Lab 1 - Introduction to SPSS and Statistics
Files: data set (txt file) backup
Syntax file with the solution (be aware this file has been updated on 27/09/08)
word document
Lab 2 - Regression Analysis
Lab 3 - Robust Standard Errors in SPSS
Files: dataset (SPSS file)
syntax file with the solution (REMEBER: you have to edit the syntax since the code sabe a file in your hard drive)
Lab 4 -Catching up with Eviews
Lab 5 - Regression Analysis andnonlinear regressions
In this CLab we will use the same datasets that Lab 2.
Lab 6 - IV in Eviews: Application to the Demand of Cigarettes (SW Ch12.4)
Other files: dataset (description)
(excel file) (pdf)
Remember you have the help file for E-views which may be useful.
Lab 7 - Time Series: Autocorrelation and Tests
database in eviews.
What you should know about autocorrelation tests.
Lab 8 - Time Series: Unit roots and Structural Breaks.
Do exercise E.14.3 (Unit root test: ADF). The data set is:
excel file
eviews
If you are well prepared, we will also do exercise 14.4 (structural break test: QLR) and 14.2 (back to AR models).
see: 1 , 2