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Data Analysis through EViews [1]

Paper Code: 
ECO 143
Credits: 
4
Contact Hours: 
60.00
Max. Marks: 
100.00
12.00
Unit I: 
Simple and Multiple Linear Regression Models

Basics of Eviews software.Estimation of simple and multiple regression models.Presentation and interpretation of regression results. Omitted and redundant variables tests. Wald test of Coefficient restrictions. Confidence interval.Hypothesis testing- individual and joint.Testing of overall significance of regression.Various functional forms.

 

12.00
Unit II: 
Problems in Regression Analysis

Heteroskedasticity: Tests of heteroskedasticity, and hypothesis testing. Weighted Least Squares Estimation.

Autocorrelation: Durbin-Watson test, Breusch-Godfrey test.

Multicollinearity: Tests for Multicollinearity, Correlation matrix, Computation of VIf. Tolerance ratio.

 

12.00
Unit III: 
Dummy Variables

Illustration of the use of dummy variables, intercept dummy and slope dummy, Testing of stability of regression model by using dummy variables and Chow test, Estimation of Logit and Probit Models.

 

12.00
Unit IV: 
Time Series Econometrics

Unit Root/Stationarity( A.D.F and P.P. ) tests. Estimation of cointegratingregression(Engle-Granger and Johansen tests)  and the ECM. ARIMA (B-J) forecasting, evaluation of forecasts.Estimation of VAR model, testing Granger Causality in VAR model.VECM and ARDLmodel.Model diagnostic tests.Cointegrating regressions- FMOLS, DOLS and CCR models.

 

12.00
Unit V: 
Panel Data Regression Models

Organising panel data. Estimation of Pooled OLS model, FEM and REM. Choosing between Pooled OLS model, FEM and REM. Model diagnostic tests.      

 

References: 

. Bhaumik, S. K.(2015): Principles of Econometrics-A Modern Approach Using EViews,       Oxford University Press.

2. Gujarati, Damodar (2012): Econometrics by Examples, Palgrave macmillan.

 

 

 

 

Academic Session: 
2025-26 [2]

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Source URL: https://economics.iisuniv.ac.in/courses/subjects/data-analysis-through-eviews

Links:
[1] https://economics.iisuniv.ac.in/courses/subjects/data-analysis-through-eviews
[2] https://economics.iisuniv.ac.in/academic-session/2025-26