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ViData Solutions
Нигерия
Добавлен 20 дек 2015
This channel aimed at bringing videos that help beginners, intermediate and advanced users of EViews and other relevant software of various versions, in performing any type of Econometric analyses involving time series, cross-sectional and panel data regression.
Link to all videos:
ruclips.net/p/PLbGvAddbcN1HrkwEl3JjYUtclJkQPD0en
Link to all videos:
ruclips.net/p/PLbGvAddbcN1HrkwEl3JjYUtclJkQPD0en
Choosing between Logit and Probit Models (Eviews)
This video shows some useful steps and rules for choosing between Logit and Probit models when modelling binary dependent variables. There is no much discussion on the theoretical underpinnings of both models, rather the technical differences in terms of applications are discussed and experimented here. Interested viewers are enjoined to read relevant texts on the topic.
#viravideo #viralvideo #eviews #logit #probit #logisticregression
#viravideo #viralvideo #eviews #logit #probit #logisticregression
Просмотров: 5 007
Видео
GARCH Modelling for Volatility in Eviews
Просмотров 18 тыс.3 года назад
This video provides some useful guides on how to generate the volatility series using the GARCH model framework. For a better understanding of GARCH modelling, kindly refer to the following texts: Alexander, C. (2008). Market risk analysis, volume II, practical financial econometrics: www.wiley.com/en-ru/Market Risk Analysis, Volume II, Practical Financial Econometrics-p-9780470998014 Taylor, S...
Panel ARDL Model in Eviews
Просмотров 16 тыс.3 года назад
This video shows how to estimate the panel autoregressive distributed lag (ARDL) model using Eviews. #panelardl #ardl #pmg #poolmeangroup #vidatasolutions @ChekwubeMadichie @CrunchEconometrix @sayedhossain23 @mitocw @cambridgeuniversity @harvard @teachingenglishwithOxford @londonbusinessschool
Introduction to Gretl Software (Beginner's Guide)
Просмотров 6 тыс.3 года назад
This video is an introduction to the Gretl software for data analyses and econometrics modelling. It offers some beginner's guide for those who are new to the software. #gretlsoftware #gretl #econometrics #dataanalysis @ChekwubeMadichie @CrunchEconometrix @sayedhossain23 @harvard @Oxfordonlineenglish1 @mitocw @SPSSherProductionStudio @DataIsBeautifulOfficial
Impulse Responses by Local Projection in Eviews (Jordà, 2005)
Просмотров 6 тыс.3 года назад
This video shows some useful steps on how to perform the impulse responses by local projection. This procedure was developed by Jordà (2005) to address some shortcomings of the conventional VAR impulse responses. For your requisite knowledge of this procedure, kindly refer to Jordà (2005). @ChekwubeMadichie @vidIQ @CrunchEconometrix @sayedhossain23 @harvard @mitocw @AmitBhadana @cambridgeuniver...
Panel Structural VAR Modelling in Eviews (Pedroni, 2013)
Просмотров 9 тыс.3 года назад
This video shows some useful steps on how to perform Panel Structural Vector Autoregressive (Panel SVAR) in Eviews. The approach is based on the Pedroni (2013). @ChekwubeMadichie @CrunchEconometrix @sayedhossain23 @mitocw @harvard@cambridgeenglishtv @TheEconomist #panelstructuralvar #paneldataregression #panelsvar #pedroni2013 #pedronipeter2013 #svar #timeseriessvar #compositeshocks idiosyncrat...
How to Input Questionnaire Data into the SPSS
Просмотров 77 тыс.3 года назад
This is a short video on how to input or enter questionnaire data in the SPSS for further statistical analysis. The video is basically made for the beginners of SPSS who may be interested in using the software to analyze data collected from the questionnaire. @CrunchEconometrix @sayedhossain23 @mitocw @harvard @cambridgeenglishtv @TheEconomist #spss #questionnaire #data #coding #statisticalpack...
Bai-Perron Multiple Break and Stability Tests in Eviews
Просмотров 5 тыс.3 года назад
Some steps on how to run the Bai-Perron multiple break and stability tests in Eviews. @CrunchEconometrix @mitocw @sayedhossain23 @harvard @cambridgeenglishtv @TheEconomist #perron #bai #multiplebreaks #stabilitytest #modelstability #chekwubemadichie #vidatasolutions
Interactive Regression Modelling (Moderation Effect) in Eviews
Просмотров 5 тыс.3 года назад
Steps on how to build and estimate Interactive Regression Models that capture Moderation Effects in Regressions. Kindly subscribe! ✅Subscribe: ruclips.net/channel/UChjIfRtgemXypM11gnQs98g
Structural Vector Autoregressive (SVAR) Modelling in Eviews
Просмотров 20 тыс.3 года назад
This video provides some useful steps on how to estimate a Structural Autoregressive (SVAR) Model in Eviews. For your requisite knowledge of Traditional VAR and SVAR models, kindly refer to the following materials: Sims (1980); Sims (1986); Blanchard and Quah (1989); McCoy (1997); Narayan (2013). #svar #var #identifyingrestrictions #structuralvectorautoregression #structuralvar #vectorautoregre...
Getting Started with EVews: How to Input Time Series and Panel Data into the EViews Workfile
Просмотров 2,5 тыс.3 года назад
For those who are still new to Eviews and do not know how to quickly create a workfile of time-series and panel data analysis, this video is for you. I have you with the simple steps for you on how to create a workfile, input both time-series and panel data into your newly created workfile. #gettingstartedwitheviews #timeseriesdata #paneldata #eviewsworkfile #inputtimeseriesdata #inputpaneldata...
