Course Announcements
Course Outline
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Grading Policies
Office Hours, etc.

Case #1 [Monroe County Temporary Assistance, 1/27/2009]
Case #2 [PGA Tour Performance, 2/10/2009]
Case #3 [Lydia Pinkham Sales & Advertising, 3/10/2009 -- Note revised due date!]
Case #4 [Market volatility, 3/17/2009]

Midterm Exam [2/12/2009] -- data available 2/5/2009
Final Exam [3/19/2009, G119, 9 AM] -- data available 3/10/2009

Course Grades

Introduction to the Course Eviews Tutorial [PDF handout]

Review of Multiple Regression

Functional form [Using Logs & dummy variables, Ritalin data]

Regression Prediction [Ritalin data]

  Heteroskedasticity [Nonconstant error variance, sales data]

Qualitative Dependent Variables [Epidural data] Autocorrelation and Time Series Analysis [Stock prices & inflation] Trend & Seasonality ARMA Models Boston Marathon Data JFE Submission Data GARCH Models [Xerox stock returns, again]
Eviews Workfiles

wine price data

Monroe County Temporary Assistance data

Ritalin data

stock return data

interest rate hedging data

logs examples

Xerox quality data

car data

sales data

lawsuit data

mortgage loan data

hospital expense data

airline price data

Xerox stock price data

CPI inflation data

Qualitative dependent variable examples

gold prices

JFE submission data

sales & advertising data

Boston marathon data

epidural anesthetic data

store cost data

golf ball data

University faculty salary data

University faculty salary data

Daily Foreign Exchange Rates

Monthly Foreign Exchange Rates [Averages of daily data within each month]

Paychex data [XLS]

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© Copyright 2001-2009, G. William Schwert

Last Updated on 3/19/2009