About the EViews Course

This course is designed for economics students who want to learn how to use EViews software for econometric analysis, time series analysis, and forecasting. The course covers a wide range of topics in applied econometrics, including model specification, estimation, hypothesis testing, and forecasting. Additionally, the course emphasizes hands-on experience with EViews, a popular software package used in econometric analysis.

The first part of the course introduces basic econometric concepts, such as regression analysis, hypothesis testing, and model specification. In this section, students will learn how to specify, estimate, and interpret econometric models using EViews. Additionally, this section covers techniques for testing and correcting autocorrelation and heteroscedasticity in time series data.

The second part of the course covers time series analysis, including stationary and non-stationary time series, unit root testing, and ARIMA models. In this section, students will learn how to use EViews to estimate and diagnose different types of time series models, such as autoregressive (AR), moving average (MA), and ARMA models. This section concludes with models to estimate the variance, such as GARCH and ARCH models.

After discussing stationary models, we will proceed to non-stationary models with long-run relationships. When two (or more) variables are non-stationary, we could encounter a spurious regression. However, if the residuals resulting from that regression are stationary, we are in the presence of two cointegrated variables. We will cover cointegration with the Engle and Granger method, estimate long-run and short-run models, and discuss the interpretation of the error correction term.

The final part of the course covers forecasting techniques, including out-of-sample forecasting, forecasting evaluation, and forecasting with multiple models. We will focus on Vector Autoregressive (VAR) models and structural vector autoregressive (SVAR) models. Students will learn how to use EViews to develop forecasting models and evaluate their performance using statistical metrics.

In addition to theoretical concepts and practical applications, this course will provide hands-on experience with real-world data. The examples used in the course will involve monetary policy, fiscal policy, money growth, GDP growth, and forecasting variables, such as the consumer price index.

Students will have the opportunity to work with actual datasets, allowing them to gain experience in data manipulation, cleaning, and analysis. They will also develop their research questions and hypotheses, giving them the chance to apply their knowledge meaningfully.

By the end of the course, students will have the skills necessary to conduct their econometric analysis and forecasting using EViews with real-world data. They will be able to critically evaluate existing literature and apply econometric techniques to answer significant economic questions. Overall, this course will prepare students for careers in economics, finance, and other fields that require advanced data analysis skills.

Final Notes and Big Thanks

The course is offered free of charge and aims to provide students with the necessary skills and knowledge to succeed in their academic and professional careers. However, students also have the option to purchase the material of the course: including complete EViews Workfiles, slides used in the videos, and datasets.

Purchasing these materials is entirely optional, but it provides learners with the opportunity to study at their own pace and support the creation of further content. By investing in these materials, learners can also demonstrate their appreciation for the instructor's efforts and contribute to the continued development of the course.

I am confident that the course content will provide you with valuable insights and practical skills that will help you succeed in your economic assignments, exams, thesis, and projects. I hope you find the course and material engaging and informative and that it assists you in achieving your educational goals. 

Best Regards,

Juan D'Amico - JDEconomics

Tutorials Available in EViews

Is there any tutorial you don't see in the list but would like to see in the future? Feel free to send me your suggestions!