Econometrics#2: Econometrics Modeling and Analysis in EViews
3.5 (48 ratings)
Course Ratings are calculated from individual students’ ratings and a variety of other signals, like age of rating and reliability, to ensure that they reflect course quality fairly and accurately.
3,538 students enrolled

Econometrics#2: Econometrics Modeling and Analysis in EViews

Learn Multivariate Modeling, Autocorrelation Techniques, VAR and ARCH Modeling, Unit Root and CoIntegration Testing
3.5 (48 ratings)
Course Ratings are calculated from individual students’ ratings and a variety of other signals, like age of rating and reliability, to ensure that they reflect course quality fairly and accurately.
3,538 students enrolled
Last updated 1/2019
English
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Current price: $139.99 Original price: $199.99 Discount: 30% off
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This course includes
  • 17 hours on-demand video
  • Full lifetime access
  • Access on mobile and TV
  • Certificate of Completion
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What you'll learn
  • The course works across multiple software packages such as Eviews, MS Office, PDF writers, and Paint.
  • This course aims to provide basic to intermediate skills on implementing Econometrics/Predictive modelling concepts using Eviews software.
  • Learn Univariate and Multivariate Modeling
  • Learn Autocorrelation Techniques
  • Master VAR Modeling
  • Learn Stationarity and Unit Root Testing. Also, master CoIntegration Testing
  • Master Volatility & ARCH Modeling
Requirements
  • Prior knowledge of Quantitative Methods AND Econometric techniques, MS Office and Paint is desired.
  • Understanding of Data Analysis and VBA toolpack in MS Excel will be useful
  • A Computer with Internet
Description

Please note that, We have divided the "Econometrics" course in to TWO parts as follows:

  1. Econometrics#1:  Regression Modeling, Statistics with EViews

  2. Econometrics#2: Econometrics Modeling and Analysis in EViews

This is the Second part and will cover Multivariate Modeling, Autocorrelation Techniques, VAR Modeling, Stationarity and Unit Root Testing, CoIntegration Testing and Volatility & ARCH Modeling.

This course aims to provide basic to intermediate skills on implementing Econometrics/Predictive modelling concepts using Eviews software. Whilst its important to develop understanding of econometrics/quantitative modelling concepts, its equally important to be able to implement it using suitable software packages. This course fills the gap between understanding the concepts and implementing them practically. The course works across multiple software packages such as Eviews, MS Office, PDF writers, and Paint. Econometric modeling course aims to provide quantitative/econometric modelling skills typically/specifically in Finance sector. Quantitative methods and predictive modelling concepts could be extensively used in understanding the financial markets movements, and studying tests and effects. The course picks theoretical and practical datasets for econometrics/quantitative/predictive analysis. Implementations are done using Eviews software. Observations, interpretations, predictions and conclusions are explained then and there on the examples as we proceed through the training. The course also emphasizes on the regression models, and AIMS to also cover Auto-Correlation, Co-Integration and ARCH (Auto Regressive Conditional Heteroscedasticity) models.

 Essential skillsets – Prior knowledge of Quantitative methods and MS Office, Paint

 Desired skillsets — Understanding of Data Analysis and VBA toolpack in MS Excel will be useful

The course works across multiple software packages such as Eviews, MS Office, PDF writers, and Paint.

