ECON3600
Econometric Modeling and Analysis
Supplementary Tutorial
Pre-requisite:
ECON2170 Applied Econometrics

The basic guides of EViews?

Selected Exercises
CHAPTER 1
CHAPTER 2
CHAPTER 3

CHAPTER 4
Problem 4.10
Problem 4.11
Problem 4.17

CHAPTER 5

CHAPTER 6
Problem 6.22
Problem 6.28
Problem 6.35

CHAPTER 7
Problem 7.23
Problem 7.27
Problem 7.32

CHAPTER 8
Problem 8.15
Problem 8.17

CHAPTER 9
Problem 9.12
Problem 9.14

CHAPTER 10

CHAPTER 11
Problem 11.26
Problem 11.27

CHAPTER 12
Problem 12.15
Problem 12.16


Applications:

DF Unit-Roots Test

Moving Average

Decomposition and trend

Exponential Smoothing

Univariate ARIMA

Seasonal ARIMA

Partial Adjustment

Polynomial DL Model

Granger Causality

Two-Stage Least Squares (2SLS)

LPM, Logit & Probit Model


 
 

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since October 16, 1998



 "Econometrics, the result of a certain outlook on the role of economics, consists of the application of mathematical statistics to economic data to lend empirical support to the models constructed by mathematical economics and to obtain numerical results."
~ Gerhald Tintner, 
Methodology of Mathematical Economics and Econometrics, 
The University of Chicago Press, Chicago, 1968, p.74.

 Textbook:

Forecasting Principles and Applications
by Prof. Stephen A. DeLurgio, 1998 McGraw-Hill
The author's Website: http://forecast.umkc.edu
(The primary locus of internet support for this textbook)

Part 1: Foundations of Forecasting

  1. Planning and Forecasting
  2. Statistical Fundamentals for Forecasting
  3. Simple Linear Regression Model


Part 2:Univariate Methods

  1. Simple Moving Average Methods
  2. Simple Smoothing Methods
  3. Decomposition Methods and Seasonal Indexes
  4. Trend-Seasonal and Holt-Winters Smoothing


Part 3:Univariate ARIMA Methods

  1. ARIMA Models: Introduction

  2. Univariate ARIMA Applications
  3. Seasonal ARIMA models


Part 4:Multivariate / Causal Methods

  1. Multiple Regression of Time Series
  2. Simultaneous Equation Analysis
  3. Two-Stage Least Squares (2SLS) Method
  4. Granger Causality
  5. Vector Autoregressive Model
  6. And More........


This is a simple step-by-step solution demonstration supplementary to the textbook Forecasting Principles and Applications by Stephen A. DeLurgio, 1998 McGraw-Hill. You can follow the steps and then solve the problem in each selected exercise on the left hand side. Since this site is still a trial version. Any error or suggestion, please feel free to let me know and I will correct it as soon as possible, thank you.

All Rights Reserved
This site is maintained by Dr. Bill Wan Sing Hung
Department of Economics, Hong Kong Baptist University

Comments to billhung@hkbu.edu.hk

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*** Last updated October30, 2000 ***

Acknowledgement: This Website can be setup is partly funded by the Teaching Development Grant (TEC/9798/10), Hong Kong Baptist University. Also thanks to the great help from student helpers Wong Siu-Pong, Wong Chi-Wai and Hung Cheung-Tai.