar N. (2006). Essentials of Econometrics, 3rd Edition, with EViews 4.1 Student Version software. McGraw-Hill Higher Education Publishing (553 pages - Book ISBN: 0-072-97092-8, EViews Package ISBN: 0-073-13851-7, http://www.mhhe.com/economics/gujaratiess3.
• Schmidt, Stephen J. (2005) Econometrics, with EViews 4.1 Student Version software. McGraw-Hill Higher Education Publishing (427 pages - Book ISBN: 0-079-98316-7, Book+EViews Package ISBN: 0-074-25489-8, http://highered.mcgraw-hill.com/sites/0072535237/information_center_view0).

Other Books

The following books use EViews to generate tables, graphs and examples. EViews routines for selected examples may also be provided in the book.

• Favero, Carlo A. (2001). Applied Macroeconometrics. Oxford University Press (280 pages - ISBN: 0-19-877583-0 (Hardback), 0-19-829685-1 (Paperback)).
• Godley, Wynne and Marc Lavoie (2006). Monetary Economics: An Integrated Approach to Credit, Money, Income, Production and Wealth. Palgrave MacMillian (576 pages - ISBN: 0-23-050055-2 (Hardback)). EViews examples: http://gennaro.zezza.it/software/eviews/gl2006.php.
• Seiler, Michael J. (2004). Performing Financial Studies: A Methodological Cookbook. Prentice Hall (432 pages - ISBN: 0-13-047981-0).
• Vogelvang, Ben (2005). Econometrics Theory and Applications with EViews. Pearson Education (363 pages - ISBN: 0-273-68374-8).
• Heij, Christiaan, Paul de Boer, Philip Hans Franses, Teun Kloek, and Herman K. van Dijk (2004). Econometric Methods with Applications in Business and Economics. Oxford Press (780 pages - ISBN: 13: 978-0-19-926801-6)

• Datastream (http://www.thomsonreuters.com) - Datastream offers access to an unrivaled set of historical financial content that allows users to investigate the correlations and relationships of global economic indicators and asset classes. You have the ability to blend together different content sets and better understand how indicators in one field impact another.

• EcoWin - The EcoWin Economic & Financial database contains more than 180,000 series and consists of global economic and financial data covering more than 100 countries worldwide, as well as aggregates such as: Euro Zone, Europe, Africa, Americas and World. Data are collected from more than 700 primary sources: national statistical offices, central banks, financial exchanges, and private institutes, as well as other data sources.

  EcoWin add-on databases include data from: Bank of England, Bundesbank, Bureau of Economic Analysis, Bureau of Labor Statistics, I-N Information Systems, NIER Sweden databases, OECD databases, Statistics Denmark, Dow Jones equity Indices, Financial Times Equities and Funds, Zacks, etc.

  Direct access to all of the EcoWin database requires the EViews Enterprise Edition.

• FactSet (http://www.factset.com) - FactSet Research Systems is a leading provider of global financial and economic information. FactSet combines hundreds of databases from industry-leading suppliers and clients' own proprietary data into a single powerful information system. With EViews, FactSet users can access any time series data to which they currently have a subscription.

  Users must upgrade to EViews 6 in order to access FactSet data.

• Haver Analytics (http://www.haver.com) - Haver Analytics specializes in database and software products for economic analysis and business decision-making. Haver Analytics maintains more than 150 economic and financial databases from over 550 government and private sources. Databases cover the U.S., states, metro areas and counties, Canada, Europe, Japan, Australia, New Zealand, China and other emerging markets. Haver Analytics is the sole provider of Oil & Gas Journal Energy Database and also maintains key third party data including forecast databases covering the world economies.

  Three of Haver Analytics' databases are offered in EViews format directly from QMS. Specifically: U.S. Economic Statistics (USECON) for broad U.S. economic and financial data, U.S. National Accounts (USNA) which offers detailed U.S. national income and product accounts and US1+, a database of 750 series covering important economic and financial indicators. These databases are delivered by QMS on CD.

  Alternately, up-to-the-minute data for all 150+ Haver databases can be used directly in the EViews Enterprise Edition with delivery from Haver via the DLX® software.

• IHS Global Insight (http://www.globalinsight.com) - IHS Global Insight offers a variety of economic, financial, and industrial level databases. For example, QMS is a reseller of DRI Basic Economics, which consists of data series on finance & banking, national income accounts, prices, labor statistics, manufacturing, construction & trade, industrial production, capacity & productivity, etc. Both IHS Global Insight databases (DRI Basic Economics and DRI Basic Mini) purchased through QMS may be accessed directly from within either the EViews Standard Edition or the EViews Enterprise Edition. Other databases will require the EViews Enterprise Edition for direct access.

• Moody's Economy.com (http://www.economy.com) - Economy.com provides economic, financial and demographic time series from around the world.