Economic and Financial Modelling with EViews (eBook)
XVII, 284 Seiten
Springer International Publishing (Verlag)
978-3-319-92985-9 (ISBN)
This practical guide in Eviews is aimed at practitioners and students in business, economics, econometrics, and finance. It uses a step-by-step approach to equip readers with a toolkit that enables them to make the most of this widely used econometric analysis software. Statistical and econometrics concepts are explained visually with examples, problems, and solutions.
Developed by economists, the Eviews statistical software package is used most commonly for time-series oriented econometric analysis. It allows users to quickly develop statistical relations from data and then use those relations to forecast future values of the data. The package provides convenient ways to enter or upload data series, create new series from existing ones, display and print series, carry out statistical analyses of relationships among series, and manipulate results and output. This highly hands-on resource includes more than 200 illustrative graphs and tables and tutorials throughout.
Abdulkader Aljandali is Senior Lecturer at Coventry University in London. He is currently leading the Stochastic Finance Module taught as part of the Global Financial Trading MSc. His previously published work includes Exchange Rate Volatility in Emerging Markers, Quantitative Analysis, Multivariate Methods & Forecasting with IBM SPSS Statistics and Multivariate Methods and Forecasting with IBM® SPSS® Statistics. Dr Aljandali is an established member of the British Accounting and Finance Association and the Higher Education Academy.
Motasam Tatahi is a specialist in the areas of Macroeconomics, Financial Economics, and Financial Econometrics at the European Business School, Regent's University London, where he serves as Principal Lecturer and Dissertation Coordinator for the MSc in Global Banking and Finance at The European Business School-London.
Abdulkader Aljandali is Senior Lecturer at Coventry University in London. He is currently leading the Stochastic Finance Module taught as part of the Global Financial Trading MSc. His previously published work includes Exchange Rate Volatility in Emerging Economies, Quantitative Analysis and IBM® SPSS® Statistics, and Multivariate Methods and Forecasting with IBM® SPSS® Statistics. Dr. Aljandali is an established member of the British Accounting and Finance Association and the Higher Education Academy.
Motasam Tatahi, PhD, is a specialist in the areas of Macroeconomics, Financial Economics and Financial Econometrics at the European Business School, Regent's University London, where he serves as Principal Lecturer and Dissertation Coordinator for the MSc in Global Banking and Finance at The European Business School-London. He has covered such modules as econometrics for PhD students, advanced macroeconomics at SOAS, and international trade at UCL-University of London. He is author of Privatisation Performance in Major European Countries since 1980 (Palgrave Macmillan) and articles in several international economics journals.
Abdulkader Aljandali is Senior Lecturer at Coventry University in London. He is currently leading the Stochastic Finance Module taught as part of the Global Financial Trading MSc. His previously published work includes Exchange Rate Volatility in Emerging Economies, Quantitative Analysis and IBM® SPSS® Statistics, and Multivariate Methods and Forecasting with IBM® SPSS® Statistics. Dr. Aljandali is an established member of the British Accounting and Finance Association and the Higher Education Academy. Motasam Tatahi, PhD, is a specialist in the areas of Macroeconomics, Financial Economics and Financial Econometrics at the European Business School, Regent’s University London, where he serves as Principal Lecturer and Dissertation Coordinator for the MSc in Global Banking and Finance at The European Business School-London. He has covered such modules as econometrics for PhD students, advanced macroeconomics at SOAS, and international trade at UCL-University of London. He is author of Privatisation Performance in Major European Countries since 1980 (Palgrave Macmillan) and articles in several international economics journals.
I Introduction 2 Importing Data Into Eviews 2.1 Reading IBM SPSS date variables 2.2 Saving and opening an EViews datafile 3 Regression Models 3.1 Eviews regression3.2 Saving the regression equation 3.3 Editing and saving regression graphics 4 Univariate Time Series: Linear Models 4.1 Stationarity and Autocorrelations4.2 ARIMA modelling in EViews 4.3. Testing for stationarity 4.4 Applying the ARIMA modelling process to the STOCK variable 5 Stationarity and Unit Root Tests 5.1 Unit root tests5.2 Stationarity tests5.3 Examples6 Univariate Time Series: Volatility Models 6.1 The ARCH class of models 6.2 Generating rates of change 6.3 Testing for ARCH effects 6.4 Forecasting from an ARCH model 6.5 Problems with ARCH models in practice7 Other Volatility Models 7.1 GARCH models 7.2 GARCH model estimation7.3 EGARCH model7.4 PARCH Model7.5 TARCH Model 8 Multivariate Time Series Analysis 8.1 VAR model8.2 ADL model8.3 Other Cointegration models
| Erscheint lt. Verlag | 22.10.2018 |
|---|---|
| Reihe/Serie | Statistics and Econometrics for Finance | Statistics and Econometrics for Finance |
| Zusatzinfo | XVII, 284 p. 277 illus., 238 illus. in color. |
| Verlagsort | Cham |
| Sprache | englisch |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik |
| Wirtschaft ► Allgemeines / Lexika | |
| Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung | |
| Schlagworte | autoregressive models • Covariance • dummy variables • inference statistics • one variable analysis • Quantitative Finance • random variables • Regression • risk assessment • Time Series • two-variable analysis correlation • Volatility Models |
| ISBN-10 | 3-319-92985-2 / 3319929852 |
| ISBN-13 | 978-3-319-92985-9 / 9783319929859 |
| Haben Sie eine Frage zum Produkt? |
PDF (Wasserzeichen)Größe: 19,6 MB
DRM: Digitales Wasserzeichen
Dieses eBook enthält ein digitales Wasserzeichen und ist damit für Sie personalisiert. Bei einer missbräuchlichen Weitergabe des eBooks an Dritte ist eine Rückverfolgung an die Quelle möglich.
Dateiformat: PDF (Portable Document Format)
Mit einem festen Seitenlayout eignet sich die PDF besonders für Fachbücher mit Spalten, Tabellen und Abbildungen. Eine PDF kann auf fast allen Geräten angezeigt werden, ist aber für kleine Displays (Smartphone, eReader) nur eingeschränkt geeignet.
Systemvoraussetzungen:
PC/Mac: Mit einem PC oder Mac können Sie dieses eBook lesen. Sie benötigen dafür einen PDF-Viewer - z.B. den Adobe Reader oder Adobe Digital Editions.
eReader: Dieses eBook kann mit (fast) allen eBook-Readern gelesen werden. Mit dem amazon-Kindle ist es aber nicht kompatibel.
Smartphone/Tablet: Egal ob Apple oder Android, dieses eBook können Sie lesen. Sie benötigen dafür einen PDF-Viewer - z.B. die kostenlose Adobe Digital Editions-App.
Buying eBooks from abroad
For tax law reasons we can sell eBooks just within Germany and Switzerland. Regrettably we cannot fulfill eBook-orders from other countries.
aus dem Bereich
