Dear Sir, I have been watching your econometrics playlist for the past few days. I can finally say that you're an excellent teacher and the way you simplify complex concepts is truly remarkable. I recommend this to everyone studying Economics. Thank you. Wishing you all the very best going forward! Respect and Hugs from India🙏❤️
I appreciate your effort, i have learned econometrics at master level but did not clear concept at that time. Now after watching your detail video, I understood it. Thanks and JazakaALLAH
You are a blessing sir. Can't thank you enough. Sending you all the positivity and amazing health and keep sharing your amazing knowledge with the world. RESPECT from india...
Speechless. Incredible way of explanation. Pace, Voice, Knowledge, Concepts all are co integrated beautifully. If you deliver lectures in English you will cross a million subscribers around the world Sir.
Thank you soo such sir for these awesome videos. This subject is really tough for me i didn't able to understand even a signal thing but with your video it became very very easy. I am really grateful to you because of you I will be able to get pass in my exam and also understood every concept thought by you. For me it was next to impossible to understand econometric. You are best sir. Thank you so much
Thank you sir for all these great classes! Here is my ques: If ADF, PP and KPSS are giving contradictory results, within that the mixture of I(0) and I(1) can be seen. How can I proceed? If I need to check Johansen cointegration, shall I generate first difference series and then consider that?
Firstly take my gratitude for such helpful videos! And my question is what model to apply if the variables are mixture of I(0),I(1) and I(2)? And in such situation how to test cointegration and causality among the variables?
I want to ask in 2nd and 3rd cases, if we get NO cointegration, we use OLS after making the variables stationary. The relationship we get in second cases are short run relation. Right? What about the relationship of 3rd cases. I mean will it give SR or LR results?
Commendable.... One question....if variables are stationary at 2nd difference or I(1) and I(2), then which model we should apply in time series.... kindly reply.
@@TJAcademyofficial Thanks forthe prompt response. I mean to say that OLS is not a model rather it is a technique to estimate coefficients of a model. Other technique is Maximum Likelihood Estimator. So we should say OLS estimator or Maximum Likelihood estimator rather than OLS model or Maximum Likelihood model. We know that most of the model employs OLS technique to estimate coefficients and So is the ARDL model. Now, my question is about your third case when variables are I(0) and I(1) both and there is cointegration. you suggested to use ARDL coefficient (keep in mind that ARDL also use OLS technique to estimate coefficients).But if there is no cointegration you suggested to use OLS. In this way ultimately we are using OLS in both the cases. Hope you get my question
AoA sir I just wanna ask I thing if dependent variable is stationary at level and independent variables are stationary at 1st difference what technique should use Is there any condition for ARDL that dependent variable should stationary at 1st difference
Sir, the results of the Johnsen cointegration test (using Schwarz criteria) show both the trace statistics and the maximum eigenvalue indicates 1 cointegrating equation so, does this means I can choose OLS over VECM for my study?
Sorry Sir I couldn't get your Point. Do you mean, I must use both OLS and VECM in this case or do you mean that I can chose between either OLS or VECM?
@TJAcademyofficial Oh ok. I didnsecond differencing without LOG.would that affect the reliability of my results??? Amd would you kindly plz have tutorials about time series analysis using stata with interpretation. Thank You in advance
Sir, while finding the stationary in Eviews, Can you please describe the different situations in which we can include the constant, intercept and trend term collectively and in which ituations we can ignore the the intercept and trend term during the calculation of stationary
If you watched the lecture again, you will notice that inclusion of intercept and trend is to check the robustness of stationary condition with all possibilities in the equations.
@TJ Academy Sir, In my study I have taken the data of four countries. The stationary of all the countries are different from each other. One country data is stationary at level and first difference, One is stationary at first difference, the other two are stationary at 1st+2nd difference. So for the estimations different model can be applied, Is it correct ? Can we compare the results of theses countries implied that i will be using different models of estimations?
Thank you for your message. You have to watch cointegration and causality lectures below. These are very different concepts. For cointegration ruclips.net/video/58Fc6PVYpeY/видео.html For Causality ruclips.net/video/LgfZ60MiP3I/видео.html For Granger Causality ruclips.net/video/lWYcDmVq1oA/видео.html
Sir, in my study the dependent variable is stationery at I(2). And there are three independent variables. Two of them are stationery at I(1) and one at I(2). Now please suggest Sir which option to choose and proceed.
Sir, if after unit root test at level we find that one series is stationary and the other is not stationary, in that case should we apply co integration test or not?
![Difference between Engle-Granger and Johansen Cointegration - Urdu I Hindi I English [CC]](http://i.ytimg.com/vi/MpDAG_sqaiQ/mqdefault.jpg)
![Difference between Engle-Granger and Johansen Cointegration - Urdu I Hindi I English [CC]](/img/tr.png)
He is indeed an excellent Professor. Understood every bit.
