1st Workshop on Financial Econometrics

Prof. Montassar Zayati, University of Sousse
Software: EViews
Language: French

Target audience: This workshop is intended for students and researchers who want to master the use of EViews software and seek to have the necessary autonomy to perform predictive work or explanatory
forecasting or explanatory analyses based on longitudinal section data.

Pre-requisites: Know how to use a computer under Windows and MS Excel. Have an introduction to to the EViews software. Basic knowledge of econometrics (estimation, tests, violation of classical hypotheses).

Friday – December 17, 2021, 17:00 – 19:00, Room 4

Getting started with the software

  • Navigation in the menu mode and in the command mode
  • Creation and management of work files
  • Basic management and manipulation of data

Treatment of databases and econometric models

  • Selection of models
  • Taking into account the endogeneity of explanatory variables
  • Estimation and interpretation
  • Violation of classical assumptions (collinearity, autocorrelation of errors and heteroscedasticity).
1st Workshop on Financial Econometrics

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