EVIEWS Applications of various econometric models

0. Basic data handling: Conversing different based year indexes into a consistent based year series-- Example on HK's_CPI

1. Univariate time series test for stationary:  Dick-Fuller Unit-Roots Test

2. Generating Moving Average and Exponential Smoothing Series MV & ES Series

3. Decomposition methods and seasonal indexes: Multiplicative and addittive Deseasonalized series
                                                   another examples: (i) hkmp.xls; (ii) hkgdp (1990:1-2002:4)

4. Exponential Smoothing Model: Double exponential smoothing and Holt-Winters Smoothing

5. Univariate ARIMA Model: Application: ARIMA model of exchange rate: Yen
                                                   Another example: HK GDP

6. Building Seasonal ARIMA Model: Seasonal ARIMA Application
                               Another example: HKGDP(1973:1 - 1999:4)

7. Autoregressive and Distributed-Lag Models: Adaptive Expectations Model
                                                                                Partial Adjustment Model
                                                                                Polynomial Distributed Lag Model

8. Granger Causality Test: Causality of Short, Intermiddiate, Long Run interest Rates

9. Two-Stage Least Squares (2SLS): Two-Step procedures of reduced-form and simultaneous equation estimations

10. Linear Probability, Logit and Probit Models: Application and Procedures of LPM, Logit, and Probit model