![]() Indicator Saturation in EviewsĮViews 12 have added regression tools for testing outliers and structural breaks in a regression specification based on the indicator saturation approach. Following the variable selection process, EViews reports the results of the final regression. Before estimation, you must specify a dependent variable together with a list of always-included variable, and a list of selection variables, from which the selection algorithm will choose the most appropriate. EViews includes three such techniques: Stepwise, and (new to EViews 12) Lasso and Auto-Search/GETS.Įach of these techniques are implemented in EViews as a pre-estimation step before performing a standard least squares regression. EViews is best at automatically determining the variables to be used as regressors in a least squares regression. Selecting variables, among a large set of all variables, that are to be included in models is a very important step in analysis. EViews 12 has come up with many econometric advancements making your analysis more accurate and less time-taking. EViews being the #1 best software for Econometric, leaves no feature behind in enhancing your analysis. ![]()
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