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.
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Non-linear estimation. |
- Specifying by expression.
- Optimization options.
- Coefficient restrictions.
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Serial correlation: Testing and correcting for (ARIMA estimation). |
- Testing for Serial Correlation in EViews.
- Correcting for Serial Correlation: ARIMA estimation
- ARIMA diagnostics.
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Heteroskedasticity and autocorrelation. |
- Testing for heteroskedasticty and autocorrelation.
- Addressing heteroskedasticity and autocorrelation: Robust standard errors.
- Weighted least squares.
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Additional tests and post-estimation diagnostic analysis. |
- Evaluating estimated coefficients.
- Testing for omitted and redundant Variables.
- Testing for break-points and stability.
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Forecasting in EViews. |
- Forecast Basics (Static vs. Dynamic, Forecast Evaluation, Errors and Variances).
- Forecasting with auto-series.
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*Syllabus subject to change at any time.