## 13 Jul Chapter 4 – Adding seasonal dummy variables in Eviews

For quarterly data, seasonal dummy variables are used to see the effect of year starting and year ending. for this Eviews can be used. ...

For quarterly data, seasonal dummy variables are used to see the effect of year starting and year ending. for this Eviews can be used. ...

2SLS regression is used for the case when there is endogeneity in the regression, so in such case we introduce instruments via auxiliary regression so sort the endogeneity problem. ...

Eviews can be used to estimate the Mixed Data Estimation, the advantage of this model is that you can have annual data as dependent and quarterly data as independent, rather than interpolating the quarterly data into annual to estimate....

Panel ARDL model which is also known as Pool Mean Group PMG model can be estimated in eviews for the data set which have mixed non stationary variables....

MM estimator is used as robust regression in Eviews which uses the large residuals and large leverage value as indicator of presence of outliers in the data ....

Eviews provide the unit root test which considers the presence of breakpoints....

Eviews can be used to smooth the data using exponential method which can help to remove any big fluctuations from the data ....

Impulse response function is usually made after any vector model of VECM or VAR which is used to check the impact of the coefficient over time....

In the time series data set, to variable must granger cause each other so that we can believe if there is any relationship between the dependent and independent variables...

ARIMA is a powerful model to forecast any particular variable using its past values only, eviews 9 provide an automatic method to forecast any particular variable...