Dear Sir, I have been watching your econometrics playlist for the past few days. I can finally say that you're an excellent teacher and the way you simplify complex concepts is truly remarkable. I recommend this to everyone studying Economics. Thank you. Wishing you all the very best going forward!
Respect and Hugs from India🙏❤️
My pleasure 😊
Ì
Best teacher in Econometrics
I appreciate your effort, i have learned econometrics at master level but did not clear concept at that time. Now after watching your detail video, I understood it. Thanks and JazakaALLAH
My pleasure
You are a blessing sir. Can't thank you enough. Sending you all the positivity and amazing health and keep sharing your amazing knowledge with the world. RESPECT from india...
This is an excellent teaching. My best so far
Speechless. Incredible way of explanation. Pace, Voice, Knowledge, Concepts all are co integrated beautifully. If you deliver lectures in English you will cross a million subscribers around the world Sir.
Thanks 😊
Excellent explanation of some complex econometric concepts. Highly recommended.
excellent teaching method
Great Work
love the way you explain the concept. plz keep making videos. also, make some videos on Stata. thank you
MashAllah Sir, May God bless you. I have no words to thank you
Thanks a lot sir, my best lecture so far on model selection ☺️
MashaAllah zaberdast, isi teaching method se cross sectional aur panel data ki b model selection ki vedio bna kr upload kr dain thnxxx
Thank you soo such sir for these awesome videos. This subject is really tough for me i didn't able to understand even a signal thing but with your video it became very very easy. I am really grateful to you because of you I will be able to get pass in my exam and also understood every concept thought by you. For me it was next to impossible to understand econometric. You are best sir. Thank you so much
My pleasure 🙂
THANK YOU SIR FROM INDIA.. WISHES FOR YOUR GOOD HEALTH
appreciate your work, keep it up. your Lectures are for all levels. i am PhD student, and your Lectures are also helpful for me.
Thank you sir from India👍🙏
Sir you are exemplary please don't stop it
Thank you 🙂
No words to say thanks..but thankuuuuuuu so much sir ji......
Greate
JazakAllah Sir
Thank u sir... U Have cleared all aspects related to model selection
My pleasure
Thank you so much sir
MashaaAllah u r too good
Thank you sir for all these great classes!
Here is my ques:
If ADF, PP and KPSS are giving contradictory results, within that the mixture of I(0) and I(1) can be seen. How can I proceed? If I need to check Johansen cointegration, shall I generate first difference series and then consider that?
Sir
Very well explained only a request if you make a video for Var estimation and on impulse response function. So it will be very helpful
Your videos are really helpful sir ! Plwase do a video on VAR and VECM and how they are cobnected in detail
Yes sir! I also need to study these two models. Please make a vedio on this.
Respected sir one series make on the topic of simultaneous equation model
Your doing incredible job. Please also prepare videos on ARDL, VAR and ECM..and instrumental variables..God bless you!
Thank you for your appreciation. Here is the link of ECM
ruclips.net/video/1oasRhnt5AI/видео.html
ARDL and VAR would be uploaded soon InshaAllah.
Thank you sir
My pleasure
Thankx for sharing
My pleasure
thank you
Firstly take my gratitude for such helpful videos!
And my question is what model to apply if the variables are mixture of I(0),I(1) and I(2)? And in such situation how to test cointegration and causality among the variables?
please made some videos on GMM
Sir please upload on a video in if you want to see structural break in a series!
❤️
Can you please provide slides? Also I need the video for VAR and VEC models. Best lectures.
Good morning sir. What if one of the variable is categorical?
thank you Sir for your lucid explanation. Sir I have a question, if the variables are stationary at I(2) than what model we should run?
OLS with I(2)
sir single equation walay concept ki samjh ni aye.....
dear sir agar 2nd difference krna ho wo kese krein so plz help me
Sir kindly btay K m. Phil k paper me theoretical ata paper to ye sb model kasy explain kerny..
Kindly procedure bta dt
Can you provide references for above model selection
GARCH.MIDAs model pr bi video bana dy
Dear sir 2nd level difference ka kia kreing
A little different from this topic. But could you tell that if we estimate an Arch model(ML approach), and it's significant, what will it show?
Sir please add panel data analysis in eviews
I want to ask in 2nd and 3rd cases, if we get NO cointegration, we use OLS after making the variables stationary. The relationship we get in second cases are short run relation. Right? What about the relationship of 3rd cases. I mean will it give SR or LR results?
Commendable....
One question....if variables are stationary at 2nd difference or I(1) and I(2), then which model we should apply in time series.... kindly reply.
OLS on stationary state
ARDL also uses OLS estimates. So, how are you differentiating?
By Koyck transformation
@@TJAcademyofficial Thanks forthe prompt response.
