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所在平台: Udemy |
课程主页: https://www.udemy.com/course/eviews-i/
课程评论：没有评论
课程名称：《EViews-计量经济学-回归分析》 课程概述： 本课程旨在教会学员使用EViews进行多种计量经济学模型的估计与分析。具体内容包括： - 数据类型：学习经济学中常用的数据类型及其引用来源。 - 数据导入：掌握如何在EViews中导入数据。 - 数据平稳性检查：了解如何检查时间序列数据的平稳性及将其转换为面板数据。 - OLS估计与解释：学习普通最小二乘法（OLS）的估计与解释，并讨论经典线性回归模型（CLRM）的假设。 - 自相关和异方差检测及消除：掌握自相关和异方差的检测方法及其处理。 此外，课程还涵盖以下主题： - 正态性检验（Jorque Bera检验） - Johansen协整检验 - ARDL模型的估计与解释 - 固定效应和随机效应模型 - Hausman检验 - 面板数据单位根检验 - 面板数据的图形表示 - 面板协整检验 - Pooled Mean Group法 - 跨截面第二代平稳性检验 - 面板数据中的内生性与外生性 - 动态OLS (DOLS)和全修正OLS (FMOLS) - Bai-Perron多重断点检验 - Chow检验 - Bry-Boschan检验 本课程的目的在于帮助学员能够有效估计和运行不同的模型，掌握EViews的使用。课程通过循序渐进的讲解结合测验与作业，提升学员的专业技能。针对数据下载的困难，特别讨论了如何获取数据，帮助学员在实践中灵活应用所学知识。 最后，学员将学习创建虚拟变量、面板数据构造及ARCH与GARCH模型相关知识，为今后的职业发展打下坚实基础。
In this course, you will learn:Types of DataWhat are the different sites for data citationsHow to import data in E-viewschecking the stationarity of the dataconverting time series data into panel dataEstimating and Interpreting OLSAssumptions of Classical Linear Regression Model (CLRM)Detection and Removal of AutocorrelationDetection and Removal of HeteroskedasticityNormality using Jorque Bera testJohansen cointegration testEstimation and interpretation of ARDL modelFixed effectRandom EffectHausaman testPanel data unit root testingGraphical representation of Panel dataPanel cointegration testPooled Mean GroupCross-sectional second-generation stationarity testEndogenity and Exogenity in Panel DataDynamic OLS (DOLS) and Fully modified OLS (FMOLS)Bai peron test to check Multiple BreaksChow TestBry-Boschan TestThe purpose for creating this course is that all of you can able to estimate and run the different models for estimation using Eviews. All the lectures are designed in a sequential manner and then connect the quizzes and assignment with the videos, you will have a great benefit in your professional career.There are many types of data in economics, but in this course, I have only mentioned and discussed those data types which are mostly used for estimation and prediction when it comes to economics.When it comes to downloading data, it is an easy yet very difficult task because most of the students don't know from where and how they should download data. Therefore it is also discussed how and from where you can download data.In this course, each and every step is discussed, not only discussed, but I have shown them practically. So it will be beneficial for the learners to apply them in future life.'In the assumption of classical linear regression model, I have discussed them through mathematically as well as using EVeiws.This course will able you to learn about the regression models, and you will learn that how to create dummy variables, and how to make panel data.You will learn also about ARCH and GARCH family in this course.
