Basic Estimation

An introduction into estimation in EViews, focusing on linear regression. This tutorial includes information on specifying and creating new equation objects to perform estimation, as well as post-estimation analysis including working with residuals and hypothesis testing. Estimation options such as robust standard errors and weighted least-squares are also covered.

This tutorial is divided into five sections:

• Part A: Estimation Basics - Specification and Estimation
• Part B: Estimation Output and Multiple Regression
• Part C: Estimation with Data Expressions and Functions
• Part D: Post Estimation Basics - Working with Equations
• Part E: Hypothesis Testing and Heteroskedasticity