Commercial EViews 11 Standard from EViews Standard, Upgrade for W | EViews

Eviews 11

eviews 11

Request a EViews 12 Student Version for Windows and Mac - Catalina and newer Serial Number. EViews is a modern econometric, statistics, and forecasting package. The following is an overview of the most important new features in Version EViews Interface · Interactive command explorer to view all the applicable. EViews 11 offers academic researchers, corporations, government agencies, and students access to powerful statistical, forecasting, and modeling tools.

Eviews 11 - consider, that

Commercial EViews 12 Single-User Pricing1

All Single-User Licenses of EViews 12 come with complete documentation provided in PDF format, including EViews Illustrated by Richard Startz. Once EViews 12 has been purchased you will be sent an email with your serial number and a link to download the EViews 12 installer.

You may include one of our training options as part of your purchase. All training packages (including webinars) will receive a 20% discount when purchased with a new license of EViews.

Note that Single-User versions of EViews 12 may be purchased online via clicking on the links below, or visiting the EViews webstore. All other EViews products must be purchased by contacting our office.

Commercial - New LicenseStandard
EV12
Enterprise
EV12

Single-User License

$1, $2,
Commercial - Upgrade License

Upgrade from EViews 12 Standard

NA$

* Upgrade from EViews 1 – 11 Standard Edition

$ $1,

* Upgrade from EViews 1 – 11 Enterprise Edition

NA$


Single-User License

 

$

Upgrade from EViews 1 – EViews 11 Standard Edition or Enterprise Edition

 

$

To qualify for Single-User Academic License pricing, the licensee must be affiliated with an accredited and degree-granting institution. Faculty and students of academic institutions must provide current proof of academic affiliation.



EViews Standard and Enterprise Comparison

Reading/Importing Workfile LimitsStandardEnterprise
Observations/Series million million
Observation TotalsUnlimited¹Unlimited¹
Object TotalsUnlimited¹Unlimited¹
Workfile Page LimitUnlimited¹Unlimited¹
Saving/Exporting Workfile LimitsStandardEnterprise
Observations/Series million million
Observation TotalsUnlimited¹Unlimited¹
Objects TotalsUnlimited¹Unlimited¹
FeaturesStandardEnterprise
Database Support (Read/Write)YesYes
Third party data vendor*BasicPremium
Enterprise Database Extensions (EDX)NoYes
Enterprise Database Object Library (EDO)NoYes
ODBC Compliant DatabasesNoYes
EViews ProgramsYesYes
COMYesYes
Excel Add-inYesYes
EViews Add-insYesYes
User Defined ObjectsYesYes
Windows (MS)YesYes
OSX (Mac)NoNo
Length of UsePerpetualPerpetual
Model Equation LimitsUnlimited¹Unlimited¹
Requires internet connectionNoNo
Seasonal adjustmentYesYes
Copy & Pastetable, data, image, OLEtable, data, image, OLE

* EViews Enterprise allows for direct importing with premium data vendors. Some vendors require a paid subscription which is the end user’s responsibility.

Unlimited¹ ability to read/write Observation Totals and Object Totals is limited by your computer’s available memory.



1) Prices as of November 1st . Prices are subject to change without notice. Commercial pricing also applies to government agencies. Proof of current academic affiliation is required to qualify for academic pricing.

2) Multiple licenses/volume license pricing is available for new EViews purchases. Contact our office for details.

3) Note, students and faculty at academic institutions who have a current EViews site license are entitled to purchase their own Standalone License of the full versions of EViews at a greatly discounted price. For more details, and to find out if your institution has a current site license, contact sales@alloverlimo.us

4) The Enterprise Edition has all the features of the Standard Edition plus support for ODBC and support for proprietary data formats of commercial data and database vendors. Specifically support for ODBC (including Oracle, SQL Server and DB2), Datastream, EcoWin, FactSet, FAME  (local and server), IHS Global Insight, Bloomberg, CEIC, Haver Analytics, and Moody’s alloverlimo.us databases, as well as EDX and EDO support is only provided in EViews Enterprise Edition. Click for more details on EViews Enterprise Edition.

Источник: [alloverlimo.us]

EViews

Upgrade for a Single-User Standard License from EViews  Take advantage of the new data handling tools, graphic displays, and econometric methods.

Highlights

  • Intuitive, Easy-to-Use Interface
  • Powerful Analytic Tools
  • Sophisticated Data Management
  • Presentation Quality Output
  • Traditional Command Line and Programming Interface 

Reasons to Buy

  • Quickly analyze time series, cross-section, and longitudinal data
  • Perform statistical/econometric analysis
  • Generate forecasts and model simulations
  • Produce presentation-quality graphs and tables

Please Note: You will be emailed instructions to download and install EViews once your order is processed within one business day.

Taxis in included on all web store orders in the United States and Canada, without exception. If you are tax exempt in the United States or Canada, please email sales@alloverlimo.us Do not order from the web store.

Find out more details about EViews 11

Источник: [alloverlimo.us]

EViews 11 Patch Installer

>>Download patch for bit version ( M ).
MD5 Checksum: 8ddf67aebebbdcc7d32a98d

>>Download patch for bit version ( M ).
MD5 Checksum: b07e8ab1dceb71aea8

Prior Updates

March,

Fix for panel cointegration testing bug in undated panel workfiles.

Februry,

Disabled value copy/paste in Student Lite for Windows. Fix for incorrect equation forecast output command. Fix for possible crash with Dropbox. Fixed label on US Census preferences dialog. Updated BEA database dataset handling. Fix for FRED crash on Mac builds.

January,

Fixed license issues with databases. Fix for incorrect file filter bug on cloud drives. Fix for deprecated google api call used to get user information. Fix for incorrect filename bug in OLE objects. Fixed invalid series crash in ‘stats by classification’. Updated alloverlimo.us binaries. Fix for expired alloverlimo.us causing failure to access cloud drives.

December,

Updated import dialog titles. Fix for FRED crash on Mac builds. Fix for command explorer not reappearing on 'reset layout' on Macs. Fix for possible redundant commands in command explorer. Fix for crash for SDMX ECB Edx causing failure to browse dataset results. Fix for incorrect legend entries in a combined panel line graph with a applied sample. Fix SDMX Edx database bug when getting update for multiple series was failing. Added '+-applychild' option to spool save proc. Fix for mangled equations in models containing complex lag expressions. Fix for dialog crash with the graph legend page. Corrected @subst proc to use respective object's estimated coefficients. Fix bug in command capture for quantile-quantile graphs. Fix for ignored dependent variable arguments in the System::autospec procedure. Fix for graph templates selection being off. Fix for graph grid setting in the dialog sometimes changing. Changed import default to discard additional observations for irregular frequency destinations. Replaced group 'append' with 'add' in command explorer. Fixed instance where graph text was being displayed twice.

November,

Fix for incorrect Eurostat SDMX Edx database error when updating a linked series. Fix for table crash when cutting from a table that has edit mode off. Fix for possible redundant ‘edit mode’ messages in tables. Fixed issue with intermittent doubling of graph text objects. Fix for incorrect IMF SDMX Edx database filters.

October,

Fixed issue with stacked graphs where if the middle series contained NAs, the graph would appear incorrect. For BEA Edx database check the validity of the API key on the Preferences dialog. Fix incorrect variance decomposition calculation in Bayesian VARs. Fixed X to allow forecasting with user-defined variables. Fixed labeling issue for random effects testing. Fixed default labeling issue for axes in factor loading graphs. Updated @dateval to support YYYY:WW format. Fixed parsing of VAR impulse horizon specification to allow for 1 period responses (impulse only). Fixed issues with IMF SDMX EDX database.

September,

Fix for mixed-frequency BVAR adjusted R-squared. Fix for xlsx files that have sheet names containing an apostrophe. Fix for property button crash in single observation series spreadsheet. Improved pinned flyovers appearance. Fix for incorrect graph.@axispos error on linked graph. Fix for crash when displaying flyovers in graphs that use custom axis labels. Fix for incorrect flyover labels in scatter plots. Fix reporting of simulated forecast standard error for dynamic equations specified by expression. Fix for a bug in mixed frequency VAR forecasts. Fix for crash when attempting to show flyover of frozen fan chart. Fixed text position in status bar for high resolution monitors. Fix double entry of options in equations involving random number generation. Fix for HEGY test causing crash do to an un-sized label vector in the output table. Improved efficiency of @inlist on alpha series. Improve @coeflabels reporting for some equations. Improved automatic starting values for certain data configurations in ordered discrete choice models. Fix for copying database objects surrounded by quotes not working. Fixed bug in SVAR command capture.

August,

Fix for WorldBank Edx issues caused by API update.

July,

Fix for incorrectly disabled nonlinear options in equation LS estimation. Fixed issue with graph sizer not working. Fix for erroneous error message when stacking a single observation workfile. Fix for OPTSET bug that may change the number of threads to exceed the allowed maximum. Fix to allow summary statistic functions in some autoseries. Fix for possible font crash when starting Mac versions. Minor improvements to Switching VAR dialog. Made the graph sample sizer aware of 'if' conditions in panels. Fix for Markov switching VAR dialog not responding to user settings. Fix for incorrect graphs when using Home/End button in zoom mode. Fixed issued for graph rendering when in zoom mode. Fix for enet not reading # folds w/ user-supplied lambdas. Fix for ignored categorical graph factor options. Fix for incorrect observation labelling in undated graphs. Added system 'beep' option to @uiprompt function. Fixed a bug causing some commands to fail after a subroutine local sample is used. Fix for incorrect title/text behavior in some graphs when changing text. Fixed issues with include statements using relative paths in a program.

June,

Fix for ignored quotes in fetch string when a database is specified. Fix for ignored conversion methods when fetching from some databases. Fixed EDX database registry entry bug. Added moving median function @mmedian. Added @lambdamin data member for equations estimated using enet. Fix for possible extraneous member in group members view. Fix to ‘open’ command to load programs when an extension is not specified. Fix for crash when viewing the Gradient Table of an empty equation. Fix for incorrect syntax highlighting with program containing vertical tabs. Added support alpha, scalar, matrix, vecAlpha, and vector when saving rdata. Fixed issue upper casing issue when saving via the file dialog Added to NOAA Edx database security protocol setting. Fixed issue for incorrect error when fetching some series from with NOAA database. Fix for parsing problems for @during in intraday workfiles and related problems in switching estimation. Fix for 'close' command not working if a comment is included immediately after. Updated wfsave to honor nonames argument when combined with attr (include attributes) option. Added basic R Date support. Changed default case of rdata file extension to be .RData. Updated error message text. Updated registration client to use HTTPS.

May,

Fix for a minor calculation bug in mixed VAR summary statistics. Fix for geomap instability on some machines. Added basic R Date support. Fix for possible crash with R client. Fix for incorrect BEA Edx database error message. Fix for @rowranks crash. Fix for forecast averaging wgt parsing bug. Fix for WFOPEN crash on large workfiles. Updated SV Lite error messages and references to Student Version. Fixed for possible incorrect position with graph addarrow axispt() proc. Fix for custom color map command capture. Fix for crash when adding arrows and ellipses in multi graphs. Fix for crash when freezing historical decomposition graph from command line. Fixed bugs in model equation dialogs that could cause equations to lose their identity attribute.

April,

Fix for a bug when performing undated match merge in copy operation.

March,

Fix for a bug that caused Panel ARDL equations specified by dialog to fail if lowercase specification is used. Added 'movetitle' and 'setlabel' procs to geomap. Added 'position' option to the legend proc in geomaps. Fix for custom colormap command capture. Added 'None' label type to geomaps. Fixed incorrect text postions in geomaps. Fixed alloverlimo.usop crash if the window was not open. Changed geomap default title behavior. Fixed issue with interpreting of date format strings containing weekday name specifiers. Fix for incorrect shapefile fill colors when shapes are linked to numeric series. Fixed possible painting issues when painting to an internal bitmap. Fixed a bug that inadvertently allowed the historical decomp view on mixed frequency VARs. Changed university edition license registration behavior. Fix for possible X13 crash. Fixed error when local workfiles access cloud databases. Made copy consistent with import when destination page has same freq. Fix for missing cloud files which had upper cased extensions. Fixed quote bug in Oracle ODBC statements. Fix for incomplete CEIC error messages. Fix for ignored cells when reading xlsx files. Fixed issue with misaligned dates when using x Updated copy operation to allow expansion of panel data to be either repeat sum or repeat average. Fixed bug in fetching undated series from edx databases. MoveReg fixes. Fix for multigraph size issue with graphs containing rotated text objects. Updated messages from SDMX databases. Fixed EdxBEA database issue where error is reported with unsorted series data. Fix for possible excel crash when reading a malformed xlsx file.