I mean to say that OLS is not a model rather it is a technique to estimate coefficients of a model. Other technique is Maximum Likelihood Estimator. So we should say OLS estimator or Maximum Likelihood estimator rather than OLS model or Maximum Likelihood model. We know that most of the model employs OLS technique to estimate coefficients and So is the ARDL model.
Now, my question is about your third case when variables are I(0) and I(1) both and there is cointegration. you suggested to use ARDL coefficient (keep in mind that ARDL also use OLS technique to estimate coefficients).But if there is no cointegration you suggested to use OLS. In this way ultimately we are using OLS in both the cases.
Hope you get my question
aoa sir can u help in making of project of time series plzzz
sir plz ardl model ku step by step with selection part criteria b ak video bna den
Sir kindly guide about how to create index using PCA in excel.
Sir please make video on P-value
AoA sir I just wanna ask I thing if dependent variable is stationary at level and independent variables are stationary at 1st difference what technique should use
Is there any condition for ARDL that dependent variable should stationary at 1st difference
Sir, the results of the Johnsen cointegration test (using Schwarz criteria) show both the trace statistics and the maximum eigenvalue indicates 1 cointegrating equation so, does this means I can choose OLS over VECM for my study?
Both
Sorry Sir I couldn't get your Point. Do you mean, I must use both OLS and VECM in this case or do you mean that I can chose between either OLS or VECM?
Sir, Please Would you make me understand this point?
Anyone
what if you have mixed results of stationary at first differencing and second differencing?
Transform those variables who are stationary at second difference by using LOG or Ratio or growth rate
@TJAcademyofficial Oh ok. I didnsecond differencing without LOG.would that affect the reliability of my results??? Amd would you kindly plz have tutorials about time series analysis using stata with interpretation. Thank You in advance
Doesn't ARDL is also estimated by using OLS?
SIR ARIMA ARMA k hawale se b video banayen kindly
Soon InshaAllah
Yes please
Sir, while finding the stationary in Eviews, Can you please describe the different situations in which we can include the constant, intercept and trend term collectively and in which ituations we can ignore the the intercept and trend term during the calculation of stationary
If you watched the lecture again, you will notice that inclusion of intercept and trend is to check the robustness of stationary condition with all possibilities in the equations.
Thank you !
@TJ Academy Sir, In my study I have taken the data of four countries. The stationary of all the countries are different from each other. One country data is stationary at level and first difference, One is stationary at first difference, the other two are stationary at 1st+2nd difference. So for the estimations different model can be applied, Is it correct ? Can we compare the results of theses countries implied that i will be using different models of estimations?
Dear sir, if few variables are stationary at first difference but others are non stationary in first difference then what model we have to apply
Thank you for your message. Apply log or other transformation on I(2) variables
Sir please make a telegram channel also.
Sure. JazakAllah
@@TJAcademyofficial I am studying econometrics from your vedios these days. It's really helpful.
Sir what is the difference between Angle Granger cointegration test and Granger casuality test? Are they same tests?
Thank you for your message. You have to watch cointegration and causality lectures below. These are very different concepts.
For cointegration
ruclips.net/video/58Fc6PVYpeY/видео.html
For Causality
ruclips.net/video/LgfZ60MiP3I/видео.html
For Granger Causality
ruclips.net/video/lWYcDmVq1oA/видео.html
@@TJAcademyofficial Okay sir. Thank you
Sir, in my study the dependent variable is stationery at I(2). And there are three independent variables. Two of them are stationery at I(1) and one at I(2). Now please suggest Sir which option to choose and proceed.
Transform I(2) variable with LOG or Growth rate
@@TJAcademyofficial Thank you very much Sir!
english subtitile please 👍
Hello Sir
Can you please tell me how to solve endogeneity problem in time series analysis?
Thank you for your message. You can use FMOLS and 2SLS.
Good morning sir
Can you please tell me what I can do if the log value of data is stationary at 2nd difference?
Good afternoon. Which variable it is?
@@TJAcademyofficial M3
Use M3/GDP or any other measure used in literature
Sir, if after unit root test at level we find that one series is stationary and the other is not stationary, in that case should we apply co integration test or not?
Yes, ARDL Cointegration is applied
Sir kiya apki koi video model specification error per hai?
ruclips.net/video/GH9LNWWW_KY/видео.html
ruclips.net/video/MzELuJQZDDk/видео.html
Sir, what to do when none of the variables are stationary even at first difference ? Thank you in advance.
Log transformations and by using another measure
@@TJAcademyofficial Thank you sir. Is there any video in your channel to address such a situation ?
Sir can you please tell me how to test endogeneity in time series data and how to check optimal lags in ardl model.
To check endogeneity, you have to run TSLS first then apply endogeneity test.
@@TJAcademyofficial thankyou and what's endogeneity test in time series data?
how to take value of first difference in olx model? just put d. before variable
?
If X is a variable then write d(X) for first difference in EViews
Thank you sir.
Thank you sir.. .