RUclips recently changed the way my content will be monetised. My channel now needs 1,000 subscribers. So it would be amazing if you show your support by both watching my videos and subscribing to my channel if you haven’t done so already. Monetising my videos allows me to invest back into the channel with some new equipment so this small gesture from you will be extremely huge for me. Many thanks for your support….CrunchEconometrix loves to teach, support my Channel with your subscription and sharing my videos with your cohorts.
Hi Safeeh, thanks for the positive feedback and kind remarks about my RUclips videos. Deeply appreciated! Please may I know from where (location) you are reaching me?
@@armzsafi I'll appreciate it if you can share the link to my RUclips Channel with your students and academic community in the UK 🇬🇧...May God bless you as you do, amen 🙏
Thank you so much, however I cant seem to find how to run diagnostics after the Granger causality. the step 7 is not shown and I looked for it in your other videos, it only shows for the VECM not for the Granger causality.
Thanks Professor, it is quite helpful. I want to ask that when we should use granger causality using VAR? or when we should use granger causality test using VECM? both methods give you same results? plz reply soon
HI! I love your channel. It has been such a great help for me in my study of time series. If I where to write out the models from the Granger Causality test-table would I include for instance both the excluded variables in the equation for lndpi or do I write three different equations for each of the three dependent variables (i.e. which give me one equation where lnpce is the independent variable, one where lngdp is the independent variable and one where both og the mentioned variables are independent?
Thanks, Mette for the positive feedback on my RUclips Channel. Deeply appreciated!😃 You may need to check papers on Granger causality regarding writing the model. I have not come across any because the process is to check causality from the underlying VAR model. May I know from where you are reaching me?
I really like your channel and the manner in which you deliver the content. I just have one concern, I have tried to download the data, but I didn't manage, is there a way you can provide the data set, I will appreciate if you can help me on that
How about the signs of the short-run coefficients in the VAR and VECM models, any interpretation attached to that? And thanks for the timely response and tutoring. It’s really helping!
Dr. Kindly make a video on how to extract your regression output to word documents in its (journal paper-ready) form ...i think that turorial would be helpful
Hello pr. Thank you for those explanation. But please, for mu work i'am limited by the not knowing VECM test on the panel data in stata 16. Please pr could you help me.
Thank you for your videos. Do i need to do the causality checks if i run the ECM, and if not what should i do instead. I follow your videos about ECM but i'm struggling in interpreting the results and writing the final model. Thank you.
Thank u professor, I am doing with four independent variables to check the reversal cousality b/n dependent and one of independent variable following your procedure in bounds test i got equation 1 is co integration and but equation two is not. So how i can proceed to next step......help, help
If the Error Correction term of the VECM model is negative but not statistically significant, does it still imply long run relationship? I apologize for the many questions.
how i treat the Granger Causality Wald test when the values for the chi-squares are all zeros and the Wald test does not have anything on the Test these coefficients drop down menu. Some of the values on the VAR model are ommitted?
Hello Ma'am! Why do you have use different significant levels to determine the significance of the regressors? For-instance, you say significance at 5% for one variable and significant at 10% for another variable.
Good question, Malick. Since the conventional accepted significance levels are 1%, 5% and 10%, a researcher is disposed to use any depending on the nature of research. I'm uploading a video on Type I and II errors in the coming days, so that should clear things up a bit.
Hello Ma'am. When interpreting the results, you do mention t-statistic but looking at the output, I only z and the probability output. So am a bit confused when you t-statistic.
@@malickmjallow6690 Thanks for the observations Malick...guess it's because I'm used to seeing the t-statistics. So, nothing to be confused about. The interpretations are still very correct.
Dear scholar. i saw this video.. But one confusion. When i take lag 2, 4, 6, in var, then the granger causality result shows different for each lsg value.. So, here, which lag value is perfect. Please,,, give some instructions.
Hi Golam, there's no perfect lag structure. Only optimal lags are used so no confusion at all. Follow my procedures and do-as-I-do. My videos are clearly explained to guide researchers. You don't use different lags in a VAR model. Thanks.
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RUclips recently changed the way my content will be monetised. My channel now needs 1,000 subscribers. So it would be amazing if you show your support by both watching my videos and subscribing to my channel if you haven’t done so already. Monetising my videos allows me to invest back into the channel with some new equipment so this small gesture from you will be extremely huge for me. Many thanks for your support….CrunchEconometrix loves to teach, support my Channel with your subscription and sharing my videos with your cohorts.
your videos have helped me tremendously with my dissertation analysis , keep up the good work
Thanks for the encouraging feedback, Zeda... appreciated! 🙏🥰
Thanks a lot for the publication of this video, helps to me finishing my thesis, keep blessing and God be with you.
Thanks, Ridel for the encouraging feedback. Deeply appreciated!🙏🥰
very very helpful video series.
Thanks for the encouraging words, Noor🥰🙏
Thank you SOOOOOOOOOOOOOOOO much
You are so welcome, Diego! 🙏
Many thanks. Your videos are very clear and well structured.
Hi Safeeh, thanks for the positive feedback and kind remarks about my RUclips videos. Deeply appreciated! Please may I know from where (location) you are reaching me?
CrunchEconometrix Warwick University, UK
@@armzsafi I'll appreciate it if you can share the link to my RUclips Channel with your students and academic community in the UK 🇬🇧...May God bless you as you do, amen 🙏
Thank you for the well explained videos!
