For those without advanced stats/econometric training

For requesting general information about EViews, sharing your own tips and tricks, and information on EViews training or guides.

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rmiller
Posts: 1
Joined: Tue Oct 21, 2008 10:03 am

For those without advanced stats/econometric training

Postby rmiller » Tue Oct 21, 2008 10:19 am

Can this forum recommended some primers on do's and don'ts of time series forecasting?

I am trying to forecast the demand for commercial real estate in terms of space absorbed (demand), construction (supply) and rents (pricing), using macroeconomic forecasted data from Moody's Economy.com. My fear is that I am likely violating many "rules" due to my lack of formal training in econometrics. I have purchased but not yet received the "EViews Illustrated" book. I hope that helps.

Thank you all in advance for any resources you can point me to.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Re: For those without advanced stats/econometric training

Postby EViews Gareth » Tue Oct 21, 2008 10:55 am

We (as in the QMS staff) can't really give you any help on the econometrics side of things, although, perhaps, some of our users can.

The EViews Illustrated book possibly won't be much help either - it is really an introduction to using EViews aside from the econometrics part of EViews.

Elsewhere on our website we do have a list of textbooks that you might find useful, with the first one on the list probably being the most useful.
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fmramos
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Location: Sao Paulo / Brazil
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Re: For those without advanced stats/econometric training

Postby fmramos » Wed Apr 01, 2009 5:28 am

For beginners, I'd recommend Hill, Griffiths and Judge, Undergraduate Econometrics. Another option is Gujarati. Anyway, I'd prefer the first one. It's quite simple and small textbook with lots of exemples using EViews. After, if u want and advanced one, I'd recommend Heij, De Boer, Franses, Kloek, and Van Dijk: Econometric Methods with Applications in Business and Economics. There are lots and lots of books and I could say half of then use EViews as primary econometric package.

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startz
Non-normality and collinearity are NOT problems!
Posts: 3497
Joined: Wed Sep 17, 2008 2:25 pm

Re: For those without advanced stats/econometric training

Postby startz » Wed Apr 01, 2009 5:47 am

I recommend Elements of Forecasting, by Francis X. Diebold.

javiersan
Posts: 178
Joined: Mon Jan 19, 2009 8:18 am

Re: For those without advanced stats/econometric training

Postby javiersan » Tue Aug 25, 2009 5:22 am

I would really recommend Ben Vogelvang's great book "Econometrics: Theory and Applications with E-Views" which is an intermediate text and is great in linking the theory with EViews. Note that it uses matrix algebra (for those who find it difficult).

http://www.pearsoned.co.uk/highereducation/resources/vogelvangeconometrics/


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