Least Squares and Time Series Regression
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.
- 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.