ES1002 Econometrics of Time Series

An introduction to time series analysis using Eviews.
Module 1 Course Overview
An introduction to the course.
Unit 1 ES1002 Notes 1
Unit 2 ES1002 Video 1
Unit 3 ES1002 Eviews 1 importing data
Module 2 Autoregression and Unit Root
ARDL models and unit root tests
Unit 1 ES1002 Notes 2
Unit 2 ES1002 Video 2
Unit 3 ES1002 Eviews 2 create lags
Unit 4 ES1002 Eviews 3 AR model
Module 3 Granger Causality
Correlation, regression and causality. Granger causality tests.
Unit 1 ES1002 Notes 3
Unit 2 ES1002 Video 3
Module 4 VAR models
Introduction to vector autoregressive models.
Unit 1 ES1002 Notes 4
Unit 2 ES1002 Video 4
Unit 3 ES1002 Eviews 4 estimate VAR
Unit 4 ES1002 Eviews 5 granger causality
Unit 5 ES1002 Eviews 6 IRF
Unit 6 ES1002 Eviews 7 variance decomposition
Module 5 Cointegration and VECM
an introduction to cointegration and vector error correction models.
Unit 1 ES1002 Notes 5
Unit 2 ES1002 Video 5
Unit 3 ES1002 Eviews 9 cointegration
Unit 4 ES1002 Eviews 10 VECM

Leave a Reply

Your email address will not be published. Required fields are marked *