Economic and Financial Modelling with EViews - Abdulkader Aljandali, Motasam Tatahi

Economic and Financial Modelling with EViews

A Guide for Students and Professionals
Buch | Softcover
XVII, 284 Seiten
2018 | 1. Softcover reprint of the original 1st ed. 2018
Springer International Publishing (Verlag)
978-3-030-06562-1 (ISBN)
85,59 inkl. MwSt

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 MarkersQuantitative AnalysisMultivariate 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.

Chapter 1: Introduction to eviews.- Chapter 2: A guideline for running regression.- Chapter 3: Time series analysis.- Chapter 4: Time series modelling.- Chapter 5: Further properties of time series.- Chapter 6: Economic forecasting.- Chapter 7: The box-jenkins methodology: arima forecasting.- Chapter 8: Modelling volatility in finance and economics - arch, garch and egrach models.- Chapter 9: Limited dependent variable models.- Chapter 10: Vector autorgressive models.- Chapter 11: Panel data analysis.- Chapter 12: Captial asset pricing model (capm).- Chapter 13: Event studies.

Erscheinungsdatum
Reihe/Serie Statistics and Econometrics for Finance
Zusatzinfo XVII, 284 p. 277 illus., 238 illus. in color.
Verlagsort Cham
Sprache englisch
Maße 155 x 235 mm
Gewicht 468 g
Themenwelt Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
Wirtschaft Allgemeines / Lexika
Wirtschaft Betriebswirtschaft / Management Finanzierung
Wirtschaft Volkswirtschaftslehre Ökonometrie
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 3-030-06562-6 / 3030065626
ISBN-13 978-3-030-06562-1 / 9783030065621
Zustand Neuware
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