Who this course is for:
  • Students
  • Quantitative and Econometrics Modellers, Financial markets professionals
Course content
Expand all 125 lectures 17:07:22
+ Univariate Modellling
12 lectures 01:51:06
Understanding and Implementing Correlogram
07:34
Correlogram Analysis
07:32
Correlogram Analysis Continues
06:27
Estimation Output Analysis and Interpretation
11:35
Interpretation of the ARMA Model
05:35
Interpretation of the ARMA Model Continues
09:33
Correlogram Estimation of Output Model
08:03
Correlogram Estimation of ARMA Model
10:44
More on ARMA Model
10:48
Correlogram and Estimation Output for ARMA Model
12:04
+ Multivariate Modeling
14 lectures 01:59:47
Need of Multivariate Modelling
07:51
Basic Theory Multivariate Modelling
06:51
Generating Estimation Outputs
08:04
Generating Estimation Outputs Continues
05:18
Interpretations of Estimation Output
08:16
Interpretations Cost Of Debt
06:38
Scatter Plots Example
10:15
Indices and Commodities
07:34
Estimations Outputs
07:57
Interpretations and Scatter Plots
10:24
Generating Estimation Outputs Example 3
10:40
More on GE Outputs Example 3
11:16
Interpretations of Example 3
11:17
Interpretations of Example 3 Continues
07:26
+ Autocorrelation Techniques
24 lectures 03:20:35
Durbin Watson
07:16
Durbin Watson Continues
07:58
Residual Diagnostics
04:58
DW Analysis
06:38
Estimation output and DW interpretations
10:27
OLS Equation and Estimation Output
08:30
OLS Equation and Estimation Output Continue
07:07
Example of Gold and BSE Index
07:47
Example of Gold and BSE Index Continue
07:25
DW Calculated
08:20
Example of Forex and Index
08:03
Example of Forex and Index Continue
08:39
Multi Asset Analysis
11:07
Correlation Matrix
10:08
Estimation Output Interpretation
10:03
Breusch Godfrey Test
05:00
Importing Data
08:37
Steps Of Breusch
10:57
Steps Of Breusch Continue
11:03
Correlogram and LM test
10:03
Correlogram and LM test Continue
05:17
OLS Estimation Equation
08:57
Estimation Output and Correlogram
08:54
DW analysis
07:21
+ VAR Modeling
20 lectures 02:31:41
VAR Modelling Theory
06:56
Generating the VAR Estimates
10:42
Generating the VAR Estimates Continues
06:45
Block Significance and Impulse Response Tests
06:29
Impulse Response Tests Implementation in Eviews
07:38
Variance Decomposition
05:52
Lag Exclusion Tests and Implementation in Eviews
06:38
Interpretation of VAR Modelling
08:27
Granger Causality Tests
06:01
Interpretation of Impulse Response
06:16
More on Impulse Response
06:46
Interpretation of Variance Decomposition
06:24
Interpretation of Variance Decomposition Continues
07:31
Interpretation of VAR Models
06:52
Lag Length Criteria
05:02
Interpretation of Granger Causality Lag Execution
10:31
Interpretations of Variance Decomposition’s
10:51
VAR Modelling Lag Length Criteria
10:11
VAR Modelling Lag Length Criteria Continues
06:06
Interpretations Using Impulse Response
09:43
+ Stationarity and Unit Root Testing
12 lectures 01:30:04
Theory on Stationarity and Unit Root Testing
10:54
Generating Unit Root Test Output in Eviews
07:41
Dickey Fuller test For URT
03:25
Generating Unit Roots Estimation Output
05:27
Generating Unit Roots Estimation Output Continues
06:28
Root Testing for Stock and Index
07:15
Generating and Interpreting Unit Roots
10:30
Generating and Interpreting Unit Roots Continues
08:50
Generating and Interpreting Unit Roots Intercept
08:05
Interpreting Unit Roots Trend
07:19
Example of Interpreting Unit Roots
07:26
More on Interpreting Unit Roots
06:44
+ CoIntegration Testing
10 lectures 01:19:24
Cointegration Testing Techniques
07:11
Implementing Johannes Integration Technique Using Eviews
07:28
More on Johannes Integration Technique
06:41
Johanssen Technique Theory
08:56
Johanssen Technique Theory Continues
06:27
Example of Johanssen Technique Theory
04:35
Generating and Testing Model Relationship
10:45
Outputs for Eigenvalue and Trace Tests
09:54
More on Trace Test and Eigenvalue
06:35
Generating and Testing Cointegrating Relationships
10:52
+ Volatility and ARCH Modeling
33 lectures 04:34:45
Introduction to Volatility and ARCH Modelling
07:17
Volatility and Leverage Effects
07:17
ARCH Modelling Theory
07:37
Generating ARCH Model
10:23
Testing for ARCH Effects Across Time Series
09:55
Testing ARCH Effects in Commodities
08:32
Testing ARCH Effects in Commodities Continues
07:32
Objective and Equation for ARCH Effects
08:00
Testing for other Commodities and Swiss Franc
06:02
More on other Commodities and Swiss Franc
07:50
Theory on Garch Model
12:29
Garch Model Estimation in Eviews
08:32
Generating GARCH Model
07:47
Volatility Spikes
07:32
Interpretations of GARCH Parameters
05:23
Multiaseet Analysis
06:37
GARCH Estimation Output - Swiss France
07:02
Estimation Outputs and Interpretations
10:07
More on Interpretations
09:13
Working on EGARCH Modeling
10:00
Generating EGARCH Estimation Output in Eviews
08:34
HDCAP - EGARCH Parameters
10:17
Forex Generating EGARCH Models
12:31
More on EGARCH Models
08:49
Interpretations - ARCH Effect and EGARCH Model
03:12
Interpretation of EGARCH Estimation Outputs - GBP
10:45
Interpretations of EGARCH Estimation Output of AUD
11:06
Interpretations of EGARCH Estimation Comparative Study
05:47
Swiss Franc and Gas
09:53
Swiss Franc and Gas Continues
06:57
Swiss Franc and EGARCH Model
07:32
Comparison Swiss Franc and Gas
07:56
More on Comparison Swiss Franc
06:19