Research Methods in Finance（Second Semester 2010-2011）- EViews Tutorial

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Research Methods in Finance
Second Semester
2010-2011
EViews Tutorial
MSc Accounting and Finance
MSc Finance and Investment

Part I 1 - “Introduction to EViews and OLS Regression” – 1 - 46

Data Input

Basic analysis of data

Multivariate Regressions models estimations

Diagnostic check for residuals
 Data used: Regression Analysis.xls
Part II 2 - “Time Series Analysis” - 47 – 73

Stationarity vs. Non-Stationarity

ARIMA Models

Engel Granger 2 Step Test
 Data used: Regression Analysis.wf1 and ECM.xls
Part III 3 - “GARCH Types Models” - 74 - 90

Estimation of symmetric GARCH (1, 1) model and Residuals
Diagnostic check

Estimation of asymmetric EGARCH (1, 1) model and Residuals
Diagnostic check

Demo of Variance Ratio Test programme in EViews
Research Methods in Finance.pdf (7.8 MB, 需要: 5 个论坛币)

2011-12-13 21:40:54 上传

Research Methods in Finance2011-EViews Tutorial
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关键词：2010-2011 Research Tutorial Methods Finance Series

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