February,

Removed license warning dialog for univ edition. Fixed bug when getting an R object named C or RESID caused a crash. Updated XPACKAGE to be more likely to succeed with lib paths and repos urls. Fix for output series save for filtered states in statespace estimation. Change to reported sample in VAR exclusion tests. Improved dimension calculations for rotated graph text objects. Improved determinism of BVAR forecasts under threading. Fix for missing forecast in the movereg seasonally adjusted forecast series. Fix for extraneous "Unable to load a printer driver" error. Fix for incorrect placement of graph text objects. Changed graph text object selection behavior. Fix movereg seasonal adjustment to accept the sa= option. Change residual correlogram to display adjusted sample. Changed BVAR historical decomposition to use empirical residual covariance matrix. Improved dialog handling for ARDL. Improved function naming for the previous ARDL UI fix. Fix for model crash triggered by a particular sequence of view and proc choices. Updated unzip methods to not depend on current directory. Fixed bug with some database fetches series which contained observations on 12/31/

January,

Fixed Excel Add In "EViews improperly installed" error for Office bit users. Disabled the creation of oleobjects for Mac versions. Fix for a crash caused by running "do "blah".label(c)". Fix for reading and writing groups containing more than series. Updated "EViews improperly installed" message to include machine id. Fixed performance issue when closing a large workfile that used in a program with a lot of variables. Fix for reading xlsx files which do not specify the data range (non-Excel created files) for Mac builds.

December,

Fix for out of memory issue introduced in previous R created XLSX fix. Added support for old color format string in graphs. Fix to immediately empty the clipboard when copying from tables. Fixed incorrect command capture when setting number formats. Fixed database object preview crash with objects containing too many attributes. Fixed missing coefficients in the forecast representation form of equations containing PDL and ARMA terms. Fix for crash when switching views in the duplicate view. Updated @tablenames to support URL filenames. Changed frequency display issues in database windows. Improved database frequency detection. Fix for model selection view in smooth threshold regression. Fix for missing bmp in popup for formulas. Fix for command capture for panel median plus std dev and panel mean plus quantiles graphs. Fix to read R created xlsx files.

November,

Fixed issue with equations objects containing coefficients with spaces when added to models. Added new WINMAXIMIZE, WINMINIMIZE, WINRESTORE, and WINNORMAL commands. Added new options to SHOW command. Fix for graph issue in intraday workfiles that has a sample smaller than a day. Fix for kalman filter contemporaneous updates for output of saved series. Fixed bug in latex file save color checkbox. Fix for tables written to PDF ignoring custom NA strings. Fixed enet bugs in null deviance calc and rng. Fix to a bug that allowed ARDL specifications with non-positive lags. Fix for EdxBEA issue where parameters failed to be displayed after user selected a dataset.

October,

Updated REGCOMPONENTS to register OLEDB and EDX components. Updated SUPPORTINFO to display component registration information. Fix for logl iteration control labeling. Minor tweak to model solver to solve particular EV10 models. Fixed crash triggered by having multiple syntax errors in an EViews program and setmaxerrs greater than one. Fixed bug in the model object's Scenario View when a scenario also contained exclusions. Fixed issue where a previewed database series is in the workfile frequency instead of its native frequency. Fixed incorrect proc name for series forecast evaluation. Fix SDMX-ML database bug where files that contained duplicate values were failing to be read.

September,

Fix for an issue with VAR estimate dialog not initializing properly. Fix for VEC dialog crash when reentering data after error. Fix for a crash when user specified over sample date pairs. Fix for SDMX-ML database issue where data files from OECD and BIS were failing to load. Fixed state space I/O bug. Fixed concurrent use license bug. Fixed Matpack _scale(DblVector, double) bug. Fixed issue with incorrect program line numbers reported in errors. Fixed import panel bug. Re-sorted output from wlookup. Fix for a crash for SDMX-ML databases caused by very long series names. Fixed SDMX-ML database read bug. Fixed WorldBank Edx database UI bug. Fixed Python date handling bug. Improved error checking and behavior for VARs with negative and no lags. Fixed pandas bug when talking to Python 2. Fix initialization bug in switching equation dialog. Fixes to additional VAR spec handling routines. Fixed import/copy bug when destination is hourly for daily 5. Fixes for estimation of VAR object corner case with zero lags.

August,

Fix for bug with Worldbank Edx failing to retreive all datasources. Fix for bug that prevented BVAR forecasts of only 1 period. Fixed issue with movereg not reading the entire input file. Added support to table.@colwidth to accept alphabetic columns. Added table members @rowheight and @colwidth. Added setzoom proc to spools. Added support for specifying graph colors without '@rgb' for backwards compatibilty. Allow singular determinants in U-MIDAS VAR estimation. Fix for bug that prevented exogenous variables entering a mixed frequency VAR by dialog. Fix for issue with FRED EDX where fetch was failing in some systems. For SDMX-ML databases changed the name of the series to include the series attributes. Fix for a bug with SDMX-ML databases where an error was reported when files contained quarterly data. Fixed issue with writing series to Aremos files.

July,

Added retry workaround for FRED gateway timeout issues Fix for issue where VARs estimated in older versions of EViews may crash when opened in EViews Updated table command capture for setwidth to return just column range as an option, setheight to return just row range as option. Added more command capture support for tables. Fix for issue where VARs estimated in older versions of EViews may crash when opened in EViews Fix for bug where EViews would no longer recognize certain subexpressions. Improved implementation @elem2 function. Added @hilo and @lohi data members to series. Fix for missing browse button in SDMX-ML databases. Fix for group workfile load failure. Fix for network printers not appearing in the printer list. Fix for issue with SDMX databases not displaying the attribute value. Removed Factset and Datastream databases. Fix for a bug that caused VAR forecast of auto-series to evaluate wrong series values. Fixed a crash caused by excessive stack usage in some compiled expressions. Added missing short names of down freq conversion methods (reverse order). Fix for a bug where EViews was crashing when previewing database objects. Fix for a bug where complex workfiles using freq conversion based on a single indicator was taking too long to open. Fixed crash when previewing database objects. Fixed SDMX_ML database issue non-responsive 'browse path' button. Fix for ARDL displaying incorrect cointegrating equation. Fixed high frequency NA handling issue in Bayesian mixed frequency VARs. Fixed issue in group members view displaying an error when trying to add a series to the group. Fixed principal component score matrix not being created from matrix proc. Fix for bug with two different fetch loops in a program causing a crash. Fix for issue with tables not always printing in color. Fixed incorrect cmd capture for single range colormaps and alloverlimo.ust with angles. Improved handling of NAs in mixed frequency VARs.

June,

Fix for a crash when UseSmartRefresh was turned off and workfile was opened. Added option to alloverlimo.uslcolor to color every other line. Fixed issue with SVARs and BVARs to converge to incorrect solutions. Fixed issue with workfiles using extraneous memory. Fix for 'Push' button not appearing after linking an OLE object. Added support for alt+left, alt+right, back and next mouse buttons to graph carousel, wf windows, and spools. Fixed issue with series::stl proc to sometimes ignore its forclen option. Changed the tab order in the insert/delete row table dialog. Fixed issue with copy(c=first) match merge operation in undated workfiles. Added xbutton support to graphs. Added next and back button to multi graphs in carousel mode. Fixed occasional crash in the system estimation dialog. Added support for rotating graph text objects. Removed color control from spool font dialogs. Fixed issue with spools loading incorrect button bar when in edit mode. Fix for SDMX databases where the decimal separator for numeric values is always a period ("."). Fixed crash when closing workfile with model in it. Added LU decomposition function @lu. Fix for a an issue with SDMX ECB database not displaying all available datasets. Fix for missing table color dialog title.

May,

Fix for crash with objects using auto series in colormaps. Fix for new window locations when command window was docked to the side. Fixed geomap linking and dialog issues when specifiying invalid color series. Fix for bug where EViews was holding onto database file handles even after a call to CLOSE database. Fixed issue with incorrect time offset identification when analyzing date strings. Updated default NA fill colors in the tables. Fixed issue with missing labels in bar graphs. Fix for printer settings not being saved. Fixed program snapshot window crash. Fix for Excel add-in bug when used by Excel bit. Added a "noerr" option to alloverlimo.usio. Added @val(row,col) data member to tables. Relaxed restrictions on BVARs with autoseries. Fix possible tabplace() crash. Fixed issue with printer redirection. Fix for bug with FIML initialization. Fix for crash when assigning a variable to a non-existing table cell. Added ability to search by attribute in @wlookup. Added new functions @attrvals, @attrnames, @wfattrvals, and @wfattrnames. Fixed geomap crash when a series was selected but a map attribute was not. Fix for a crash related to MergeAttributes. Fix for a bug where exporting a database object to a workfile as a link did not present save dialog. Improvement to computation of new @RMSE equation data member. Fix display of new RMSE statistic. Fix for table cell assignment to maintain cell type. Fix to funcoef breaking reestimation of equations with kernel options. Fix for TeX table widths with adjacent empty cells. Fix for a bug with BVAR copy. Fix initialization of covariances for regularization estimation. Fix for a refresh crash when workfile is first loaded. Fix for ETS smoothing not outputting certain graphs. Fix for ETS smoothing output. Fix for objects not being searchable. Added support for search by attribute to @wlookup. Added new @mse function for mean-square-error. Disabled VAR forecast dialog. Updated python support libraries for issues with shortnames. Added support for Python Added @dbname function. Fixed for graph dialog combo boxes on high res monitors. Cleaned up EdxSDMX library. Modified About dialog to keep refresh/expiration dates visible. Added bvar, switchvar and mfvar global commands. Removed erroneous mfvar global command. Added forecasting for non-Bayesian Mixed Frequency VARs. Fix for PDF output when saving seasonal graphs. Fix for 'alloverlimo.usm defaults()' possibly changing axis assignments. Regularization allow number of variables to exceed number of observations. Fix crash in VECM AR roots display. Fix to bvar glp forecasts. Added 'autocrop' proc to geomaps. Disable forecasts and models for functional coefficient estimation. Fix for geomap output. Fix for crash when applying colormap to groups. Added improved functionality to rmvnorm(). Fix for incorrect fill colors in duplicates view. Added wildcard (*) support for Census Edx database. Fixed for possible memory leaks in system objects. Improved error reporting in programs. Added line number program errors. Fix DirectedGraph copy crash. Fixed copy issues with geomaps and DirectedGraphs. Added funtionality to mtos(). Fix to allow equations with only PDL terms. Added ability to copy geomaps. Added ability for @rmvnorm() and rmvnorm() to perform multiple draws. Changed available printer list. Added path to x and x error messages. Improved command explorer show/hide behavior. Improved @wread functionality. Fixed attribute row name bug when importing CSV/TEXT files.

April,

Modified rowplace() and colplace() syntax. Fix for object preview appearance on high-res monitors. Seasonal unit root fix for Canova-Hansen table output. Fix for incorrect proportions when saving geomaps to disk. Initialized geomap default color to white. Fix for graph sizer calculations. Fix copy from db bug with long file name and *. Fix 'help' command to auto determine global commands and operators. Fix for ‘import’ with an untitled workfile open bug. Added 'show command explorer' menu item. Fix for incorrect popup location on high-res monitors. Fix for wide line number window on high-res monitors. Fix for graph sample sizer dimensions on high resolution monitors. Tied command explorer font to global editor font. Fix for incorrect column widths in the database registry dialog on high-res monitors. Fix for possible default small message font size. Fix for incorrect line colors in graphs. Fix for crash when including seasonal ARMA terms in automatic ARMA forecasting. Better labeling for omitted variables test. Added fan charts to mean graphs. Turned off labelling of an NA filled series in quantile fan chart. Fixed labeling of null hypothesis for redundant variables tests. Updated shapefile proc names. Added the new EV11 functions to command explorer. Fix for 'type=' not working table setfillcolor and settextcolor when using colormaps. Added misc operators and functions to command explorer. Fix for inablilty to fetch series which do not specify a frequency in Bloomberg databases.

Источник: [alloverlimo.us]

EViews

Highlights

  • Intuitive, Easy-to-Use Interface
  • Powerful Analytic Tools
  • Sophisticated Data Management
  • Presentation Quality Output
  • Traditional Command Line and Programming Interface
  • Allows connectivity to 3rd party data vendors, such as IHS, Bloomberg, EIA, Moody's, Datastream, Factset and more
  • Connect to your in-house databases with ODBC connectivity and EDX extensions

Reasons to Buy

  • Quickly analyze time series, cross-section, and longitudinal data
  • Perform statistical/econometric analysis
  • Generate forecasts and model simulations
  • Produce presentation-quality graphs and tables

Important: Your academic institution must have a current EViews Volume License to purchase a Standalone License. You must provide proof of current affiliation with an academic institution with a current EViews Volume License. Please e-mail sales@alloverlimo.us to to verify the status of your academic institution.

  • You must use an academic email address to order.
  • You will be emailed instructions to download and install EViews within one business day of your order.

Tax is in included on all web store orders in the United States and Canada, without exception. If you are tax exempt in the United States or Canada, please email to sales@alloverlimo.us Do not order from the web store.

