
"But we shall not stop at proving the usefulness of these models. For the people we have convinced, or which were so already, we will provide a set of tools facilitating all the tasks in the modelling process. Starting from elementary elements, it will lead by stages the user to a level at which he should be able to build, manage and use his professional, operational model."
--Structural Econometric Modelling
Structural econometric modelling: Methodology and tools with applications under EViews
EViews features a powerful economic modeling engine that allows ananlysis and forecasting of the relationships between sets of variables.
Structural econometric modelling: Methodology and tools with applications under EViews, by Jean-Louis Brillet, describes how to use the model object in EViews to solve structural economic models. Not only does the book provide step by step examples of using EViews for modelling, it also provides a easy to follow descriptions of economic modelling theory and its applications.
This book is now updated for EViews 10!
Jean Louis Brillet has spent his entire career at the French National Institute for Statistics and Economic Studies. Starting as a computer specialist in econometric modeling, he moved naturally to the Modelling Department, as head of the forecasting unit, then to the International Department, implementing models in various countries.
In recent years, Jean-Louis has formalized his experience in structural modeling into a coherent strategy, both global and detailed, for the production of operational models using the EViews software.
For those interested in exploring the material contained in the book further, Jean Louis offers a class on modelling in EViews. Click here for more details.
You may download the full version of his book in PDF form here:
Structural Modelling Under EViews (PDF, 5MB / right-click to save)
A version in French is also available
Jean Louis has also provided a set of companion files containing examples of models and programs. These files are contained in zipped form here:
Example files (PDF, 3MB / right-click to save)
A description of the files may be found here:
List of files (PDF, 400KB / right-click to save)
Book Contents
Chapter 1 | Notations And Definitions |
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Chapter 2 | Model Applications |
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Chapter 3 | Model Types |
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Chapter 4 | General Elements |
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Chapter 5 | Preparing The Model |
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Chapter 6 | The Estimation Of Equations |
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Chapter 7 | Testing The Model Through Simulations Over The Past |
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Chapter 8 | Testing The Model Over The Future |
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Chapter 9 | Using Models |
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Chapter 10 | Applying The Above Principles To Operational Cases |
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