Research Methods in Finance
Second Semester
2010-2011
EViews Tutorial
MSc Accounting and Finance
MSc Finance and Investment

Part I 1 - “Introduction to EViews and OLS Regression” – 1 - 46

Data Input

Basic analysis of data

Multivariate Regressions models estimations

Diagnostic check for residuals
 Data used: Regression Analysis.xls
Part II 2 - “Time Series Analysis” - 47 – 73

Stationarity vs. Non-Stationarity

ARIMA Models

Engel Granger 2 Step Test
 Data used: Regression Analysis.wf1 and ECM.xls
Part III 3 - “GARCH Types Models” - 74 - 90

Estimation of symmetric GARCH (1, 1) model and Residuals
Diagnostic check

Estimation of asymmetric EGARCH (1, 1) model and Residuals
Diagnostic check

Demo of Variance Ratio Test programme in EViews