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
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
-
Planning and Forecasting
-
Statistical Fundamentals for
Forecasting
-
Simple Linear Regression Model
Part
2:Univariate Methods
-
Simple Moving Average Methods
-
Simple Smoothing Methods
-
Decomposition Methods and Seasonal
Indexes
-
Trend-Seasonal and Holt-Winters
Smoothing
Part
3:Univariate ARIMA Methods
-
ARIMA Models: Introduction
Univariate ARIMA Applications
-
Seasonal ARIMA models
Part
4:Multivariate / Causal Methods
-
Multiple Regression of Time
Series
-
Simultaneous Equation Analysis
-
Two-Stage Least Squares (2SLS) Method
-
Granger Causality
-
Vector Autoregressive Model
-
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
Back
to ECON3600 Main Page

Back to HKBU Economics Department
Back
to HKBU homepage
*** 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. |