Источник: [alloverlimo.us]

EViews 11 Feature List

EViews offers a extensive array of powerful features for data handling, statistics and econometric analysis, forecasting and simulation, data presentation, and programming. While we can't possibly list everything, the following list offers a glimpse at the important EViews features:

Basic Data Handling

  • Numeric, alphanumeric (string), and date series; value labels.
  • Extensive library of operators and statistical, mathematical, date and string functions.
  • Powerful language for expression handling and transforming existing data using operators and functions.
  • Samples and sample objects facilitate processing on subsets of data.
  • Support for complex data structures including regular dated data, irregular dated data, cross-section data with observation identifiers, dated, and undated panel data.
  • Multi-page workfiles.
  • EViews native, disk-based databases provide powerful query features and integration with EViews workfiles.
  • Convert data between EViews and various spreadsheet, statistical, and database formats, including (but not limited to): Microsoft Access® and Excel® files (including .XSLX and .XLSM), Gauss
    Dataset files, SAS® Transport files, SPSS native and portable files, Stata
    files, Tableau®, raw formatted ASCII text or binary files, HTML, or ODBC databases
    and queries (ODBC support is provided only in the Enterprise Edition).
  • OLE support for linking EViews output, including tables and graphs, to other packages, including Microsoft Excel®, Word® and Powerpoint®.
  • OLEDB support for reading EViews workfiles and databases using OLEDB-aware clients or custom programs.
  • Support for FRED® (Federal Reserve Economic Data), World Bank, NOAA, US Census, US BEA, US BLS, ECB SDMX, IMF SDMX, UN SDMX and EuroStat databases.
  • Enterprise Edition support for Global Insight DRIPro and DRIBase, Haver Analytics® DLX®, FAME, EcoWin, Bloomberg®, EIA®, CEIC®®, Datastream®, FactSet, and Moody’s alloverlimo.us databases
  • The EViews Microsoft Excel® Add-in allows you to link or import data from EViews workfiles and databases from within Excel.
  • Drag-and-drop support for reading data; simply drop files into EViews for automatic conversion and linking of foreign data and metadata into EViews workfile format.
  • Powerful tools for creating new workfile pages from values and dates in existing series.
  • Match merge, join, append, subset, resize, sort, and reshape (stack and unstack) workfiles.
  • Easy-to-use automatic frequency conversion when copying or linking data between pages of different frequency.
  • Frequency conversion and match merging support dynamic updating whenever underlying data change.
  • Auto-updating formula series that are automatically recalculated whenever underlying data change.
  • Easy-to-use frequency conversion: simply copy or link data between pages of different frequency.
  • Tools for resampling and random number generation for simulation. Random number generation for 18 different distribution functions using three different random number generators.
  • Support for cloud drive access, allowing you to open and save file directly to Dropbox, OneDrive, Google Drive and Box accounts.

Time Series Data Handling

  • Integrated support for handling dates and time series data (both regular and irregular).
  • Support for common regular frequency data (Annual, Semi-annual, Quarterly, Monthly, Bimonthly, Fortnight, Ten-day, Weekly, Daily - 5 day week, Daily - 7 day week).
  • Support for high-frequency (intraday) data, allowing for hours, minutes, and seconds frequencies. In addition, there are a number of less commonly encountered regular frequencies, including Multi-year, Bimonthly, Fortnight, Ten-Day, and Daily with an arbitrary range of days of the week.
  • Specialized time series functions and operators: lags, differences, log-differences, moving averages, etc.
  • Frequency conversion: various high-to-low and low-to-high methods.
  • Exponential smoothing: single, double, Holt-Winters, and ETS smoothing.
  • Built-in tools for whitening regression.
  • Hodrick-Prescott filtering.
  • Band-pass (frequency) filtering: Baxter-King, Christiano-Fitzgerald fixed length and full sample asymmetric filters.
  • Seasonal adjustment: Census X, STL Decomposition, MoveReg, XARIMA, Tramo/Seats, moving average.
  • Interpolation to fill in missing values within a series: Linear, Log-Linear, Catmull-Rom Spline, Cardinal Spline.

Statistics

Basic

  • Basic data summaries; by-group summaries.
  • Tests of equality: t-tests, ANOVA (balanced and unbalanced, with or without heteroskedastic variances.), Wilcoxon, Mann-Whitney, Median Chi-square, Kruskal-Wallis, van der Waerden, F-test, Siegel-Tukey, Bartlett, Levene, Brown-Forsythe.
  • One-way tabulation; cross-tabulation with measures of association (Phi Coefficient, Cramer’s V, Contingency Coefficient) and independence testing (Pearson Chi-Square, Likelihood Ratio G^2).
  • Covariance and correlation analysis including Pearson, Spearman rank-order, Kendall’s tau-a and tau-b and partial analysis.
  • Principal components analysis including scree plots, biplots and loading plots, and weighted component score calculations.
  • Factor analysis allowing computation of measures of association (including covariance and correlation), uniqueness estimates, factor loading estimates and factor scores, as well as performing estimation diagnostics and factor rotation using one of over 30 different orthogonal and oblique methods.
  • Empirical Distribution Function (EDF) Tests for the Normal, Exponential, Extreme value, Logistic, Chi-square, Weibull, or Gamma distributions (Kolmogorov-Smirnov, Lilliefors, Cramer-von Mises, Anderson-Darling, Watson).
  • Histograms, Frequency Polygons, Edge Frequency Polygons, Average Shifted Histograms, CDF-survivor-quantile, Quantile-Quantile, kernel density, fitted theoretical distributions, boxplots.
  • Scatterplots with parametric and non-parametric regression lines (LOWESS, local polynomial), kernel regression (Nadaraya-Watson, local linear, local polynomial)., or confidence ellipses.

Time Series

  • Autocorrelation, partial autocorrelation, cross-correlation, Q-statistics.
  • Granger causality tests, including panel Granger causality.
  • Unit root tests: Augmented Dickey-Fuller, GLS transformed Dickey-Fuller, Phillips-Perron, KPSS, Eliot-Richardson-Stock Point Optimal, Ng-Perron, as well as tests for unit roots with breakpoints, and seasonal unit root tests.
  • Cointegration tests: Johansen, Engle-Granger, Phillips-Ouliaris, Park added variables, and Hansen stability.
  • Independence tests: Brock, Dechert, Scheinkman and LeBaron
  • Variance ratio tests: Lo and MacKinlay, Kim wild bootstrap, Wright's rank, rank-score and sign-tests. Wald and multiple comparison variance ratio tests (Richardson and Smith, Chow and Denning).
  • Long-run variance and covariance calculation: symmetric or or one-sided long-run covariances using nonparametric kernel (Newey-West , Andrews ), parametric VARHAC (Den Haan and Levin ), and prewhitened kernel (Andrews and Monahan ) methods. In addition, EViews supports Andrews () and Newey-West () automatic bandwidth selection methods for kernel estimators, and information criteria based lag length selection methods for VARHAC and prewhitening estimation.

Panel and Pool

  • By-group and by-period statistics and testing.
  • Unit root tests: Levin-Lin-Chu, Breitung, Im-Pesaran-Shin, Fisher, Hadri.
  • Cointegration tests: Pedroni, Kao, Maddala and Wu.
  • Panel within series covariances and principal components.
  • Dumitrescu-Hurlin () panel causality tests.
  • Cross-section dependence tests.

Estimation

Regression

  • Linear and nonlinear ordinary least squares (multiple regression).
  • Linear regression with PDLs on any number of independent variables.
  • Robust regression.
  • Analytic derivatives for nonlinear estimation.
  • Weighted least squares.
  • White and other heteroskedasticity consistent, and Newey-West robust standard errors. HAC standard errors may be computed using nonparametric kernel, parametric VARHAC, and prewhitened kernel methods, and allow for Andrews and Newey-West automatic bandwidth selection methods for kernel estimators, and information criteria based lag length selection methods for VARHAC and prewhitening estimation.
  • Clustered standard errors.
  • Linear quantile regression and least absolute deviations (LAD), including both Huber’s Sandwich and bootstrapping covariance calculations.
  • Stepwise regression with seven different selection procedures.
  • Threshold regression including TAR and SETAR, and smooth threshold regression including STAR.
  • ARDL estimation, including the Bounds Test approach to cointegration.
  • Elastic net, ridge regression and LASSO estimation.
  • Functional coefficient estimation.

ARMA and ARMAX

  • Linear models with autoregressive moving average, seasonal autoregressive, and seasonal moving average errors.
  • Nonlinear models with AR and SAR specifications.
  • Estimation using the backcasting method of Box and Jenkins, conditional least squares, ML or GLS.
  • Fractionally integrated ARFIMA models.

Instrumental Variables and GMM

  • Linear and nonlinear two-stage least squares/instrumental variables (2SLS/IV) and Generalized Method of Moments (GMM) estimation.
  • Linear and nonlinear 2SLS/IV estimation with AR and SAR errors.
  • Limited Information Maximum Likelihood (LIML) and K-class estimation.
  • Wide range of GMM weighting matrix specifications (White, HAC, User-provided) with control over weight matrix iteration.
  • GMM estimation options include continuously updating estimation (CUE), and a host of new standard error options, including Windmeijer standard errors.
  • IV/GMM specific diagnostics include Instrument Orthogonality Test, a Regressor Endogeneity Test, a Weak Instrument Test, and a GMM specific breakpoint test.

ARCH/GARCH

  • GARCH(p,q), EGARCH, TARCH, Component GARCH, Power ARCH, Integrated GARCH.
  • The linear or nonlinear mean equation may include ARCH and ARMA terms; both the mean and variance equations allow for exogenous variables.
  • Normal, Student’s t, and Generalized Error Distributions.
  • Bollerslev-Wooldridge robust standard errors.
  • In- and out-of sample forecasts of the conditional variance and mean, and permanent components.

Limited Dependent Variable Models

  • Binary Logit, Probit, and Gompit (Extreme Value).
  • Ordered Logit, Probit, and Gompit (Extreme Value).
  • Censored and truncated models with normal, logistic, and extreme value errors (Tobit, etc.).
  • Count models with Poisson, negative binomial, and quasi-maximum likelihood (QML) specifications.
  • Heckman Selection models.
  • Huber/White robust standard errors.
  • Count models support generalized linear model or QML standard errors.
  • Hosmer-Lemeshow and Andrews Goodness-of-Fit testing for binary models.
  • Easily save results (including generalized residuals and gradients) to new EViews objects for further analysis.
  • General GLM estimation engine may be used to estimate several of these models, with the option to include robust covariances.

Panel Data/Pooled Time Series, Cross-Sectional Data

  • Linear and nonlinear estimation with additive cross-section and period fixed or random effects.
  • Choice of quadratic unbiased estimators (QUEs) for component variances in random effects models: Swamy-Arora, Wallace-Hussain, Wansbeek-Kapteyn.
  • 2SLS/IV estimation with cross-section and period fixed or random effects.
  • Estimation with AR errors using nonlinear least squares on a transformed specification
  • Generalized least squares, generalized 2SLS/IV estimation, GMM estimation allowing for cross-section or period heteroskedastic and correlated specifications.
  • Linear dynamic panel data estimation using first differences or orthogonal deviations with period-specific predetermined instruments (Arellano-Bond).
  • Panel serial correlation tests (Arellano-Bond).
  • Robust standard error calculations include seven types of robust White and Panel-corrected standard errors (PCSE).
  • Testing of coefficient restrictions, omitted and redundant variables, Hausman test for correlated random effects.
  • Panel unit root tests: Levin-Lin-Chu, Breitung, Im-Pesaran-Shin, Fisher-type tests using ADF and PP tests (Maddala-Wu, Choi), Hadri.
  • Panel cointegration estimation: Fully Modified OLS (FMOLS, Pedroni ) or Dynamic Ordinary Least Squares (DOLS, Kao and Chaing , Mark and Sul ).
  • Pooled Mean Group (PMG) estimation.

Generalized Linear Models

  • Normal, Poisson, Binomial, Negative Binomial, Gamma, Inverse Gaussian, Exponential Mena, Power Mean, Binomial Squared families.
  • Identity, log, log-complement, logit, probit, log-log, complimentary log-log, inverse, power, power odds ratio, Box-Cox, Box-Cox odds ratio link functions.
  • Prior variance and frequency weighting.
  • Fixed, Pearson Chi-Sq, deviance, and user-specified dispersion specifications. Support for QML estimation and testing.
  • Quadratic Hill Climbing, Newton-Raphson, IRLS - Fisher Scoring, and BHHH estimation algorithms.
  • Ordinary coefficient covariances computed using expected or observed Hessian or the outer product of the gradients. Robust covariance estimates using GLM, HAC, or Huber/White methods.

Single Equation Cointegrating Regression

  • Support for three fully efficient estimation methods, Fully Modified OLS (Phillips and Hansen ), Canonical Cointegrating Regression (Park ), and Dynamic OLS (Saikkonen , Stock and Watson
  • Engle and Granger () and Phillips and Ouliaris () residual-based tests, Hansen's (b) instability test, and Park's () added variables test.
  • Flexible specification of the trend and deterministic regressors in the equation and cointegrating regressors specification.
  • Fully featured estimation of long-run variances for FMOLS and CCR.
  • Automatic or fixed lag selection for DOLS lags and leads and for long-run variance whitening regression.
  • Rescaled OLS and robust standard error calculations for DOLS.

User-specified Maximum Likelihood

  • Use standard EViews series expressions to describe the log likelihood contributions.
  • Examples for multinomial and conditional logit, Box-Cox transformation models, disequilibrium switching models, probit models with heteroskedastic errors, nested logit, Heckman sample selection, and Weibull hazard models.

Systems of Equations

Basic

  • Linear and nonlinear estimation.
  • Least squares, 2SLS, equation weighted estimation, Seemingly Unrelated Regression, and Three-Stage Least Squares.
  • GMM with White and HAC weighting matrices.
  • AR estimation using nonlinear least squares on a transformed specification.
  • Full Information Maximum Likelihood (FIML).

