Part III. Basic Single Equation Analysis

The following chapters describe the EViews features for basic single equation analysis.

•Chapter 15, “Basic Regression”, beginning on page 443 outlines the basics of ordinary least squares estimation in EViews.

•Chapter 16, “Additional Regression Methods”, on page 461 discusses weighted least squares, two-stage least squares and nonlinear least square estimation techniques.

•Chapter 17, “Time Series Regression”, on page 493 describes single equation regression techniques for the analysis of time series data: testing for serial correlation, estimation of ARMAX and ARIMAX models, using polynomial distributed lags, and unit root tests for nonstationary time series.

•Chapter 18, “Forecasting from an Equation”, beginning on page 543 outlines the fundamentals of using EViews to forecast from estimated equations.

•Chapter 19, “Specification and Diagnostic Tests”, beginning on page 569 describes specification testing in EViews.

The chapters describing advanced single equation techniques for autoregressive conditional heteroskedasticity, and discrete and limited dependent variable models are listed in Part IV “Advanced Single Equation Analysis”.

Multiple equation estimation is described in the chapters listed in Part V “Multiple Equation Analysis”.

Chapter 29, “Panel Estimation”, beginning on page 901 describes estimation in panel structured workfiles.