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Econometrics with Eviews: Time Series, and Panel Data
Rating: 4.5 out of 5(232 ratings)
2,826 students

Econometrics with Eviews: Time Series, and Panel Data

Master Econometrics from Basics to Advanced: OLS, ARDL, VAR, GARCH, Cointegration, Causality & Panel Data Analysis
Created byDr. Nasir Munir
Last updated 2/2026
English

What you'll learn

  • Understanding the concepts of data.
  • Explaining the properties of the OLS.
  • Estimating the different econometrics tools used in time series data.
  • Determining the basic economics models and interpreting them.

Course content

16 sections92 lectures14h 19m total length
  • Introduction1:54
  • Course outline and overview5:30

Requirements

  • Basic idea about data handling,

Description

In this course, you will learn:

             How to collect, import, and structure data (World Bank, IMF, WDI, Panel Data)


             Understanding types of data and preparing datasets for analysis


            Testing for stationarity: Unit Root Tests & data transformations


            Building & interpreting OLS regression models in EViews


            Classical Linear Regression Model (CLRM) assumptions explained clearly


            Advanced regression tools: Chow Test, Bai-Perron, Bry-Boschan


           Detecting & solving econometric issues: Heteroscedasticity, Multicollinearity, Autocorrelation


  •    Estimation & applications of ARDL Models, VAR, VECM & Cointegration Tests


      Causality tests: Granger, Johansen, Dumitrescu-Hurlin, Toda-Yamamoto


       Deep dive into Panel Data Analysis: Fixed/Random Effects, GMM, FMOLS, DOLS, PMG


      Modeling volatility with ARCH & GARCH (and extensions)


       Forecasting, impulse responses, and dynamic modeling for policy & research


    Introduction to Machine Learning in Econometrics (LASSO, Random Forests, Big Data handling in EViews)

      Why This Course?

               Comprehensive – Covers both classical and modern econometric methods.
               Hands-on – Every concept demonstrated directly in EViews with real data.
               Research-Oriented – Designed for publishing-level analysis (thesis, research papers, reports).
               Step-by-Step Learning – Starts from the basics and gradually advances to complex models.
               Practical Assignments & Quizzes – Test your knowledge as you progress.

    Who Should Enroll?

                 Undergraduate & Graduate Students in Economics, Finance, and Business

                 PhD Scholars & Researchers preparing econometric models for publications

                Policy Analysts & Data Professionals applying econometrics in real-world decision-making

               Anyone who wants to master EViews for econometric modeling

   By the End of This Course:

               You will be able to confidently analyze time series and panel data, detect econometric issues, apply advanced   models, and present results like a professional researcher.
               This will equip you with the skills to excel in academic research, consulting, and policy analysis.


Who this course is for:

  • Beginner of econometrics.