VAR/VEC

  • Estimate structural factorizations in VARs by imposing short- or long-run restrictions, or both.
  • Bayesian VARs, with Bayesian sampling of forecasts and impulse responses.
  • Mixed frequency VARs.
  • Markov Switching VARs.
  • Impulse response functions in various tabular and graphical formats with standard errors calculated analytically or by Monte Carlo methods.
  • Impulse response shocks computed from Cholesky factorization, one-unit or one-standard deviation residuals (ignoring correlations), generalized impulses, structural factorization, or a user-specified vector/matrix form.
  • Historical decomposition of standard VAR models.
  • Impose and test linear restrictions on the cointegrating relations and/or adjustment coefficients in VEC models.
  • View or generate cointegrating relations from estimated VEC models.
  • Extensive diagnostics including: Granger causality tests, joint lag exclusion tests, lag length criteria evaluation, correlograms, autocorrelation, normality and heteroskedasticity testing, cointegration testing, other multivariate diagnostics.

Multivariate ARCH

  • Conditional Constant Correlation (p,q), Diagonal VECH (p,q), Diagonal BEKK (p,q), with asymmetric terms.
  • Extensive parameterization choice for the Diagonal VECH's coefficient matrix.
  • Exogenous variables allowed in the mean and variance equations; nonlinear and AR terms allowed in the mean equations.
  • Bollerslev-Wooldridge robust standard errors.
  • Normal or Student's t multivariate error distribution
  • A choice of analytic or (fast or slow) numeric derivatives. (Analytics derivatives not available for some complex models.)
  • Generate covariance, variance, or correlation in various tabular and graphical formats from estimated ARCH models.

State Space

  • Kalman filter algorithm for estimating user-specified single- and multiequation structural models.
  • Exogenous variables in the state equation and fully parameterized variance specifications.
  • Generate one-step ahead, filtered, or smoothed signals, states, and errors.
  • Examples include time-varying parameter, multivariate ARMA, and quasilikelihood stochastic volatility models.

Testing and Evaluation

  • Actual, fitted, residual plots.
  • Wald tests for linear and nonlinear coefficient restrictions; confidence ellipses showing the joint confidence region of any two functions of estimated parameters.
  • Other coefficient diagnostics: standardized coefficients and coefficient elasticities, confidence intervals, variance inflation factors, coefficient variance decompositions.
  • Omitted and redundant variables LR tests, residual and squared residual correlograms and Q-statistics, residual serial correlation and ARCH LM tests.
  • White, Breusch-Pagan, Godfrey, Harvey and Glejser heteroskedasticity tests.
  • Stability diagnostics: Chow breakpoint and forecast tests, Quandt-Andrews unknown breakpoint test, Bai-Perron breakpoint tests, Ramsey RESET tests, OLS recursive estimation, influence statistics, leverage plots.
  • ARMA equation diagnostics: graphs or tables of the inverse roots of the AR and/or MA characteristic polynomial, compare the theoretical (estimated) autocorrelation pattern with the actual correlation pattern for the structural residuals, display the ARMA impulse response to an innovation shock and the ARMA frequency spectrum.
  • Easily save results (coefficients, coefficient covariance matrices, residuals, gradients, etc.) to EViews objects for further analysis.
  • See also Estimation and Systems of Equations for additional specialized testing procedures.

Forecasting and Simulation

  • In- or out-of-sample static or dynamic forecasting from estimated equation objects with calculation of the standard error of the forecast.
  • Forecast graphs and in-sample forecast evaluation: RMSE, MAE, MAPE, Theil Inequality Coefficient and proportions
  • State-of-the-art model building tools for multiple equation forecasting and multivariate simulation.
  • Model equations may be entered in text or as links for automatic updating on re-estimation.
  • Display dependency structure or endogenous and exogenous variables of your equations.
  • Gauss-Seidel, Broyden and Newton model solvers for non-stochastic and stochastic simulation. Non-stochastic forward solution solve for model consistent expectations. Stochasitc simulation can use bootstrapped residuals.
  • Solve control problems so that endogenous variable achieves a user-specified target.
  • Sophisticated equation normalization, add factor and override support.
  • Manage and compare multiple solution scenarios involving various sets of assumptions.
  • Built-in model views and procedures display simulation results in graphical or tabular form.

Graphs, Tables and Maps

  • Line, dot plot, area, bar, spike, seasonal, pie, xy-line, scatterplots, bubbleplots, boxplots, error bar, high-low-open-close, and area band.
  • Powerful, easy-to-use categorical and summary graphs.
  • Auto-updating graphs which update as underlying data change.
  • Observation info and value display when you hover the cursor over a point in the graph.
  • Histograms, average shifted historgrams, frequency polyons, edge frequency polygons, boxplots, kernel density, fitted theoretical distributions, boxplots, CDF, survivor, quantile, quantile-quantile.
  • Scatterplots with any combination parametric and nonparametric kernel (Nadaraya-Watson, local linear, local polynomial) and nearest neighbor (LOWESS) regression lines, or confidence ellipses.
  • Interactive point-and-click or command-based customization.
  • Extensive customization of graph background, frame, legends, axes, scaling, lines, symbols, text, shading, fading, with improved graph template features.
  • Table customization with control over cell font face, size, and color, cell background color and borders, merging, and annotation.
  • Copy-and-paste graphs into other Windows applications, or save graphs as Windows regular or enhanced metafiles, encapsulated PostScript files, bitmaps, GIFs, PNGs or JPGs.
  • Copy-and-paste tables to another application or save to an RTF, HTML, LaTeX, PDF, or text file.
  • Manage graphs and tables together in a spool object that lets you display multiple results and analyses in one object.
  • Open geographical map ShapeFiles and tie the regions to data in your EViews workfile, allowing coloring and labelling of those regions by data.

Commands and Programming

  • Object-oriented command language provides access to menu items.
  • Batch execution of commands in program files.
  • Looping and condition branching, subroutine, and macro processing.
  • String and string vector objects for string processing. Extensive library of string and string list functions.
  • Extensive matrix support: matrix manipulation, multiplication, inversion, Kronecker products, eigenvalue solution, and singular value decomposition.

External Interface and Add-Ins

  • EViews COM automation server support so that external programs or scripts can launch or control EViews, transfer data, and execute EViews commands.
  • EViews offers integration with MATLAB®, R and Python, so that EViews may be used to launch or control these applications, transfer data, or execute commands.
  • The EViews Microsoft Excel® Add-in offers a simple interface for fetching and linking from within Microsoft Excel® ( and later) to series and matrix objects stored in EViews workfiles and databases.
  • The EViews Add-ins infrastructure offers seamless access to user-defined programs using the standard EViews command, menu, and object interface.
  • Download and install predefined Add-ins from the EViews website.
Источник: [alloverlimo.us]

watch the thematic video

Tutorial Instal Eviews 11 Student Version Lite dan Gratis Mendapatkan Original Serial Number

EViews 12 University Eviews 11
for Windows and Mac - Catalina and newer


EViews University Edition has the same powerful econometric and analytical methods used in the EViews Enterprise Edition.

EViews University Edition is a modern econometric, statistics, and forecasting package that offers powerful analytical tools within a flexible, easy-to-use interface, eviews 11. With EViews&#; easy to eviews 11 point-and-click graphical user interface, you can concentrate on using EViews without having to learn complicated command syntax or navigate through layers of menus. Thousands of universities, academic institutions, and professors worldwide are using EViews to teach econometrics and time-series analysis.

Using EViews, you can quickly and efficiently manage your data, perform econometric and statistical analysis, generate forecasts or model simulations, and produce high quality graphs and tables.

EViews University Edition is available for $

The license will expire after 6 months.

Only available for faculty and enrolled students.




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.

Teaching and learning econometrics is easier with EViews Student Version Lite, eviews 11. Download your free EViews Student Version Lite license.



There are many textbooks, eviews 11, publications, eviews 11 resources available to eviews 11 you learn econometrics using EViews. In addition, we have online videos about using EViews at EViews Tutorials center.

Note: Student Version Lite is only available for bit devices.



EViews University Edition and Student Version Lite Comparison

Reading/Importing Workfile LimitsUniversity
Edition
Academic
Single-User
Windows
Student
Version
Lite
Observations/Series4 million million1,
Observation TotalsUnlimited¹Unlimited¹15,
Object TotalsUnlimited¹Unlimited¹60
Workfile Page LimitUnlimited¹Unlimited¹3
Saving/Exporting Workfile LimitsUniversity EditionAcademic
Single-User
Windows
Student
Version
Lite
Observations/SeriesUnlimited¹Unlimited¹No²
Observation TotalsUnlimited¹Unlimited¹No²
Objects TotalsUnlimited¹Unlimited¹No²
FeaturesUniversity EditionAcademic
Single-User
Windows
Student
Version Lingo Mail v1.0.18 crack serial keygen Support (Read)
YesYesYes
Database Support (Write)YesYesNo
Third party data vendor*Windows onlyYesFRED only
Enterprise Database Extensions (EDX)NoYesNo
Enterprise Database Object Library (EDO)YesYesNo
ODBC Compliant DatabasesNoYesNo
EViews ProgramsYesYesNo
COM AutomationNoYesNo
Excel Add-inNoYesNo
EViews Add-ins YesYesNo
User Defined Objects Yes YesNo
OSX (Mac)YesNoYes
Length of Use6 monthsIndefinite1 yr
Model Equation LimitsUnlimited¹Unlimited¹10
Requires internet connectionYes  *** No Yes  ***
X, X, X, and Tramo/Seats X seasonal adjustmentWindows onlyYesNo
Copy & Paste **table, data, imagetable, eviews 11, data, imageimage only

* EViews Enterprise allows for direct importing with premium data vendors (a paid subscription may be required). However, eviews 11, direct import is not available on a Mac device.

** University Edition installed on Mac devices will not support saving graphics to .PNG and .JPG formats, or using OLE during copy and paste eviews 11 *** Device must be connected to the internet once every 10 days.

Unlimited¹ ability to read/write Observation Totals and Object Totals is limited by your computer’s available memory.

No² - Student Version Lite does not allow saving of workfiles or exporting data to other software formats.

The University Edition features and limitations listed above do not apply to all previous releases of EViews Student Version.



License and Restrictions

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 eviews 11. 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, eviews 11, otherwise it will not launch. You will need a bit operating system.

System Iobit malware fighter 7 pro serial key Archives for University Edition and Student Version Lite

 Windows (Microsoft)OSX (Mac)
CPUPentium or betterIntel or M1
Operating SystemWindows 10
Windows 8
Windows 7
Windows Vista
OS (Big Sur)
OS X (Catalina)

Memory MB MB
Disk Space MB MB

Источник: [alloverlimo.us]

EViews

Upgrade for a Single-User License from EViews

Highlights

  • Additional connectivity to new data sources (World Bank and Eurostat)
  • Automatic backup and data history system
  • New graph styles
  • Tableau integration
  • Improved R integration
  • Many new statistical and econometric features
  • Includes all features of EViews Standard Edition

Reasons eviews 11 Buy

  • Quickly analyze time series, cross-section, and longitudinal data
  • Perform statistical/econometric analysis
  • Generate forecasts and model simulations
  • Produce presentation-quality graphs and tables

Please Note: You must provide an academic email address with your order. You will be emailed instructions to download and install EViews once your order is processed within one business eviews 11 in included on all web store orders in the United States and Canada, without exception. If you are tax exempt in the United States or Canada, please email sales@alloverlimo.us Do not order from the web store.

Find out more details about EViews Enterprise.

Источник: [alloverlimo.us]

EViews

Upgrade for a Single-User Standard License from EViews  Take advantage of the new data handling tools, graphic displays, and econometric methods.

Highlights

  • Intuitive, Easy-to-Use Interface
  • Powerful Analytic Tools
  • Sophisticated Data Management
  • Presentation Quality Output
  • Traditional Command Line and Programming Interface 

Reasons to Buy

  • Quickly analyze time series, cross-section, and longitudinal data
  • Perform statistical/econometric analysis
  • Generate forecasts and model simulations
  • Produce presentation-quality graphs and tables

Please Note: You will be emailed instructions to download and install EViews once your order is processed within one business day.

Taxis in included on all web store orders in the United States and Canada, without exception. If you are tax exempt in the United States or Canada, please email sales@alloverlimo.us Do not order from the web store.

Find out more details about EViews 11

Источник: [alloverlimo.us]

EViews 11 Patch Installer

>>Download patch for bit version ( M ).
MD5 Checksum: 8ddf67aebebbdcc7d32a98d

>>Download patch for bit version ( M ).
MD5 Checksum: b07e8ab1dceb71aea8

Prior Updates

March,

Fix for panel cointegration testing bug in undated panel workfiles.

Februry,

Disabled value copy/paste in Student Lite for Windows. Fix for incorrect equation forecast output command, eviews 11. Fix for possible crash with Dropbox. Fixed label on US Census preferences dialog. Updated BEA database dataset handling. Fix for FRED crash on Mac builds.

January,

Fixed license issues with eviews 11. Fix for incorrect file filter bug on cloud drives. Jogos de Explorador de Calabouços de Graça para Baixar for deprecated google api call used to get user information. Fix for incorrect filename bug in OLE objects, eviews 11. Fixed eviews 11 series crash in ‘stats by classification’. Updated alloverlimo.us binaries. Fix for expired alloverlimo.us causing failure to access cloud drives.

