EViews Video Demonstrations

Below you will find a list of videos demonstrating some of the newer features in EViews. You may click on each title to learn more about that feature.

EViews 14 features

JDemetra+ Seasonal Adjustment		Facebook™ Prophet		Quantile ARDL Estimation
ARDL Improvements		MIDAS GARCH Estimation		Local Projection Impulse Response
Statistics Canada Connectivity		Series Based Outlier Detection		Trend and Change Point Testing
Explosive Bubble Testing		Improved Lasso Selection Models		Elastic Net Enhancements
Bootstrapped Structural VAR CIs		Improvements to BTVCVAR IRFs		Boosted Hodrick-Prescott Filter

EViews 13 features

ARDL and NARDL Improvements		Bayesian Time-Varying VAR		Daily Seasonal Adjustment
Jupyter Integration		Difference-in-Difference Estimation		World Health Organisation Connectivity
Trading Economics Data Connectivity		National Statisical Bureau Databases		Pane and Tab Alternative User Interface
Programming Language Debugging

EViews 12 features

Auto-Search/GETS		Indicator Saturation		LASSO Selection
Graph Animation and Smart Shading		Cross-Sectionally Dependent Panel Unit Root Tests		Elastic Net, Ridge and LASSO Enhancements
Fractionally Integrated GARCH		Factor Selection Methods		DBNomics database API support

EViews 11 features

Value-based coloring		Integration with Python		Bayesian VARs
Mixed Frequency VARs		Elastic Net and LASSO		Functional Coefficients
Auto Complete		GeoMaps		Fan Charts
BEA Data		NOAA Weather Data		Split Frequency Conversion
Command Explorer

EViews 10 features

Attribute Importing		Workfile Backups		Seasonal Adjustment
SVAR Restrictions		R Integration		Graph Updating
Live Statistics		VAR Restrictions		Saving to Tableau®
World Bank		Model Bounds

EViews 9 & 9.5 features

MIDAS regression		Linking of data		Command capture
Auto-ARIMA Forecasting		Forecast Averaging		PMG Estimation
TAR Estimation		ARDL Estimation		Breakpoint Unit Roots
Object preview

EViews 8 features

Linking of data 1		Linking of data 2		ETS Exponential Smoothing
Census X-13		Switching Regression		Bayesian VAR
Panel Cointegration 1		Panel Cointegration 2		Breakpoint Regression
Robust Least Squares 1		Robust Least Squares 2		Robust Least Squares 3
Heckman Selection Models		Bai Perron Tests 1		Bai Perron Tests 2