Eviews 11 Student Version Lite
Coleman John
EViews Student Version Lite is free! Students can download EViews Student Version Lite to complete their course work. Professors can now use EViews Student Version Lite to teach econometrics without worrying about cost. Though there are some limitations, EViews Student Version Lite offers you the same powerful analytical methods used in the University Edition. Please refer to the table and descriptions below for more information about EViews University Edition and Student Version Lite limitations.
The University Edition and the Student Version Lite licenses restrict the use to a single computer and a single user. The user must be a faculty member or currently enrolled student. The University Edition and the Student Version Lite are not licensed for use on public access computers. The use of the University Edition and Student Version Lite will require you to register with EViews. Technical support is not provided.
The University Edition will expire 6 months after first license registration and will no longer run. The University Edition requires internet access once every 10 days, otherwise it will not launch.
The Student Version Lite will expire one year after request and will no longer run. The Student Version Lite requires internet access once every 10 days, otherwise it will not launch. You will need a 64-bit operating system.
EViews 8 Student Version may be purchased directly online from IHS. Please note that after purchasing, you must validate your eligibility by sending an email to sa...@eviews.com from your academic email address.
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Here are a few recently published titles which are available in the Library. You can identify additional titles by doing a keyword search in Omni (our academic search tool) for books & ebooks on the statistical software package you are interested in.
Support for learning to use Stata is available from a number of sources, including the software vendor (StataCorp) who offer free video tutorials, as well as the occasional webinar, on their website ( ). Before consulting a tutorial, you should determine which version of Stata you are using.
Eventus (R) is a software package used for conducting event studies using stock return data from CRSP, the TSX-CFMRC, Datastream, Compustat, or other data sources. Brock University has access to Eventus software via our subscription to the Wharton Research Data Service (WRDS). Additionally, Goodman School of Business faculty and graduate students may be able to access Eventus for Windows by contacting the GSB Technology (GSBTech) office.
The main FRB/US model EViews package contains model equations, programs and documentation that enables various types of simulations and provides information about the model's structure using the EViews software. The package contains the following files and subdirectories:
Note: Because the FRB/US database is updated more frequently than the model and other material, the database is stored separately in the FRB/US data package. To run the model with the latest data, please download the FRB/US data package, create a directory in frbus_package named data and copy the files from eviews_database to the new directory. When updates are available only for the dataset, it is not necessary to re-download the FRB/US EViews package.
The following zip file contains the historical dataset (csv format) and FRB/US dataset (csv format and EViews edb format). The FRB/US dataset merges historical values with a mechanical extrapolation whose initial part follows the median path in the FOMC's Summary of Economic Projections (SEP). Beyond the horizon of the SEP, variables for real GDP, PCE inflation, unemployment, and the federal funds rate automatically converge to the median long-run SEP targets. This dataset is provided as a convenience, so that users have data on which to run the FRB/US model, and is for illustrative purposes only. The trajectories in this dataset are not FRB/US model forecasts, nor should they be interpreted as forecasts of the FOMC, the Federal Reserve Board or its staff.
The program frbus_supply.prg estimates a multivariate state-space model that forms the basis of the FRB/US specification of potential output and its components. The zip file below contains the code and the data set used in estimation. The zip file also includes a note (latent_note.pdf) that provides documentation of the state-space model. The model is closely related to one presented in Charles Fleischman and John Roberts, "From Many Series, One Cycle: Improved Estimates of the Business Cycle from a Multivariate Unobserved Components Model," FEDS Working Paper 2011-46.
The software library mce_solve provides code for the solution of linear and non-linear models under model-consistent (MC) or "rational" (RE) expectations in EViews. This code is more reliable and efficient than the RE algorithm built into EViews (Fair-Taylor) at solving FRB/US when any of its expectations are MC. The mce_solve library includes two RE algorithms: E-Newton and E-QNewton. These algorithms iterate to find a model's RE solution with a sequence of updates to either exogenous estimates of the model's future-dated endogenous variables or exogenous components of such estimates. For single simulations of linear RE models, E-Newton is likely to be faster for models of small-to-medium size and E-QNewton is likely to be faster for larger models. For nonlinear models, E-Newton tends to be penalized relative to E-QNewton. The E-Newton algorithm has a substantial advantage over E-QNewton on experiments that involve a large number of RE solutions, as long as the same expectations Jacobian can be used for each E-Newton solution.
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