December,

Updated import dialog titles. Fix for FRED crash on Mac builds. Fix for command explorer not reappearing on 'reset layout' on Macs. Fix for possible redundant commands in command explorer. Fix for crash for SDMX ECB Edx causing failure to browse dataset results. Fix for incorrect legend entries in a combined panel line graph with a applied sample. Fix SDMX Edx database bug when getting update for multiple series was failing. Added '+-applychild' option to spool save proc. Fix for mangled equations in models containing complex lag expressions. Fix for dialog crash with the graph legend page. Corrected @subst proc to use respective object's estimated coefficients. Fix bug in command capture for quantile-quantile graphs. Fix for ignored dependent variable arguments in the System::autospec procedure. Fix for graph templates selection being off. Fix for graph grid setting in the dialog sometimes changing, eviews 11. Changed import default to discard additional observations for irregular frequency destinations. Replaced group 'append' with 'add' in command explorer, eviews 11. Fixed instance where graph text was being displayed twice.

November,

Fix for incorrect Eurostat SDMX Edx database error when updating a linked series. Fix for table crash when cutting from a table that has edit eviews 11 off. Fix for possible redundant ‘edit mode’ messages in tables. Fixed issue with intermittent doubling of graph text objects. Fix windows 10 pro background Archives - Download Pro Crack Software incorrect IMF SDMX Edx database filters.

October,

Fixed issue with stacked graphs where if the middle series contained NAs, the graph would appear incorrect. For BEA Edx database eviews 11 the validity of the API key on the Preferences dialog. Fix incorrect variance decomposition calculation in Bayesian VARs. Fixed X to allow eviews 11 with user-defined variables. Fixed labeling issue for random effects testing. Fixed default labeling issue for axes in factor loading graphs. Updated @dateval to support YYYY:WW format. Fixed parsing of Geekbench 5 Pro 5.4.1 With Full Version Crack impulse horizon specification to allow for 1 period responses (impulse only). Fixed issues with IMF SDMX EDX database.

September,

Fix for mixed-frequency BVAR adjusted R-squared. Fix for xlsx files that have sheet names containing an apostrophe. Fix for property button crash in single observation series spreadsheet. Improved pinned flyovers appearance. Fix for incorrect graph.@axispos error on linked graph. Fix for crash when displaying flyovers in graphs that use custom axis labels. Fix for incorrect flyover labels in scatter plots. Fix reporting of simulated forecast standard error for dynamic equations specified by expression, eviews 11. Fix for a bug in mixed frequency VAR forecasts. Fix for crash when attempting to show flyover of frozen fan chart. Fixed eviews 11 position in status bar for high resolution monitors. Fix double entry of options in equations involving random number generation. Fix for HEGY test causing crash do to an un-sized label vector in the output table. Improved efficiency of @inlist on alpha series. Improve @coeflabels reporting for some equations. Improved automatic starting values for certain data configurations in ordered discrete choice models. Fix for copying database objects surrounded by quotes not working. Fixed bug in SVAR command capture.

August, eviews 11,

Fix for WorldBank Edx issues caused by API update.

July,

Fix for incorrectly disabled nonlinear options in equation LS estimation. Fixed issue with graph sizer not working. Fix for erroneous error message when stacking a single observation workfile. Fix for OPTSET bug that may change the number of threads to exceed the allowed maximum. Fix to allow summary statistic functions in some autoseries. Fix for possible font crash when starting Mac versions. Minor improvements to Switching VAR dialog. Made the graph sample sizer aware of 'if' conditions in panels. Fix for Markov switching VAR dialog not responding to user settings. Fix for incorrect graphs when using Home/End button in zoom mode, eviews 11. Fixed issued for graph rendering when in zoom mode, eviews 11. Fix for enet not reading # folds w/ user-supplied lambdas. Fix for ignored categorical graph factor options. Fix for incorrect observation labelling in undated graphs. Added system 'beep' option to @uiprompt function. Fixed a bug causing some commands to fail after a subroutine local sample is used. Fix for incorrect title/text behavior in some graphs when changing text. Fixed issues with include statements using relative eviews 11 in a program.

June,

Fix for ignored quotes in fetch string when a database is specified. Fix for ignored conversion methods when fetching from some databases. Fixed EDX database registry entry bug. Added moving median function @mmedian. Added @lambdamin data member for equations estimated using enet. Fix for possible extraneous member in group members view. Fix to ‘open’ command to load programs when an extension is not specified. Fix for crash when viewing the Gradient Table of an empty equation, eviews 11. Fix for incorrect syntax highlighting with program containing vertical tabs. Added support alpha, scalar, eviews 11, matrix, vecAlpha, and vector when saving rdata. Fixed issue upper casing issue when saving via the file dialog Added to NOAA Edx database security protocol setting. Fixed issue for incorrect error when fetching some series from with NOAA database. Fix for parsing problems for @during in intraday workfiles and related problems in switching estimation. Fix for 'close' command not working if a comment is included immediately after. Updated wfsave to honor nonames argument when combined with attr (include attributes) option. Eviews 11 basic R Date support. Changed default case of rdata file extension to be .RData. Updated error message text. Updated registration client to use HTTPS.

May,

Fix for a minor calculation bug in mixed VAR summary statistics. Fix for geomap eviews 11 on some machines. Added basic R Date support. Fix for possible crash with R client. Fix for incorrect BEA Edx database error message. Fix for @rowranks crash. Fix for forecast averaging wgt parsing bug. Fix for WFOPEN crash on large workfiles. Updated SV Lite error messages and references to Student Version. Fixed for possible incorrect position with graph addarrow axispt() proc. Fix for custom color map command capture. Fix for crash when adding arrows and ellipses in multi graphs. Fix for crash when freezing historical decomposition graph from command line. Fixed bugs in model equation dialogs that could cause equations to lose their identity attribute.

April,

Fix for a bug when performing undated match merge in copy operation.

March,

Fix for a bug that caused Panel ARDL equations specified by dialog to fail if lowercase specification is used. Added 'movetitle' and 'setlabel' procs to geomap. Added 'position' option to the legend proc in geomaps, eviews 11. Fix for custom colormap command capture. Added 'None' label type to geomaps. Fixed incorrect text postions in geomaps. Fixed alloverlimo.usop crash if the window was not open. Changed geomap default title behavior. Fixed issue with interpreting of date format strings containing weekday name specifiers. Fix for incorrect shapefile fill colors when shapes are linked to numeric series. Fixed possible painting issues when painting to an internal bitmap. Fixed a bug that inadvertently allowed the historical decomp view on mixed frequency VARs. Changed university edition license registration behavior. Fix for possible X13 crash. Fixed error when local workfiles access cloud databases. Made copy consistent with import when destination page has same freq. Fix for missing cloud files which had upper cased extensions. Fixed quote bug in Oracle ODBC statements. Fix for incomplete CEIC error messages. Fix for ignored cells when reading xlsx files, eviews 11. Fixed issue with misaligned dates when using x Updated copy operation to allow expansion of panel data to be either repeat sum or repeat average. Fixed bug in fetching undated series from edx databases, eviews 11. MoveReg fixes. Fix for multigraph size issue with graphs containing rotated text objects. Updated messages from SDMX databases. Fixed EdxBEA database issue where error is reported with unsorted series data. Fix for possible excel crash when reading a malformed xlsx file.

February,

Removed license warning dialog for univ edition. Fixed bug when getting an R object named C or RESID caused a crash. Updated XPACKAGE to be more likely to succeed with lib paths and repos urls. Fix for output series save for filtered states in statespace estimation. Change to reported sample in VAR exclusion tests. Improved dimension calculations for rotated graph text objects. Improved determinism of BVAR forecasts under threading. Fix for missing forecast in the movereg seasonally adjusted forecast series. Fix for extraneous "Unable to load a printer driver" error. Fix for incorrect placement of graph text objects. Changed graph text object selection behavior. Fix movereg seasonal adjustment to accept the sa= option. Change residual correlogram to display adjusted sample. Changed BVAR historical decomposition to use empirical residual covariance matrix. Improved dialog handling for ARDL. Improved function naming for the previous ARDL Eviews 11 fix. Fix for model eviews 11 triggered by a particular sequence of view and proc choices. Updated unzip methods to not depend on current directory. Fixed bug with some database fetches series which contained observations on 12/31/

January,

Fixed Excel Add In "EViews improperly installed" error for Office bit users. Disabled the creation of oleobjects for Mac versions. Fix for a crash caused by running "do "blah".label(c)". Fix for reading and writing Dragon Ball Z Kakarot Game Free Download Torrent containing more than series. Updated "EViews improperly installed" message to include machine id. Fixed performance issue when closing a large workfile that used in a program with a lot of variables, eviews 11. Fix for reading xlsx files which do not specify the data range (non-Excel created files) for Mac builds.

December,

Fix for out of memory issue introduced in previous R created XLSX fix. Added support for old color format string in graphs. Fix to immediately empty the clipboard when copying from tables. Fixed incorrect command capture when setting number formats. Fixed database object preview crash with objects containing too many attributes. Fixed missing coefficients in the forecast representation form of equations containing PDL and ARMA terms. Fix for crash when switching views in the duplicate view, eviews 11. Updated @tablenames to support URL filenames. Changed frequency display issues in database windows. Improved database frequency detection. Fix for model selection view in smooth threshold regression. Fix for missing bmp in popup for formulas. Fix for command capture for panel median plus std dev and eviews 11 mean plus quantiles graphs. Fix to read R created xlsx files.

November,

Fixed issue with equations objects containing coefficients with spaces when added to models. Added new WINMAXIMIZE, WINMINIMIZE, WINRESTORE, and WINNORMAL commands. Added new options to SHOW command. Fix for graph issue in intraday workfiles that has a sample smaller than a day. Fix for kalman filter contemporaneous updates for output of saved series. Fixed bug in latex file save eviews 11 checkbox. NVIDIA NVIDIA GeForce RTX 2060 SUPER Drivers for tables written to PDF ignoring custom NA strings, eviews 11. Fixed enet bugs in null deviance calc and rng. Fix to a bug that allowed ARDL specifications with non-positive lags, eviews 11. Fix for EdxBEA issue where parameters failed to be displayed after user Resharper mac Archives a dataset.

October, eviews 11,

Updated REGCOMPONENTS to register OLEDB and EDX components, eviews 11. Updated SUPPORTINFO to display component registration information. Fix for logl iteration control labeling. Minor tweak to model solver to solve particular EV10 models. Fixed crash triggered Adobe Acrobat 7 Professional crack serial keygen having multiple syntax errors in an EViews program and setmaxerrs greater than one. Fixed bug in the model object's Scenario View when a scenario also eviews 11 exclusions. Fixed issue where a previewed database series PicPick 5.1.8 Professional Full Version in the workfile frequency eviews 11 of its native frequency. Fixed incorrect proc name for series forecast evaluation. Fix SDMX-ML database bug where files that contained duplicate values were failing to be read.

September,

Fix for an issue with VAR estimate dialog not initializing properly. Fix for VEC dialog crash when reentering data after error. Fix for a crash when user specified over sample date pairs. Fix for SDMX-ML database issue where data files from OECD and BIS were failing to load. Fixed state space I/O bug. Fixed concurrent use license bug. Fixed Matpack _scale(DblVector, double) bug. Fixed issue with incorrect program line numbers reported in errors. Fixed import panel bug. Re-sorted output from wlookup. Fix for a crash for SDMX-ML databases caused by very long series names. Fixed SDMX-ML database read bug. Fixed WorldBank Edx database UI bug. Fixed Python date handling bug, eviews 11. Improved error checking and behavior for VARs with negative and no lags. Fixed pandas bug when talking to Python 2. Fix initialization bug in switching equation dialog, eviews 11. Fixes to additional VAR spec handling routines. Fixed import/copy bug when destination is hourly for daily 5. Fixes for estimation of VAR object corner case with zero lags.

August,

Fix for bug with Worldbank Edx failing to retreive all datasources. Fix for bug that prevented BVAR forecasts of only 1 period. Fixed issue with movereg not reading the entire input file. Added support to table.@colwidth to accept alphabetic columns. Added table members @rowheight and @colwidth, eviews 11. Added setzoom proc to spools. Added support for specifying graph colors without '@rgb' for backwards compatibilty. Allow singular determinants in U-MIDAS VAR estimation. Fix for bug that prevented exogenous variables entering a mixed frequency VAR by dialog. Fix for issue with FRED EDX where fetch was failing in some systems. For SDMX-ML databases changed the name of the series to include the series attributes. Fix for a bug with SDMX-ML databases where an error was reported when files contained quarterly data. Fixed issue with writing series to Aremos files.

