Firms' investment under financial constraints: a euro area investigation

The aim of this textbook is to provide a step-by-step guide to financial econometrics using EViews 6.0 statistical package. It contains brief overviews of econometric concepts, models and data analysis techniques followed by empirical examples of how they can be implemented in EViews. You can download the book for free via the link below. Preface 1. Introduction to EViews 6.0 1.1 Workfiles in EViews 1.2 Objects 1.3 Eviews Functions 1.4 Programming in Eviews 2. Regression Model 2.1 Introduction 2.2 Linear Regression Model 2.3 Nonlinear Regression 3. Univariate Time Series: Linear Models 3.1 Introduction 3.2 Stationarity and Autocorrelations 3.3 ARMA processes 4. Stationarity and Unit Roots Tests 4.1 Introduction 4.2 Unit Roots tests 4.3 Stationarity tests 4.4 Example: Purchasing Power Parity 5. Univariate Time Series: Volatility Models 5.1 Introduction 5.2 The ARCH Model 5.3 The GARCH Model 5.4 GARCH model estimation 5.5 GARCH Model Extensions 6. Multivariate Time Series Analysis 6.1 Vector Autoregression Model 6.2 Cointegration Sisältö Introduction to EViews 6.0 Workfiles in EViews Objects Eviews Functions Programming in Eviews Regression Model Introduction Linear Regression Model Nonlinear Regression Univariate Time Series: Linear Models Introduction Stationarity and Autocorrelations ARMA processes Stationarity and Unit Roots Tests Introduction Unit Roots tests Stationarity tests Example: Purchasing Power Parity Univariate Time Series: Volatility Models Introduction The ARCH Model The GARCH Model GARCH model estimation GARCH Model Extensions Multivariate Time Series Analysis Vector Autoregression Model Cointegration Obsah Introduction to EViews 6.0 Workfiles in EViews Objects Eviews Functions Programming in Eviews Regression Model Introduction Linear Regression Model Nonlinear Regression Univariate Time Series: Linear Models Introduction Stationarity and Autocorrelations ARMA processes Stationarity and Unit Roots Tests Introduction Unit Roots tests Stationarity tests Example: Purchasing Power Parity Univariate Time Series: Volatility Models Introduction The ARCH Model The GARCH Model GARCH model estimation GARCH Model Extensions Multivariate Time Series Analysis Vector Autoregression Model Cointegration