1. EVIEWS基础 ······························ 3 1.1. 1.2. 1.3. 1.4. 1.5.
EVIEWS简介 ····························· 3 EVIEWS的启动、主界面和退出 ····················· 3 EVIEWS的操作方式 ·························· 6 EVIEWS应用入门 ··························· 6 EVIEWS常用的数据操作 ······················· 15
2. 一元线性回归模型 ··························· 24 2.1. 用普通最小二乘估计法建立一元线性回归模型 ············· 24 2.2. 模型的预测 ···························· 30 2.3. 结构稳定性的CHOW检验 ······················· 34 3. 多元线性回归 ····························· 39 3.1. 用OLS建立多元线性回归模型 ···················· 39 3.2. 函数形式误设的RESET检验 ····················· 45 4. 非线性回归 ······························ 48 4.1. 4.2. 4.3. 4.4. 4.5. 4.6.
用直接代换法对含有幂函数的非线性模型的估计 ············ 用间接代换法对含有对数函数的非线性模型的估计 ··········· 用间接代换法对CD函数的非线性模型的估计 ·············· NLS对可线性化的非线性模型的估计 ················· NLS对不可线性化的非线性模型的估计 ················ 二元选择模型 ···························
48 50 53 55 58 62
5. 异方差 ································ 68 5.1. 异方差的戈得菲尔德——匡特检验 ·················· 68 5.2. 异方差的WHITE检验 ························ 72 5.3. 异方差的处理 ··························· 75 6. 自相关 ································ 79 6.1. 自相关的判别 ··························· 79 6.2. 自相关的修正 ··························· 83 7. 多重共线性 ······························ 87 7.1. 多重共线性的检验 ························· 87 7.2. 多重共线性的处理 ························· 92 8. 虚拟变量 ······························· 94 8.1. 虚拟自变量的应用 ························· 94 8.2. 虚拟变量的交互作用 ························ 99 8.3. 二值因变量：线性概率模型 ····················· 101 9. 滞后变量模型 ···························· 106 9.1. 自回归分布滞后模型的估计 ····················· 106 9.2. 多项式分布滞后模型的参数估计 ··················· 111
10. 联立方程模型 ··························· 116 10.1. 联立方程模型的单方程估计方法 ··················· 116 10.2. 联立方程模型的系统估计方法 ···················· 120
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1. Eviews基础
1.1. Eviews简介
Eviews：Econometric Views（经济计量视图），是美国QMS公司（Quantitative Micro Software Co.，网址为http://www.eviews.com）开发的运行于Windows环境下的经济计量分析软件。Eviews是应用较为广泛的经济计量分析软件——MicroTSP的Windows版本，它引入了全新的面向对象概念，通过操作对象实现各种计量分析功能。
Eviews软件功能很强，能够处理以时间序列为主的多种类型数据，进行包括描述统计、回归分析、传统时间序列分析等基本数据分析以及建立条件异方差、向量自回归等复杂的计量经济模型。
1.2. Eviews的启动、主界面和退出 1.2.1. Eviews的启动
启动Eviews 9程序，进入主窗口。如图1.1所示：
标题栏 菜单栏 命令窗口 工作区 状态栏
图 1.1
.下载可编辑.
Eviews操作教程_完整版