July,

Added retry workaround for FRED gateway timeout issues Fix for issue where VARs estimated in older versions of EViews may crash when opened in EViews Updated table command capture for setwidth to return just column range as an option, setheight to return just row range as option. Added more command capture support for tables. Fix for issue where VARs estimated in older versions of EViews may crash when opened in EViews Fix for bug where EViews would no longer recognize certain subexpressions. Improved implementation @elem2 function. Added @hilo and @lohi data members to series. Fix for missing browse button in SDMX-ML databases, eviews 11. Fix for group workfile load failure. Fix for network printers not appearing in the printer list. Fix for issue with SDMX databases not displaying the attribute value. Removed Eviews 11 and Datastream databases. Fix for a bug that caused VAR forecast of auto-series to evaluate wrong series values. Fixed a crash caused by excessive eviews 11 usage in some compiled expressions. Added missing short names of down freq conversion methods (reverse order). Fix for a bug where EViews was crashing when previewing database objects. Fix for a bug where complex workfiles using freq conversion based on a single indicator was taking too long to open. Fixed crash when previewing database objects. Fixed SDMX_ML database issue non-responsive 'browse path' button. Fix for ARDL displaying incorrect cointegrating equation, eviews 11. Fixed high frequency NA handling issue in Bayesian mixed frequency VARs. Fixed issue in group members view displaying an error when trying to add a series to the group. Fixed principal component score matrix not being created from matrix proc. Fix for bug with two different fetch loops in a program causing a crash. IObit Uninstaller Pro 14.5.0 Crack With License Key 2021 Free for issue with tables not always printing in color. Fixed incorrect cmd capture for single range colormaps and alloverlimo.ust with angles. Improved handling of NAs in mixed frequency VARs.

June,

Fix for a crash when UseSmartRefresh was turned off and workfile was opened. Added option to alloverlimo.uslcolor to color every other line. Fixed issue with SVARs and BVARs to converge to incorrect solutions. Fixed issue with workfiles using extraneous eviews 11. Fix for 'Push' button not appearing after linking an OLE object. Added support for alt+left, alt+right, back and next mouse buttons to graph carousel, wf windows, and spools. Fixed issue with series::stl proc to sometimes eviews 11 its forclen option. Changed the tab order in the insert/delete row table dialog. Fixed issue with copy(c=first) match merge operation in undated workfiles. Added xbutton support to graphs. Added next and back button to multi graphs in carousel mode. Fixed occasional crash in the system estimation dialog. Added support for rotating graph text objects. Removed color control from spool font dialogs. Fixed issue with spools loading incorrect button bar when in edit mode. Fix for SDMX databases where the decimal separator for numeric values is always a period ("."). Fixed crash when closing workfile with model in it. Added LU decomposition function @lu. Fix for a an issue with SDMX ECB database not displaying all available datasets. Fix for missing table color dialog title.

May,

Fix for crash with objects using auto series in colormaps. Fix for new window locations when command window was docked to the eviews 11. Fixed geomap linking and dialog issues when specifiying invalid color series. Fix for bug where EViews was holding onto database file handles even after a call to CLOSE database. Fixed issue with incorrect time offset identification when analyzing date strings. Updated default NA fill colors in the tables, eviews 11. Fixed issue with missing labels in bar graphs, eviews 11. Fix for printer settings not being saved. Fixed program snapshot window crash, eviews 11. Fix for Excel add-in bug when used by Excel bit. Added a "noerr" option to alloverlimo.usio. Added @val(row,col) data member to tables. Relaxed restrictions on BVARs with autoseries. Fix possible tabplace() crash. Fixed issue with printer redirection. Fix for bug with FIML initialization. Fix for crash when assigning a variable to a non-existing table cell. Added ability to search by attribute in @wlookup. Added new functions @attrvals, @attrnames, @wfattrvals, and @wfattrnames. Fixed geomap crash when a series was selected but a map attribute was not, eviews 11. Fix for a crash related to MergeAttributes. Fix for a bug where exporting a database object to a workfile as a link did not present save dialog. Improvement to computation of new @RMSE equation data member. Fix display of new RMSE statistic. Fix for table cell assignment to maintain cell type. Fix to funcoef breaking reestimation of equations with kernel options. Fix for TeX table widths with adjacent empty cells. Fix for a bug with BVAR copy. Fix initialization of covariances for regularization estimation. Fix for a refresh crash when workfile is first loaded. Fix for ETS smoothing not outputting certain graphs. Fix for ETS smoothing output. Fix for objects not being searchable. Added support for search by attribute to @wlookup. Added new @mse function for mean-square-error. Disabled VAR forecast dialog. Updated python support libraries for issues with shortnames. Added support for Python Added @dbname function. Fixed for graph dialog combo boxes on high res monitors. Cleaned up EdxSDMX library. Modified About dialog to keep refresh/expiration dates visible. Added bvar, switchvar and mfvar global commands, eviews 11. Removed erroneous mfvar global command. Added forecasting for non-Bayesian Mixed Frequency VARs. Fix for PDF output when saving seasonal graphs. Fix for 'alloverlimo.usm defaults()' eviews 11 changing axis assignments. Regularization allow number of variables eviews 11 exceed number of observations. Fix crash in VECM AR roots display. Fix to bvar glp forecasts. Added 'autocrop' proc to geomaps. Disable forecasts and models for functional coefficient estimation. Fix for geomap output. Fix for crash when applying colormap to groups, eviews 11. Added improved functionality to rmvnorm(). Fix for incorrect fill colors in duplicates view. Added wildcard (*) support for Census Edx database. Fixed for possible memory leaks in system objects, eviews 11. Improved error reporting in programs. Added line number program errors. Fix DirectedGraph copy crash. Fixed copy issues with geomaps and DirectedGraphs. Added funtionality to mtos(). Fix to allow equations with only PDL terms. Added ability to copy geomaps. Added ability for @rmvnorm() and rmvnorm() to perform multiple draws. Changed available printer list. Added path to x and eviews 11 error messages. Improved command explorer show/hide behavior, eviews 11. Improved @wread functionality. Fixed attribute row name bug when importing CSV/TEXT files.

April,

Modified rowplace() and colplace() syntax. Fix for object preview appearance on high-res monitors. Seasonal unit root fix for Canova-Hansen table output. Fix for incorrect proportions when saving geomaps to disk. Initialized geomap default color to white. Fix for graph sizer calculations. Fix copy from db bug with long file name and *. Fix 'help' command to auto determine global commands and operators. Fix for ‘import’ with an untitled workfile open bug. Added 'show command explorer' menu item. Fix for incorrect popup location on high-res monitors. Fix for wide line number window on high-res monitors. Fix for graph sample sizer dimensions on high resolution monitors. Tied command explorer font to global editor font. Fix for incorrect column widths in the database registry dialog on high-res monitors. Fix for possible default small message font size. Fix for incorrect line colors in graphs. Fix for crash when including seasonal ARMA terms in automatic ARMA forecasting. Better labeling for omitted variables test. Added fan charts to mean graphs. Turned off labelling of an NA filled series in quantile fan chart. Fixed labeling of null hypothesis for redundant variables tests. Updated shapefile proc names. Added the new EV11 functions to command explorer. Fix for 'type=' not working table setfillcolor and settextcolor when using colormaps, eviews 11. Added misc operators and functions to command explorer. Fix for inablilty to fetch series which do not specify a frequency in Bloomberg databases.

Источник: [alloverlimo.us]

EViews 11

Thank you for your purchase of EViews You may download the EViews 11 Full Installer using one of the four links provided below. You may choose between Windows bit, Windows bit, or both (you can have both installed on the same bit machine using the same serial number).

You will be provided with a character EViews serial number (beginning eviews 11 the characters “11”) as part of your purchase. It may take up to two business days after your purchase for you to receive a serial number.

Before running the installer, you should make certain that you have this number at hand since you must enter it as part of the installation procedure and as part of product activation/registration.

To download the EViews 11 installer, click on one of the following links.

Windows bit Download Site 1:

MD5 Checksum:dcf91ccddab52e22dcd3a
File size:M

Windows bit Download Site 2:

MD5 Checksum:dcf91ccddab52e22dcd3a
File size:M

Windows bit Download Site 1:

MD5 Checksum:bbedbaf43feafc96dbaa
File size:M

Windows bit Download Site 2:

MD5 Checksum:bbedbaf43feafc96dbaa
File size:M

Complete installation and registration instructions may be found in our EViews 11 Getting Started document.

EViews 10 installers

EViews 10+ Full Installers can be found in our EViews 10 download page.

Источник: [alloverlimo.us]
eviews 11

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EViews 11

Thank you for your purchase of EViews You may download the EViews 11 Full Installer using one of the four links provided below. You may choose between Windows bit, Windows bit, or both (you can have both installed on the same bit machine using the same serial number).

You will be provided with a character EViews serial number (beginning with the characters “11”) as part of your purchase. It may take up to two business days after your purchase for you to receive a serial number.

Before running the installer, you should make certain that you have this number at hand since you must enter it as part of the installation procedure and as part of product activation/registration.

To download the EViews 11 installer, click on one of the following links.

Windows bit Download Site 1:

MD5 Checksum:dcf91ccddab52e22dcd3a
File size:M

Windows bit Download Site 2:

MD5 Checksum:dcf91ccddab52e22dcd3a
File size:M

Windows bit Download Site 1:

MD5 Checksum:bbedbaf43feafc96dbaa
File size:M

Windows bit Download Site 2:

MD5 Checksum:bbedbaf43feafc96dbaa
File size:M

Complete installation and registration instructions may be found in our EViews 11 Getting Started document.

EViews 10 installers

EViews 10+ Full Installers can be found in our EViews 10 download page.

Источник: [alloverlimo.us]

EViews 11 Feature List

EViews offers a extensive array of powerful features for data handling, statistics and econometric analysis, forecasting and simulation, data presentation, and programming. While we can't possibly list everything, the following list offers a glimpse at the important EViews features:

Basic Data Handling

  • Numeric, alphanumeric (string), and date series; value labels.
  • Extensive library of operators and statistical, mathematical, date and string functions.
  • Powerful language for expression handling and transforming existing data using operators and functions.
  • Samples and sample objects facilitate processing on subsets of data.
  • Support for complex data structures including regular dated data, irregular dated data, cross-section data with observation identifiers, dated, and undated panel data.
  • Multi-page workfiles.
  • EViews native, disk-based databases provide powerful query features and integration with EViews workfiles.
  • Convert data between EViews and various spreadsheet, statistical, and database formats, including (but not limited to): Microsoft Access® and Excel® files (including .XSLX and .XLSM), Gauss
    Dataset files, SAS® Transport files, SPSS native and portable files, Stata
    files, Tableau®, raw formatted ASCII text or binary files, HTML, or ODBC databases
    and queries (ODBC support is provided only in the Enterprise Edition).
  • OLE support for linking EViews output, including tables and graphs, to other packages, including Microsoft Excel®, Word® and Powerpoint®.
  • OLEDB support for reading EViews workfiles and databases using OLEDB-aware clients or custom programs.
  • Support for FRED® (Federal Reserve Economic Data), World Bank, NOAA, US Census, US BEA, US BLS, ECB SDMX, IMF SDMX, UN SDMX and EuroStat databases.
  • Enterprise Edition support for Global Insight DRIPro and DRIBase, Haver Analytics® DLX®, FAME, EcoWin, Bloomberg®, EIA®, CEIC®®, Datastream®, FactSet, and Moody’s alloverlimo.us databases
  • The EViews Microsoft Excel® Add-in allows you to link or import data from EViews workfiles and databases from within Excel.
  • Drag-and-drop support for reading data; simply drop files into EViews for automatic conversion and linking of foreign data and metadata into EViews workfile format.
  • Powerful tools for creating new workfile pages from values and dates in existing series.
  • Match merge, join, append, subset, resize, sort, and reshape (stack and unstack) workfiles.
  • Easy-to-use automatic frequency conversion when copying or linking data between pages of different frequency.
  • Frequency conversion and match merging support dynamic updating whenever underlying data change.
  • Auto-updating formula series that are automatically recalculated whenever underlying data change.
  • Easy-to-use frequency conversion: simply copy or link data between pages of different frequency.
  • Tools for resampling and random number generation for simulation. Random number generation for 18 different distribution functions using three different random number generators.
  • Support for cloud drive access, allowing you to open and save file directly to Dropbox, OneDrive, Google Drive and Box accounts.

Time Series Data Handling

  • Integrated support for handling dates and time series data (both regular and irregular).
  • Support for common regular frequency data (Annual, Semi-annual, Quarterly, Monthly, Bimonthly, Fortnight, Ten-day, Weekly, Daily - 5 day week, Daily - 7 day week).
  • Support for high-frequency (intraday) data, allowing for hours, minutes, and seconds frequencies. In addition, there are a number of less commonly encountered regular frequencies, including Multi-year, Bimonthly, Fortnight, Ten-Day, and Daily with an arbitrary range of days of the week.
  • Specialized time series functions and operators: lags, differences, log-differences, moving averages, etc.
  • Frequency conversion: various high-to-low and low-to-high methods.
  • Exponential smoothing: single, double, Holt-Winters, and ETS smoothing.
  • Built-in tools for whitening regression.
  • Hodrick-Prescott filtering.
  • Band-pass (frequency) filtering: Baxter-King, Christiano-Fitzgerald fixed length and full sample asymmetric filters.
  • Seasonal adjustment: Census X, STL Decomposition, MoveReg, XARIMA, Tramo/Seats, moving average.
  • Interpolation to fill in missing values within a series: Linear, Log-Linear, Catmull-Rom Spline, Cardinal Spline.

