A comprehensive and accessible guide to panel data analysis using EViews software This book explores the use of EViews software in creating panel data analysis using appropriate empirical models and real datasets. Guidance is given on developing alternative descriptive statistical summaries for evaluation and providing policy analysis based on pool panel data. Various alternative models based on panel data are explored, including univariate general linear models, fixed effect models and causal models, and guidance on the advantages and disadvantages of each one is given. Panel Data Analysis using EViews : Provides step-by-step guidance on how to apply EViews software to panel data analysis using appropriate empirical models and real datasets. Examines a variety of panel data models along with the author s own empirical findings, demonstrating the advantages and limitations of each model. Presents growth models, time-related effects models, and polynomial models, in addition to the models which are commonly applied for panel data. Includes more than 250 examples divided into three groups of models (stacked, unstacked, and structured panel data), together with notes and comments. Provides guidance on which models not to use in a given scenario, along with advice on viable alternatives. Explores recent new developments in panel data analysis An essential tool for advanced undergraduate or graduate students and applied researchers in finance, econometrics and population studies. Statisticians and data analysts involved with data collected over long time periods will also find this book a useful resource.

Do you want to recognize the most suitable models for analysis of statistical data sets?

This book provides a hands-on practical guide to using the most suitable models for analysis of statistical data sets using EViews - an interactive Windows-based computer software program for sophisticated data analysis, regression, and forecasting - to define and test statistical hypotheses. Rich in examples and with an emphasis on how to develop acceptable statistical models, Time Series Data Analysis Using EViews is a perfect complement to theoretical books presenting statistical or econometric models for time series data. The procedures introduced are easily extendible to cross-section data sets.

The author: Provides step-by-step directions on how to apply EViews software to time series data analysisOffers guidance on how to develop and evaluate alternative empirical models, permitting the most appropriate to be selected without the need for computational formulaeExamines a variety of times series models, including continuous growth, discontinuous growth, seemingly causal, regression, ARCH, and GARCH as well as a general form of nonlinear time series and nonparametric modelsGives over 250 illustrative examples and notes based on the author's own empirical findings, allowing the advantages and limitations of each model to be understoodDescribes the theory behind the models in comprehensive appendicesProvides supplementary information and data sets

An essential tool for advanced undergraduate and graduate students taking finance or econometrics courses. Statistics, life sciences, and social science students, as well as applied researchers, will also find this book an invaluable resource.