You are welcome, Ermias! Please may I know from where (location) you are reaching me?
Thank you so much, however I cant seem to find how to run diagnostics after the Granger causality. the step 7 is not shown and I looked for it in your other videos, it only shows for the VECM not for the Granger causality.
Kindly search through my Channel for "diagnostics," and you will see all related videos.
Thanks Professor, it is quite helpful. I want to ask that when we should use granger causality using VAR? or when we should use granger causality test using VECM? both methods give you same results? plz reply soon
Madiha, I can't tell if you get the same results.
HI! I love your channel. It has been such a great help for me in my study of time series. If I where to write out the models from the Granger Causality test-table would I include for instance both the excluded variables in the equation for lndpi or do I write three different equations for each of the three dependent variables (i.e. which give me one equation where lnpce is the independent variable, one where lngdp is the independent variable and one where both og the mentioned variables are independent?
Thanks, Mette for the positive feedback on my RUclips Channel. Deeply appreciated!😃 You may need to check papers on Granger causality regarding writing the model. I have not come across any because the process is to check causality from the underlying VAR model. May I know from where you are reaching me?
Dear Professor, I kindly request you to explain how to perform short-run causality test in VECM in stata. Kind regards,
Hi Kubilay, my causality videos are detailed enough to guide you to estimate short-run causal relations.
I really like your channel and the manner in which you deliver the content. I just have one concern, I have tried to download the data, but I didn't manage, is there a way you can provide the data set, I will appreciate if you can help me on that
Thanks, Victor for the positive feedback...appreciated! Due to abuse some datasets are no longer free. Check my website cruncheconometrix.com.ng/shop
How about the signs of the short-run coefficients in the VAR and VECM models, any interpretation attached to that? And thanks for the timely response and tutoring. It’s really helping!
Those are OLS estimates, so give them the usual ceteris paribus interpretation.
Dr. Kindly make a video on how to extract your regression output to word documents in its (journal paper-ready) form ...i think that turorial would be helpful
Hi BWT, kindly watch my videos on "exporting regression results". I have them in EViews and Stata.
Hello pr. Thank you for those explanation. But please, for mu work i'am limited by the not knowing VECM test on the panel data in stata 16. Please pr could you help me.
Hi Freddy, I don't have VECM panel data videos. You may want to check other online resources. Thanks.
Thank you for your videos. Do i need to do the causality checks if i run the ECM, and if not what should i do instead. I follow your videos about ECM but i'm struggling in interpreting the results and writing the final model. Thank you.
My videos are clear and well explained in addition to showing what needs to be done.
Thank u professor, I am doing with four independent variables to check the reversal cousality b/n dependent and one of independent variable following your procedure in bounds test i got equation 1 is co integration and but equation two is not. So how i can proceed to next step......help, help
Hi Tadele, Bounds test is inappropriate for VAR modeling.
If the Error Correction term of the VECM model is negative but not statistically significant, does it still imply long run relationship? I apologize for the many questions.
It implies the LR relationship is not statistically significant.
how i treat the Granger Causality Wald test when the values for the chi-squares are all zeros and the Wald test does not have anything on the Test these coefficients drop down menu. Some of the values on the VAR model are ommitted?
Hi Banela, I'm not quite clear with your query. Did you follow my guide?
Good morning a question as is causality test and model panel vec in data. I entered the commands but I get repeated sample
Fabian, this video is on time series VAR and causal relationships. Not panel VAR.
Please cuasality data panel; command causality ??
Use xtgranger.
@@CrunchEconometrix thanks
And for panel ARDL (1 1 2 2 1)
Why use estimat pmg lag?
Xtpmg d.y d.x1 d.d.x2 d.d.x3 d.x4, lr(l.y x1 x2 x3 x4) replace pmg
is true?
How can the lag information be extracted from the Granger causality Wald test?
No idea.
Hello Ma'am! Why do you have use different significant levels to determine the significance of the regressors? For-instance, you say significance at 5% for one variable and significant at 10% for another variable.
Good question, Malick. Since the conventional accepted significance levels are 1%, 5% and 10%, a researcher is disposed to use any depending on the nature of research. I'm uploading a video on Type I and II errors in the coming days, so that should clear things up a bit.
Hello Ma'am. When interpreting the results, you do mention t-statistic but looking at the output, I only z and the probability output. So am a bit confused when you t-statistic.
@@malickmjallow6690 Thanks for the observations Malick...guess it's because I'm used to seeing the t-statistics. So, nothing to be confused about. The interpretations are still very correct.
Dear scholar.
i saw this video.. But one confusion. When i take lag 2, 4, 6, in var, then the granger causality result shows different for each lsg value.. So, here, which lag value is perfect. Please,,, give some instructions.
Hi Golam, there's no perfect lag structure. Only optimal lags are used so no confusion at all. Follow my procedures and do-as-I-do. My videos are clearly explained to guide researchers. You don't use different lags in a VAR model. Thanks.
How can i applied the test of causality for a panel data on stata ??
Hi Ghada, simply use the knowledge gained from time series causal analysis and apply to panel data analysis.
@@CrunchEconometrix also the xtgcause command helps
Thanks Stef!
how to interpret the 2 cointegration equation?
Hi Perinpa, I keep it simple by using 1 CE. You can follow same. May I know from where (location) you are reaching me?
Thank you for the well explained videos!
Hi Ermias, thanks for the encouraging feedback on my videos. Deeply appreciated! Please may I know from where (location) you are reaching me?