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Our Favorite Blogs

1) Econometrics Beat: Dave Giles' Blog

What is a Permutation Test? - Permutation tests, which I'll be discussing in this post, aren't that widely used by econometricians. However, they shouldn't be overlooked. Let's begin w...
6 years ago
2) No Hesitations by Francis X. Diebold

The Stat / Econ / Computer Science Interface: AI for the Coming Decades - Michael Jordan here this week. What a beautiful mind. A WONDERFUL lecture today: "A Collectivist, Economic Perspective on AI". Easy reading yet VERY imp...
2 months ago
3) Hyndsight by Rob J. Hyndman

Monash Rmarkdown templates on github - My Rmarkdown templates for staff and students in my department are now available as github repositories. MonashThesis: For PhD theses. MonashBeamer: For be...
8 years ago
4) SFC-Models

Third international workshop on Empirical Stock-Flow Consistent models - The third workshop will take place in Cassino University (Italy), January 14-16, 2026. Check details at https://events.sfc-models.net/Cassino2026
2 months ago
5) Energy Forecasting by Dr. Tao Hong

Lara Kretschmer: Captain - Today (April 14, 2025), Lara Kretschmer defended her master thesis *Value-added Analysis of Electricity Price Forecasts via Battery-based Energy Arbitrage...
7 months ago

Getting Started and Resources

EViews on YouTube
EViews Illustrated by Prof. Richard Startz
HOSSAIN Academy’s EViews YouTube Modules
Prof. Paul Turner's EViews Tutorial on YouTube
Federal Reserve Board's FRB/US model packages

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add-in Add-ins Anaconda ARDL ARIMA ASSA Backtest band-pass filters BFAVAR Bloem Box–Jenkins charts Chow-Lin Denton ETS EViews 13 Excel exponential smoothing exporting data Fan charts FAVAR Features FIML FORCOMB frequency Filter GARCH graphs Group Preview HEGY Hodrick-Prescott HP Filter Hyndman importing data Impulse Response Function l1filter linking data Local Projections Localirfs macros Microsoft MIDAS Model Interface NARDL object embedding object linking Object Preview OLE OLEDB pandas programs pyeviews Python Roll Rolling regression SMAPE SRVAR Stepwise super cycle TSCVAL TVSVAR unit root test VAR Vector Autoregression

Blog Archive

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