Finance and international trade

The "Statistical Software 02" course, designed for Master's students in Finance and International Trade, provides a detailed and practical explanation of using EViews software for econometric and economic analysis. The course begins by introducing the program as a powerful tool specialized in analyzing time series and cross-sectional data, thanks to its object-oriented system and graphical interface. It then moves on to explain simple and multiple linear regression models, reviewing how to estimate parameters using Ordinary Least Squares (OLS) and interpret key statistical outputs such as regression coefficients, the coefficient of determination ($R^2$), and individual (t-test) and overall (F-test) significance tests. The content places significant emphasis on the conditions and assumptions necessary for the validity of econometric models, as well as how to detect and remedy problems that arise when these are violated, such as multicollinearity (which inflates estimation variance and is addressed via Ridge or Lasso regression), heteroskedasticity (detected by the Breusch-Pagan test and treated using robust standard errors), and autocorrelation of errors. The file goes beyond static models to include time series analysis, covering randomness tests, seasonality adjustment methods, and stationarity tests (unit root) using the Augmented Dickey-Fuller (ADF) test to ensure relationships are not spurious. Finally, it concludes with an explanation of the Box-Jenkins methodology for building forecasting models (ARIMA) through the stages of identification, estimation, and diagnostic checking, making this file a comprehensive guide for quantitative research in finance.