![]() The following chapters describe the EViews features for basic single equation and single series analysis.Ĭhapter 18. Advanced Multivariate Analysis, beginning on page 683 describes tools for testing for cointegration and for performing Factor Analysis. The analysis may involve small numbers of cross-sections, with series for each cross-section variable (pooled data) or large numbers systems of cross-sections, with stacked data (panel data). Panel and Pooled Data on page 563 documents working with and estimat-ing models with time series, cross-sectional data. Multiple Equation Analysis on page 417 describes estimation and forecast-ing with systems of equations (least squares, weighted least squares, SUR, system TSLS, 3SLS, FIML, GMM, multivariate ARCH), vector autoregression and error correc-tion models (VARs and VECs), state space models and model solution. Advanced Univariate Analysis, on page 377 describes advanced tools for univariate time series analysis, including unit root tests in both conventional and panel data settings, variance ratio tests, and the BDS test for independence. Advanced Single Equation Analysis, beginning on page 193 documents two-stage least squares (TSLS) and generalized method of moments (GMM), autoregres-sive conditional heteroskedasticity (ARCH) models, single-equation cointegration equation specifications, discrete and limited dependent variable models, generalized linear models (GLM), quantile regression, and user-specified likelihood estimation. Basic Single Equation Analysis on page 3 discusses the use of the equation object to perform standard regression analysis, ordinary least squares, weighted least squares, nonlinear least squares, basic time series regression, specification testing and forecasting. The material in Users Guide II may be divided into several parts: The second volume of the EViews 7 Users Guide, offers a description of EViews interactive tools for advanced statistical and econometric analysis. The first volume of the EViews 7 Users Guide describes the basics of using EViews and describes a number of tools for basic statistical analysis using series and group objects. All other product names mentioned in this manual may be trademarks or registered trademarks of their respective companies. More information on zlib can be found in the zlib_license.txt file in the EViews directory. Zlib was written by Jean-loup Gailly and Mark Adler. Please refer to this file in the EViews directory for more information on Info-ZIP. Info-ZIP is provided by the persons listed in the infozip_license.txt file. Tramo/Seats is copyright by Agustin Maravall and Victor Gomez. X11.2 and X12-ARIMA Version 0.2.7 are seasonal adjustment programs developed by the U. PostScript is a trademark of Adobe Corporation. ![]() ![]() ![]() Windows, Excel, and Access are registered trademarks of Microsoft Corporation. The user assumes all responsibility for the selec-tion of the program to achieve intended results, and for the installation, use, and results obtained from the program. The authors and Quantitative Micro Software assume no responsibility for any errors that may appear in this manual or the EViews program. Except as permitted under the United States Copyright Act of 1976, no part of this product may be reproduced or distributed in any form or by any means, or stored in a database or retrieval system, without the prior written permission of Quantitative Micro Software. The distribution and sale of this product are intended for the use of the original purchaser only. This software product, including program code and manual, is copyrighted, and all rights are reserved by Quantitative Micro Software, LLC. EViews 7 Users Guide IICopyright 19942009 Quantitative Micro Software, LLCAll Rights ReservedPrinted in the United States of America ![]()
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