Statistics

Basic

  • Basic data summaries; by-group summaries.
  • Tests of equality: t-tests, ANOVA (balanced and unbalanced, with or without heteroskedastic variances.), Wilcoxon, Mann-Whitney, Median Chi-square, Kruskal-Wallis, van der Waerden, F-test, Siegel-Tukey, Bartlett, Levene, Brown-Forsythe.
  • One-way tabulation; cross-tabulation with measures of association (Phi Coefficient, Cramer’s V, Contingency Coefficient) and independence testing (Pearson Chi-Square, Likelihood Ratio G^2).
  • Covariance and correlation analysis including Pearson, Spearman rank-order, Kendall’s tau-a and tau-b and partial analysis.
  • Principal components analysis including scree plots, biplots and loading plots, and weighted component score calculations.
  • Factor analysis allowing computation of measures of association (including covariance and correlation), uniqueness estimates, factor loading estimates and factor scores, as well as performing estimation diagnostics and factor rotation using one of over 30 different orthogonal and oblique methods.
  • Empirical Distribution Function (EDF) Tests for the Normal, Exponential, Extreme value, Logistic, Chi-square, Weibull, or Gamma distributions (Kolmogorov-Smirnov, Lilliefors, Cramer-von Mises, Anderson-Darling, Watson).
  • Histograms, Frequency Polygons, Edge Frequency Polygons, Average Shifted Histograms, CDF-survivor-quantile, Quantile-Quantile, kernel density, fitted theoretical distributions, boxplots.
  • Scatterplots with parametric and non-parametric regression lines (LOWESS, local polynomial), kernel regression (Nadaraya-Watson, local linear, local polynomial)., or confidence ellipses.

Time Series

  • Autocorrelation, partial autocorrelation, cross-correlation, Q-statistics.
  • Granger causality tests, including panel Granger causality.
  • Unit root tests: Augmented Dickey-Fuller, GLS transformed Dickey-Fuller, Phillips-Perron, KPSS, Eliot-Richardson-Stock Point Optimal, Ng-Perron, as well as tests for unit roots with breakpoints, and seasonal unit root tests.
  • Cointegration tests: Johansen, Engle-Granger, Phillips-Ouliaris, Park added variables, and Hansen stability.
  • Independence tests: Brock, Dechert, Scheinkman and LeBaron
  • Variance ratio tests: Lo and MacKinlay, Kim wild bootstrap, Wright's rank, rank-score and sign-tests. Wald and multiple comparison variance ratio tests (Richardson and Smith, Chow and Denning).
  • Long-run variance and covariance calculation: symmetric or or one-sided long-run covariances using nonparametric kernel (Newey-West , Andrews ), parametric VARHAC (Den Haan and Levin ), and prewhitened kernel (Andrews and Monahan ) methods. In addition, EViews supports Andrews () and Newey-West () automatic bandwidth selection methods for kernel estimators, and information criteria based lag length selection methods for VARHAC and prewhitening estimation.

Panel and Pool

  • By-group and by-period statistics and testing.
  • Unit root tests: Levin-Lin-Chu, Breitung, Im-Pesaran-Shin, Fisher, Hadri.
  • Cointegration tests: Pedroni, Kao, Maddala and Wu.
  • Panel within series covariances and principal components.
  • Dumitrescu-Hurlin () panel causality tests.
  • Cross-section dependence tests.

Estimation

Regression

  • Linear and nonlinear ordinary least squares (multiple regression).
  • Linear regression with PDLs on any number of independent variables.
  • Robust regression.
  • Analytic derivatives for nonlinear estimation.
  • Weighted least squares.
  • White and other heteroskedasticity consistent, and Newey-West robust standard errors. HAC standard errors may be computed using nonparametric kernel, parametric VARHAC, and prewhitened kernel methods, and allow for Andrews and Newey-West automatic bandwidth selection methods for kernel estimators, and information criteria based lag length selection methods for VARHAC and prewhitening estimation.
  • Clustered standard errors.
  • Linear quantile regression and least absolute deviations (LAD), including both Huber’s Sandwich and bootstrapping covariance calculations.
  • Stepwise regression with seven different selection procedures.
  • Threshold regression including TAR and SETAR, and smooth threshold regression including STAR.
  • ARDL estimation, including the Bounds Test approach to cointegration.
  • Elastic net, ridge regression and LASSO estimation.
  • Functional coefficient estimation.

ARMA and ARMAX

  • Linear models with autoregressive moving average, seasonal autoregressive, and seasonal moving average errors.
  • Nonlinear models with AR and SAR specifications.
  • Estimation using the backcasting method of Box and Jenkins, conditional least squares, ML or GLS.
  • Fractionally integrated ARFIMA models.

Instrumental Variables and GMM

  • Linear and nonlinear two-stage least squares/instrumental variables (2SLS/IV) and Generalized Method of Moments (GMM) estimation.
  • Linear and nonlinear 2SLS/IV estimation with AR and SAR errors.
  • Limited Information Maximum Likelihood (LIML) and K-class estimation.
  • Wide range of GMM weighting matrix specifications (White, HAC, User-provided) with control over weight matrix iteration.
  • GMM estimation options include continuously updating estimation (CUE), and a host of new standard error options, including Windmeijer standard errors.
  • IV/GMM specific diagnostics include Instrument Orthogonality Test, a Regressor Endogeneity Test, a Weak Instrument Test, and a GMM specific breakpoint test.

ARCH/GARCH

  • GARCH(p,q), EGARCH, TARCH, Component GARCH, Power ARCH, Integrated GARCH.
  • The linear or nonlinear mean equation may include ARCH and ARMA terms; both the mean and variance equations allow for exogenous variables.
  • Normal, Student’s t, and Generalized Error Distributions.
  • Bollerslev-Wooldridge robust standard errors.
  • In- and out-of sample forecasts of the conditional variance and mean, and permanent components.

Limited Dependent Variable Models

  • Binary Logit, Probit, and Gompit (Extreme Value).
  • Ordered Logit, Probit, and Gompit (Extreme Value).
  • Censored and truncated models with normal, logistic, and extreme value errors (Tobit, etc.).
  • Count models with Poisson, negative binomial, and quasi-maximum likelihood (QML) specifications.
  • Heckman Selection models.
  • Huber/White robust standard errors.
  • Count models support generalized linear model or QML standard errors.
  • Hosmer-Lemeshow and Andrews Goodness-of-Fit testing for binary models.
  • Easily save results (including generalized residuals and gradients) to new EViews objects for further analysis.
  • General GLM estimation engine may be used to estimate several of these models, with the option to include robust covariances.

Panel Data/Pooled Time Series, Cross-Sectional Data

  • Linear and nonlinear estimation with additive cross-section and period fixed or random effects.
  • Choice of quadratic unbiased estimators (QUEs) for component variances in random effects models: Swamy-Arora, Wallace-Hussain, Wansbeek-Kapteyn.
  • 2SLS/IV estimation with cross-section and period fixed or random effects.
  • Estimation with AR errors using nonlinear least squares on a transformed specification
  • Generalized least squares, generalized 2SLS/IV estimation, GMM estimation allowing for cross-section or period heteroskedastic and correlated specifications.
  • Linear dynamic panel data estimation using first differences or orthogonal deviations with period-specific predetermined instruments (Arellano-Bond).
  • Panel serial correlation tests (Arellano-Bond).
  • Robust standard error calculations include seven types of robust White and Panel-corrected standard errors (PCSE).
  • Testing of coefficient restrictions, omitted and redundant variables, Hausman test for correlated random effects.
  • Panel unit root tests: Levin-Lin-Chu, Breitung, Im-Pesaran-Shin, Fisher-type tests using ADF and PP tests (Maddala-Wu, Choi), Hadri.
  • Panel cointegration estimation: Fully Modified OLS (FMOLS, Pedroni ) or Dynamic Ordinary Least Squares (DOLS, Kao and Chaing , Mark and Sul ).
  • Pooled Mean Group (PMG) estimation.

Generalized Linear Models

  • Normal, Poisson, Binomial, Negative Binomial, Gamma, Inverse Gaussian, Exponential Mena, Power Mean, Binomial Squared families.
  • Identity, log, log-complement, logit, probit, log-log, complimentary log-log, inverse, power, power odds ratio, Box-Cox, Box-Cox odds ratio link functions.
  • Prior variance and frequency weighting.
  • Fixed, Pearson Chi-Sq, deviance, and user-specified dispersion specifications. Support for QML estimation and testing.
  • Quadratic Hill Climbing, Newton-Raphson, IRLS - Fisher Scoring, and BHHH estimation algorithms.
  • Ordinary coefficient covariances computed using expected or observed Hessian or the outer product of the gradients. Robust covariance estimates using GLM, HAC, or Huber/White methods.

Single Equation Cointegrating Regression

  • Support for three fully efficient estimation methods, Fully Modified OLS (Phillips and Hansen ), Canonical Cointegrating Regression (Park ), and Dynamic OLS (Saikkonen , Stock and Watson
  • Engle and Granger () and Phillips and Ouliaris () residual-based tests, Hansen's (b) instability test, and Park's () added variables test.
  • Flexible specification of the trend and deterministic regressors in the equation and cointegrating regressors specification.
  • Fully featured estimation of long-run variances for FMOLS and CCR.
  • Automatic or fixed lag selection for DOLS lags and leads and for long-run variance whitening regression.
  • Rescaled OLS and robust standard error calculations for DOLS.

User-specified Maximum Likelihood

  • Use standard EViews series expressions to describe the log likelihood contributions.
  • Examples for multinomial and conditional logit, Box-Cox transformation models, disequilibrium switching models, probit models with heteroskedastic errors, nested logit, Heckman sample selection, and Weibull hazard models.

Systems of Equations

Basic

  • Linear and nonlinear estimation.
  • Least squares, 2SLS, equation weighted estimation, Seemingly Unrelated Regression, and Three-Stage Least Squares.
  • GMM with White and HAC weighting matrices.
  • AR estimation using nonlinear least squares on a transformed specification.
  • Full Information Maximum Likelihood (FIML).

VAR/VEC

  • Estimate structural factorizations in VARs by imposing short- or long-run restrictions, or both.
  • Bayesian VARs, with Bayesian sampling of forecasts and impulse responses.
  • Mixed frequency VARs.
  • Markov Switching VARs.
  • Impulse response functions in various tabular and graphical formats with standard errors calculated analytically or by Monte Carlo methods.
  • Impulse response shocks computed from Cholesky factorization, one-unit or one-standard deviation residuals (ignoring correlations), generalized impulses, structural factorization, or a user-specified vector/matrix form.
  • Historical decomposition of standard VAR models.
  • Impose and test linear restrictions on the cointegrating relations and/or adjustment coefficients in VEC models.
  • View or generate cointegrating relations from estimated VEC models.
  • Extensive diagnostics including: Granger causality tests, joint lag exclusion tests, lag length criteria evaluation, correlograms, autocorrelation, normality and heteroskedasticity testing, cointegration testing, other multivariate diagnostics.

Multivariate ARCH

  • Conditional Constant Correlation (p,q), Diagonal VECH (p,q), Diagonal BEKK (p,q), with asymmetric terms.
  • Extensive parameterization choice for the Diagonal VECH's coefficient matrix.
  • Exogenous variables allowed in the mean and variance equations; nonlinear and AR terms allowed in the mean equations.
  • Bollerslev-Wooldridge robust standard errors.
  • Normal or Student's t multivariate error distribution
  • A choice of analytic or (fast or slow) numeric derivatives. (Analytics derivatives not available for some complex models.)
  • Generate covariance, variance, or correlation in various tabular and graphical formats from estimated ARCH models.

State Space

  • Kalman filter algorithm for estimating user-specified single- and multiequation structural models.
  • Exogenous variables in the state equation and fully parameterized variance specifications.
  • Generate one-step ahead, filtered, or smoothed signals, states, and errors.
  • Examples include time-varying parameter, multivariate ARMA, and quasilikelihood stochastic volatility models.

Testing and Evaluation

  • Actual, fitted, residual plots.
  • Wald tests for linear and nonlinear coefficient restrictions; confidence ellipses showing the joint confidence region of any two functions of estimated parameters.
  • Other coefficient diagnostics: standardized coefficients and coefficient elasticities, confidence intervals, variance inflation factors, coefficient variance decompositions.
  • Omitted and redundant variables LR tests, residual and squared residual correlograms and Q-statistics, residual serial correlation and ARCH LM tests.
  • White, Breusch-Pagan, Godfrey, Harvey and Glejser heteroskedasticity tests.
  • Stability diagnostics: Chow breakpoint and forecast tests, Quandt-Andrews unknown breakpoint test, Bai-Perron breakpoint tests, Ramsey RESET tests, OLS recursive estimation, influence statistics, leverage plots.
  • ARMA equation diagnostics: graphs or tables of the inverse roots of the AR and/or MA characteristic polynomial, compare the theoretical (estimated) autocorrelation pattern with the actual correlation pattern for the structural residuals, display the ARMA impulse response to an innovation shock and the ARMA frequency spectrum.
  • Easily save results (coefficients, coefficient covariance matrices, residuals, gradients, etc.) to EViews objects for further analysis.
  • See also Estimation and Systems of Equations for additional specialized testing procedures.

