用EViews学习金融计量学的入门好教材！

Preface
1. Introduction to EViews 6.0
1.1 Workfiles in EViews
1.2 Objects
1.3 Eviews Functions
1.4 Programming in Eviews
2. Regression Model
2.1 Introduction
2.2 Linear Regression Model
2.3 Nonlinear Regression
3. Univariate Time Series: Linear Models
3.1 Introduction
3.2 Stationarity and Autocorrelations
3.3 ARMA processes
4. Stationarity and Unit Roots Tests
4.1 Introduction
4.2 Unit Roots tests
4.3 Stationarity tests
4.4 Example: Purchasing Power Parity
5. Univariate Time Series: Volatility Models
5.1 Introduction
5.2 The ARCH Model
5.3 The GARCH Model
5.4 GARCH model estimation
5.5 GARCH Model Extensions
6. Multivariate Time Series Analysis
6.1 Vector Autoregression Model
6.2 Cointegration