Econometrics with Eviews: Time Series, and Panel Data

Master Econometrics from Basics to Advanced: OLS, ARDL, VAR, GARCH, Cointegration, Causality & Panel Data Analysis

In this course, you will learn:

How to collect, import, and structure data (World Bank, IMF, WDI, Panel Data)

Understanding types of data and preparing datasets for analysis

Testing for stationarity: Unit Root Tests & data transformations

Building & interpreting OLS regression models in EViews

Classical Linear Regression Model (CLRM) assumptions explained clearly

Advanced regression tools: Chow Test, Bai-Perron, Bry-Boschan

Detecting & solving econometric issues: Heteroscedasticity, Multicollinearity, Autocorrelation

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  Estimation & applications of ARDL Models, VAR, VECM & Cointegration Tests

  
  

  Causality tests: Granger, Johansen, Dumitrescu-Hurlin, Toda-Yamamoto

  
  

  Deep dive into Panel Data Analysis: Fixed/Random Effects, GMM, FMOLS, DOLS, PMG

  
  

  Modeling volatility with ARCH & GARCH (and extensions)

  
  

  Forecasting, impulse responses, and dynamic modeling for policy & research

  
  

  Introduction to Machine Learning in Econometrics (LASSO, Random Forests, Big Data handling in EViews)

Why This Course?

Comprehensive – Covers both classical and modern econometric methods.
Hands-on – Every concept demonstrated directly in EViews with real data.
Research-Oriented – Designed for publishing-level analysis (thesis, research papers, reports).
Step-by-Step Learning – Starts from the basics and gradually advances to complex models.
Practical Assignments & Quizzes – Test your knowledge as you progress.

Who Should Enroll?

Undergraduate & Graduate Students in Economics, Finance, and Business

PhD Scholars & Researchers preparing econometric models for publications

Policy Analysts & Data Professionals applying econometrics in real-world decision-making

Anyone who wants to master EViews for econometric modeling

By the End of This Course:

You will be able to confidently analyze time series and panel data, detect econometric issues, apply advanced models, and present results like a professional researcher.
This will equip you with the skills to excel in academic research, consulting, and policy analysis.