Josué, ANDRIANADY (2024): Manuel Complet de la Régression par les Moindres Carrés Ordinaires (OLS) sous EViews.
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Abstract
This manual offers a detailed and accessible approach to Ordinary Least Squares (OLS) regression using EViews software. Aimed at students and practitioners in economics and the social sciences, it covers the fundamental concepts of OLS regression, practical implementation in EViews, as well as advanced techniques for result analysis. Each section includes concrete examples and EViews commands to facilitate understanding and application of statistical methods. Additionally, diagnostic tests and strategies to assess model validity are presented to ensure the robustness of results. This manual serves as a practical guide for those looking to deepen their knowledge and skills in econometrics.
Item Type: | MPRA Paper |
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Original Title: | Manuel Complet de la Régression par les Moindres Carrés Ordinaires (OLS) sous EViews |
English Title: | The Complete Guide to Ordinary Least Squares (OLS) Regression Using EViews |
Language: | French |
Keywords: | OLS, GUIDE |
Subjects: | A - General Economics and Teaching > A1 - General Economics C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General |
Item ID: | 122199 |
Depositing User: | Mr Josué Ravahiny ANDRIANADY |
Date Deposited: | 29 Sep 2024 06:39 |
Last Modified: | 29 Sep 2024 06:39 |
References: | [1] Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist’s Companion. Princeton University Press. [2] Sara, van, de Geer. (2014). Least Squares Estimation. doi: 10.1002/0470013192.BSA199 [3] Gujarati, D. N. and Porter, D. C. (2009). Basic Econometrics. 5th Edition, McGraw Hill Inc., New York. [4] Klein, L. R. (1947). The Use of Econometric Models as a Guide to Economic Policy. Econo metrica, 15(2), 111-151. [5] Koenker, R., & Bassett, G. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. [6] Murray, M. P. (2005). Econometrics: A Modern Introduction. Pearson Addison-Wesley. [7] Phillips, P. C. B. (1988). Reflections on Econometric Methodology. The Economic Record, 64(4), 344-359. [8] Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data. MIT Press |
URI: | https://mpra.ub.uni-muenchen.de/id/eprint/122199 |