Forecasting and Simulation

  • In- or out-of-sample static or dynamic forecasting from estimated equation objects with calculation of the standard error of the forecast.
  • Forecast graphs and in-sample forecast evaluation: RMSE, MAE, MAPE, Theil Inequality Coefficient and proportions
  • State-of-the-art model building tools for multiple equation forecasting and multivariate simulation.
  • Model equations may be entered in text or as links for automatic updating on re-estimation.
  • Display dependency structure or endogenous and exogenous variables of your equations.
  • Gauss-Seidel, Broyden and Newton model solvers for non-stochastic and stochastic simulation. Non-stochastic forward solution solve for model consistent expectations. Stochasitc simulation can use bootstrapped residuals.
  • Solve control problems so that endogenous variable achieves a user-specified target.
  • Sophisticated equation normalization, add factor and override support.
  • Manage and compare multiple solution scenarios involving various sets of assumptions.
  • Built-in model views and procedures display simulation results in graphical or tabular form.

Graphs, Tables and Maps

  • Line, dot plot, area, bar, spike, seasonal, pie, xy-line, scatterplots, bubbleplots, boxplots, error bar, high-low-open-close, and area band.
  • Powerful, easy-to-use categorical and summary graphs.
  • Auto-updating graphs which update as underlying data change.
  • Observation info and value display when you hover the cursor over a point in the graph.
  • Histograms, average shifted historgrams, frequency polyons, edge frequency polygons, boxplots, kernel density, fitted theoretical distributions, boxplots, CDF, survivor, quantile, quantile-quantile.
  • Scatterplots with any combination parametric and nonparametric kernel (Nadaraya-Watson, local linear, local polynomial) and nearest neighbor (LOWESS) regression lines, or confidence ellipses.
  • Interactive point-and-click or command-based customization.
  • Extensive customization of graph background, frame, legends, axes, scaling, lines, symbols, text, shading, fading, with improved graph template features.
  • Table customization with control over cell font face, size, and color, cell background color and borders, merging, and annotation.
  • Copy-and-paste graphs into other Windows applications, or save graphs as Windows regular or enhanced metafiles, encapsulated PostScript files, bitmaps, GIFs, PNGs or JPGs.
  • Copy-and-paste tables to another application or save to an RTF, HTML, LaTeX, PDF, or text file.
  • Manage graphs and tables together in a spool object that lets you display multiple results and analyses in one object.
  • Open geographical map ShapeFiles and tie the regions to data in your EViews workfile, allowing coloring and labelling of those regions by data.

Commands and Programming

  • Object-oriented command language provides access to menu items.
  • Batch execution of commands in program files.
  • Looping and condition branching, subroutine, and macro processing.
  • String and string vector objects for string processing. Extensive library of string and string list functions.
  • Extensive matrix support: matrix manipulation, multiplication, inversion, Kronecker products, eigenvalue solution, and singular value decomposition.

External Interface and Add-Ins

  • EViews COM automation server support so that external programs or scripts can launch or control EViews, transfer data, and execute EViews commands.
  • EViews offers integration with MATLAB®, R and Python, so that EViews may be used to launch or control these applications, transfer data, or execute commands.
  • The EViews Microsoft Excel® Add-in offers a simple interface for fetching and linking from within Microsoft Excel® ( and later) to series and matrix objects stored in EViews workfiles and databases.
  • The EViews Add-ins infrastructure offers seamless access to user-defined programs using the standard EViews command, menu, and object interface.
  • Download and install predefined Add-ins from the EViews website.
Источник: [alloverlimo.us]

Commercial EViews 12 Single-User Pricing1

All Single-User Licenses of EViews 12 come with complete documentation provided in PDF format, including EViews Illustrated by Richard Startz. Once EViews 12 has been purchased you will be sent an email with your serial number and a link to download the EViews 12 installer.

You may include one of our training options as part of your purchase. All training packages (including webinars) will receive a 20% discount when purchased with a new license of EViews.

Note that Single-User versions of EViews 12 may be purchased online via clicking on the links below, or visiting the EViews webstore. All other EViews products must be purchased by contacting our office.

Commercial - New LicenseStandard
EV12
Enterprise
EV12

Single-User License

$1, $2,
Commercial - Upgrade License

Upgrade from EViews 12 Standard

NA$

* Upgrade from EViews 1 – 11 Standard Edition

$ $1,

* Upgrade from EViews 1 – 11 Enterprise Edition

NA$


Single-User License

 

$

Upgrade from EViews 1 – EViews 11 Standard Edition or Enterprise Edition

 

$

To qualify for Single-User Academic License pricing, the licensee must be affiliated with an accredited and degree-granting institution. Faculty and students of academic institutions must provide current proof of academic affiliation.



EViews Standard and Enterprise Comparison

Reading/Importing Workfile LimitsStandardEnterprise
Observations/Series million million
Observation TotalsUnlimited¹Unlimited¹
Object TotalsUnlimited¹Unlimited¹
Workfile Page LimitUnlimited¹Unlimited¹
Saving/Exporting Workfile LimitsStandardEnterprise
Observations/Series million million
Observation TotalsUnlimited¹Unlimited¹
Objects TotalsUnlimited¹Unlimited¹
FeaturesStandardEnterprise
Database Support (Read/Write)YesYes
Third party data vendor*BasicPremium
Enterprise Database Extensions (EDX)NoYes
Enterprise Database Object Library (EDO)NoYes
ODBC Compliant DatabasesNoYes
EViews ProgramsYesYes
COMYesYes
Excel Add-inYesYes
EViews Add-insYesYes
User Defined ObjectsYesYes
Windows (MS)YesYes
OSX (Mac)NoNo
Length of UsePerpetualPerpetual
Model Equation LimitsUnlimited¹Unlimited¹
Requires internet connectionNoNo
Seasonal adjustmentYesYes
Copy & Pastetable, data, image, OLEtable, data, image, OLE

* EViews Enterprise allows for direct importing with premium data vendors. Some vendors require a paid subscription which is the end user’s responsibility.

Unlimited¹ ability to read/write Observation Totals and Object Totals is limited by your computer’s available memory.



1) Prices as of November 1st . Prices are subject to change without notice. Commercial pricing also applies to government agencies. Proof of current academic affiliation is required to qualify for academic pricing.

2) Multiple licenses/volume license pricing is available for new EViews purchases. Contact our office for details.

3) Note, students and faculty at academic institutions who have a current EViews site license are entitled to purchase their own Standalone License of the full versions of EViews at a greatly discounted price. For more details, and to find out if your institution has a current site license, contact sales@alloverlimo.us

4) The Enterprise Edition has all the features of the Standard Edition plus support for ODBC and support for proprietary data formats of commercial data and database vendors. Specifically support for ODBC (including Oracle, SQL Server and DB2), Datastream, EcoWin, FactSet, FAME  (local and server), IHS Global Insight, Bloomberg, CEIC, Haver Analytics, and Moody’s alloverlimo.us databases, as well as EDX and EDO support is only provided in EViews Enterprise Edition. Click for more details on EViews Enterprise Edition.

Источник: [alloverlimo.us]

EViews Student Version Lite Download

Thank you for your application for a copy of EViews Student Version Lite. You may download the Student Version program using one of the links provided below. You may choose between the Windows and Mac versions of the program.

You will require your character EViews serial number. If you have not yet requested a serial number you may do so on the request page.

Before running the installer, you should make certain that you have this number at hand since you must enter it as part of the installation procedure and as part of product activation/registration.

***The EViews Student Version Lite program will not run unless you provide a valid serial number***

Note that your license entitles you to use the Student Version program for two (2) years from the date of product activation/registration.

To download the Student Version installer, click on one of the following links.

1) Windows

Windows 1:

Windows 2:


 

2) Mac (OSX Catalina/ and Big Sur/):

If you are having problems downloading the EViews installer for Catalina or Big Sur, click here.

 

3) Mac (OSX Mojave/ and older)

Does not work with OSX codenamed 'Catalina' and x codenamed 'Big Sur'

If you are having problems downloading the EViews for Mojave and older installer, click here.

Complete installation and registration instructions may be found in the downloadable EViews Student Version Guide.

Please send any bugs, comments or suggestions to support@alloverlimo.us

Источник: [alloverlimo.us]

EViews 12 University Edition
for Windows and Mac - Catalina and newer


EViews University Edition has the same powerful econometric and analytical methods used in the EViews Enterprise Edition.

EViews University Edition is a modern econometric, statistics, and forecasting package that offers powerful analytical tools within a flexible, easy-to-use interface. With EViews&#; easy to use point-and-click graphical user interface, you can concentrate on using EViews without having to learn complicated command syntax or navigate through layers of menus. Thousands of universities, academic institutions, and professors worldwide are using EViews to teach econometrics and time-series analysis.

Using EViews, you can quickly and efficiently manage your data, perform econometric and statistical analysis, generate forecasts or model simulations, and produce high quality graphs and tables.

EViews University Edition is available for $

The license will expire after 6 months.

Only available for faculty and enrolled students.




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.

Teaching and learning econometrics is easier with EViews Student Version Lite. Download your free EViews Student Version Lite license.



There are many textbooks, publications, and resources available to help you learn econometrics using EViews. In addition, we have online videos about using EViews at EViews Tutorials center.

Note: Student Version Lite is only available for bit devices.



EViews University Edition and Student Version Lite Comparison

Reading/Importing Workfile LimitsUniversity
Edition
Academic
Single-User
Windows
Student
Version
Lite
Observations/Series4 million million1,
Observation TotalsUnlimited¹Unlimited¹15,
Object TotalsUnlimited¹Unlimited¹60
Workfile Page LimitUnlimited¹Unlimited¹3
Saving/Exporting Workfile LimitsUniversity EditionAcademic
Single-User
Windows
Student
Version
Lite
Observations/SeriesUnlimited¹Unlimited¹No²
Observation TotalsUnlimited¹Unlimited¹No²
Objects TotalsUnlimited¹Unlimited¹No²
FeaturesUniversity EditionAcademic
Single-User
Windows
Student
Version
Lite
Database Support (Read)YesYesYes
Database Support (Write)YesYesNo
Third party data vendor*Windows onlyYesFRED only
Enterprise Database Extensions (EDX)NoYesNo
Enterprise Database Object Library (EDO)YesYesNo
ODBC Compliant DatabasesNoYesNo
EViews ProgramsYesYesNo
COM AutomationNoYesNo
Excel Add-inNoYesNo
EViews Add-ins YesYesNo
User Defined Objects Yes YesNo
OSX (Mac)YesNoYes
Length of Use6 monthsIndefinite1 yr
Model Equation LimitsUnlimited¹Unlimited¹10
Requires internet connectionYes  *** No Yes  ***
X, X, X, and Tramo/Seats X seasonal adjustmentWindows onlyYesNo
Copy & Paste **table, data, imagetable, data, imageimage only

* EViews Enterprise allows for direct importing with premium data vendors (a paid subscription may be required). However, direct import is not available on a Mac device.

** University Edition installed on Mac devices will not support saving graphics to .PNG and .JPG formats, or using OLE during copy and paste operations.

*** Device must be connected to the internet once every 10 days.

Unlimited¹ ability to read/write Observation Totals and Object Totals is limited by your computer’s available memory.

No² - Student Version Lite does not allow saving of workfiles or exporting data to other software formats.

The University Edition features and limitations listed above do not apply to all previous releases of EViews Student Version.



License and Restrictions

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 bit operating system.

System Requirements for University Edition and Student Version Lite

 Windows (Microsoft)OSX (Mac)
CPUPentium or betterIntel or M1
Operating SystemWindows 10
Windows 8
Windows 7
Windows Vista
OS (Big Sur)
OS X (Catalina)

Memory MB MB
Disk Space MB MB

Источник: [alloverlimo.us]

EViews

Upgrade for a Single-User License from EViews

Highlights

  • Additional connectivity to new data sources (World Bank and Eurostat)
  • Automatic backup and data history system
  • New graph styles
  • Tableau integration
  • Improved R integration
  • Many new statistical and econometric features
  • Includes all features of EViews Standard Edition

Reasons to Buy

  • Quickly analyze time series, cross-section, and longitudinal data
  • Perform statistical/econometric analysis
  • Generate forecasts and model simulations
  • Produce presentation-quality graphs and tables

Please Note: You must provide an academic email address with your order. You will be emailed instructions to download and install EViews once your order is processed within one business day.

Tax is in included on all web store orders in the United States and Canada, without exception. If you are tax exempt in the United States or Canada, please email sales@alloverlimo.us Do not order from the web store.

Find out more details about EViews Enterprise.

Источник: [alloverlimo.us]

EViews

Highlights

  • Intuitive, Easy-to-Use Interface
  • Powerful Analytic Tools
  • Sophisticated Data Management
  • Presentation Quality Output
  • Traditional Command Line and Programming Interface
  • Allows connectivity to 3rd party data vendors, such as IHS, Bloomberg, EIA, Moody's, Datastream, Factset and more
  • Connect to your in-house databases with ODBC connectivity and EDX extensions

Reasons to Buy

  • Quickly analyze time series, cross-section, and longitudinal data
  • Perform statistical/econometric analysis
  • Generate forecasts and model simulations
  • Produce presentation-quality graphs and tables

Important: Your academic institution must have a current EViews Volume License to purchase a Standalone License. You must provide proof of current affiliation with an academic institution with a current EViews Volume License. Please e-mail sales@alloverlimo.us to to verify the status of your academic institution.

  • You must use an academic email address to order.
  • You will be emailed instructions to download and install EViews within one business day of your order.

Tax is in included on all web store orders in the United States and Canada, without exception. If you are tax exempt in the United States or Canada, please email to sales@alloverlimo.us Do not order from the web store.

Источник: [alloverlimo.us]

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