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This book is a supplement to Principles of Econometrics, 4th Edition by R. Carter Hill, William E. Griffiths and Guay C. Lim (Wiley, 2011). It is designed for students to learn the econometric software package EViews at the same time as they are using Principles of Econometrics to learn econometrics. It is not a substitute for Principles of Econometrics, nor is it a stand-alone computer manual. It is a companion to the textbook, showing how to do all the examples in Principles of Econometrics using EViews Version 7. For most students, econometrics only has real meaning after they are able to use it to analyze data sets, interpret results, and draw conclusions. EViews is an ideal vehicle for achieving these objectives. Others who wish to learn and practice econometrics, such as instructors and researchers, will also benefit from using this book in conjunction with Principles of Econometrics, 4th Edition.
Chapter 2. The Si8mple Linear regression Model.
Chapter 3. Interval Estimation and Hypothesis Testing.
Chapter 4. Prediction, Goodness-of-Fit and Modeling Issues.
Chapter 5. the Multiple Regression Model.
Chapter 6. Further Inference in the Multiple Regression Model.
Chapter 7. Nonlinear Relationships.
Chapter 8. Heteroskedasticity.
Chapter 9. Dynamic Models, Autocorrelation, and Forecasting.
Chapter 10. Random Regressors and Moment Based Estimation.
Chapter 1. Simultaneous Equations Models.
Chapter 12. Nonstationary Time Series Data and Cointegration.
Chapter 13. VEC and VAR Models: An Introduction to Macroeconometrics.
Chapter 14. Time-Varying Volatility and ARCH Models: An Introduction to Financial Econometrics.
Chapter 15. Panel Data Models.
Chapter 16. Qualitative and Limited Dependent Variables.
Chapter 17. Importing and Exporting Data.
Appendix A. Review of Math Essentials.
Appendix V. Statistical Distribution Functions.
Appendix C. review of Statistical Inference.