30 interview questions with answers on EViews (Econometric Views)

 Here are 30 interview questions with answers on EViews (Econometric Views) specifically used in finance research, categorized for clarity and ease of use in interviews or academic training:

🔹 A. Basics of EViews in Finance (1–10)

  1. What is EViews?
    EViews is an econometrics and statistical software used for time series analysis, forecasting, panel data analysis, and econometric modeling, especially in finance and economics.

  2. Which file formats are used in EViews?
    EViews uses .wf1 (workfile) for project files and can import Excel, CSV, text, and STATA files.

  3. What kind of data is used in EViews for finance research?
    Mostly time series, cross-sectional, and panel data like stock prices, returns, GDP, exchange rates, etc.

  4. Can EViews handle panel data?
    Yes, EViews supports panel data regression, including fixed effects, random effects, and dynamic panels.

  5. Why is EViews preferred in finance research?
    It provides advanced econometric modeling, macroeconomic forecasting, cointegration, and volatility modeling (GARCH) which are essential for financial research.

  6. What are the main types of variables used in EViews?

    • Series (time series or panel data)

    • Scalar

    • Matrix

    • String

  7. How do you import stock price data into EViews?
    Use File > Import > Read Text-Lotus-Excel, and ensure date format is correct.

  8. What is a workfile in EViews?
    It is the central file where your data, models, and output are stored and analyzed.

  9. How do you transform stock prices into returns in EViews?
    Use the genr command: genr return = 100*log(price/price(-1))

  10. Can EViews be used for hypothesis testing?
    Yes, using t-tests, F-tests, Wald tests, and Likelihood Ratio tests within regression outputs.

🔹 B. Econometric Techniques in Finance (11–20)

  1. How is regression analysis performed in EViews?
    Click on the dependent variable > Quick > Estimate Equation > Enter regression form.

  2. How do you interpret R-squared in EViews?
    It tells the percentage of variance in the dependent variable explained by independent variables.

  3. What is cointegration and how do you test it in EViews?
    Cointegration tests whether non-stationary variables move together in the long run. Use Johansen test:
    Quick > Group Statistics > Cointegration Test.

  4. What is ADF test in EViews?
    Augmented Dickey-Fuller test is used to test stationarity of time series data.

  5. How do you perform an ADF test in EViews?
    Right-click the variable > View > Unit Root Test > ADF.

  6. What is the purpose of a VAR model in finance?
    To capture interdependencies among multiple time series, e.g., interest rates and inflation.

  7. How is VAR estimated in EViews?
    Quick > Estimate VAR, then specify endogenous variables and lags.

  8. What is Granger causality test in EViews?
    Tests if one time series helps predict another.
    Use: View > Lag Structure > Granger Causality.

  9. What is GARCH modeling used for in EViews?
    To model volatility clustering in financial time series like stock returns.

  10. How do you estimate a GARCH model in EViews?
    Quick > Estimate Equation, select ARCH under estimation methods.

🔹 C. Advanced Analysis & Applications (21–30)

  1. What is impulse response function (IRF) in EViews?
    It shows the effect of a shock in one variable on another over time in a VAR model.

  2. How to view impulse responses in EViews?
    After estimating VAR, go to View > Impulse Response.

  3. What is variance decomposition in EViews?
    It shows how much of the forecast error variance of a variable is explained by shocks to other variables.

  4. How can you forecast financial variables in EViews?
    Use estimated models (ARIMA, VAR, etc.) and apply Forecast > Forecast evaluation tools.

  5. What is a correlogram in EViews?
    A graph of autocorrelations (ACF and PACF) used to detect lags or seasonality.

  6. What is multicollinearity and how do you detect it in EViews?
    Detected using correlation matrix or VIF (Variance Inflation Factor).

  7. How do you run a fixed effects model in panel data regression in EViews?
    Create a panel workfile, then go to Quick > Estimate Equation, and in options select Fixed Effects.

  8. What is Durbin-Watson statistic in EViews output?
    A test for autocorrelation in the residuals of a regression model.

  9. How do you interpret a p-value in EViews?
    If p < 0.05, reject the null hypothesis — the coefficient is statistically significant.

  10. How do you save and export results from EViews?

  • Save output tables as .rtf or .txt

  • Export graphs or tables via File > Export


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