Least Squares and Time Series Regression

Cost: $175

Time Series Regression is a three hour (split into two 1.5 hour sessions) webinar covering the following topics*:

Basic Estimation: a review.
  • Simple regression.
  • The Equation object.
  • Equation output.
Non-linear estimation.
  • Specifying by expression.
  • Optimization options.
  • Coefficient restrictions.
Serial correlation: Testing and correcting for (ARIMA estimation).
  • Testing for Serial Correlation in EViews.
  • Correcting for Serial Correlation: ARIMA estimation
  • ARIMA diagnostics.
Heteroskedasticity and autocorrelation.
  • Testing for heteroskedasticty and autocorrelation.
  • Addressing heteroskedasticity and autocorrelation: Robust standard errors.
  • Weighted least squares.
Additional tests and post-estimation diagnostic analysis.
  • Evaluating estimated coefficients.
  • Testing for omitted and redundant Variables.
  • Testing for break-points and stability.
Forecasting in EViews.
  • Forecast Basics (Static vs. Dynamic, Forecast Evaluation, Errors and Variances).
  • Forecasting with auto-series.

*Syllabus subject to change at any time.