Cross-Section Dependence in Panel Data and Remedies using EViews
Просмотров 19 тыс.3 года назад
This video provides some step-by-step procedures on how to detect residual cross-section dependence in panel data regression and how to address the problem. For further readings on residual cross-section dependence, kindly see Breusch and Pagan (1980); Pesaran (2004); Baltagi, Feng, and Kao (2012). Watch how to input time-series and panel data into the Eviews workfile @: ruclips.net/video/4lqAF...
System Generalized Method of Moment (GMM-SYS) for Panel Data (Dynamic) in Eviews
Просмотров 20 тыс.4 года назад
This video provides some useful steps on how to use Eviews to estimate a System Generalized Method of Moment (GMM). Note that there is currently no formal procedure available in Eviews for estimating a System GMM, not even in an Add-in form. However, I have presented some simple steps that would be followed to manipulate the Eviews. With these steps, Eviews pools the Panel Cross-sections and es...
Panel Generalized Method of Moment (GMM) in Eviews (Dynamic)
Просмотров 28 тыс.4 года назад
Panel Generalized Method of Moment (GMM) in Eviews (Dynamic)
How to Estimate ARIMA Models in Eviews
Просмотров 21 тыс.4 года назад
How to Estimate ARIMA Models in Eviews
How to Estimate a Vector Autoregressive (VAR) Model (Parsimonious) in Eviews
Просмотров 2,4 тыс.4 года назад
How to Estimate a Vector Autoregressive (VAR) Model (Parsimonious) in Eviews
How to Generate P-Values from Estimated VAR Models (Eviews 10)
Просмотров 3,7 тыс.4 года назад
How to Generate P-Values from Estimated VAR Models (Eviews 10)
Unit Root Tests, Cointegration and ECM/VECM in Eviews
Просмотров 43 тыс.4 года назад
Unit Root Tests, Cointegration and ECM/VECM in Eviews
Panel Data Regression in Eviews Part 2
Просмотров 8 тыс.4 года назад
Panel Data Regression in Eviews Part 2
NARDL and Longrun Asymmetry Test in Eviews
Просмотров 16 тыс.5 лет назад
NARDL and Longrun Asymmetry Test in Eviews
Structural Break: Perron Unit Root Test in Eviews by Chekwube Madichie
Просмотров 5 тыс.5 лет назад
Structural Break: Perron Unit Root Test in Eviews by Chekwube Madichie
Toda Yamamoto Causality Test in Eviews
Просмотров 20 тыс.5 лет назад
Toda Yamamoto Causality Test in Eviews
Structural Break: Gregory-Hansen Cointegration Test in Eviews
Просмотров 10 тыс.5 лет назад
Structural Break: Gregory-Hansen Cointegration Test in Eviews
Structural Break: Zivot-Andrews Unit Root Test in Eviews
Просмотров 20 тыс.5 лет назад
Structural Break: Zivot-Andrews Unit Root Test in Eviews
How to get long run coefficient of cross section elements. Please reply.
Thank you sir. But I have issue with the probability value, some values are greater than one but they are significant. How can I defend myself?
The igbo accent is damn strong 😂
@@King.j_gamer yes my brother. Even in the UK, I teach with my strong Igbo accent 😂 😂
Excellent explanation, thanks.
i am applying panel ARDL but there is an error "near singular matrix". how to fix that error
Your time (T) dimension is probably not sufficient for the number of variables and lags in your regression. Consider dropping some variables and/or reducing the number of lags.
What about unbalanced panel?
Thanks for the detailed explanations. At what point do we have descriptive statistics and correlation analysis? What comes first? diagnostic tests for normal distribution, unit root, serial correlation, heteroskedasticity, multicollinearity or all these are catered for by the regression estimation? I observe that differencing/lagging caters for unit root, endogeneity is also managed here. When is the co-integration test done? What if n if less than t? what estimation techniques should be used? How do we establish whether data requires internal instrumental variables?
Nice video 👍
Sir , I can't open output var estimate,
Can we apply the technique for unbalanced panel?
Awesome
Thank you for the explanation. I want to ask what if N is greater than T
Sir, My analysis is still showing the absence of CSD. Which way is the ideal remedy. To correct from the data set or in the EViews (GLSM/PCSE)?
Thank you
I real enjoyed your lecture as begginer am now understood very well
Please make a video on how we do in short run in presence of single structural break
Good morning sir Why you take one lag value of return I.e. BTCR(-1) in mean equation What's the criteria
Thank you
Hello everyone I get this error message: "Error 1054 in encrypted program when run psvar in eviews13. What is solution for this error? Please help me
kindly send its downloading link
If you have code of Geogory and hansen plz send me link..
Good day Madam. I watched your video on how to convert annual data to quarterly or monthly data. After the conversion, i tried summing the values of the first four quarters of a particular year and took the average, but it di not give me the initial annual value. Same for all values, so what do i do at this stage? Thanks
Greeting Prof, your video has been my only guide to doing the system GMM in Eviews as there aren't any resources that explain the method. However, how do we get the system GMM equation sir? How are we supposed to generate an equation under the new object? Is it from the first difference dynamic panel estimator sir? Hoping for you reply which will be a greater guide for me to analyze my data with the system GMM. Thank you!
Thanks for nice leflctures
which of the 4 criteria is the most importantant(number of coei signi, sigma, adjusted R² , and akaike) ?
What if cointegrating equation (speed of adjustment/ error correction term) value is positive and insignificant (In Short run equation panel of ARDL results)? kindly explain
What if cointegrating equation (speed of adjustment/ error correction term) value is positive and insignificant ? kindly explain
Hello Chekwube, how do I link my questionnaire to this?
what it means if the cointegrated equation (speed of adjustment or error correction term) is not negative and prob is insignificant?
I am getting confused one thing is that to run Toda Yamamoto model, whether variables in level data is to be used or after making variable stationary?
Nice, how to activate the Panel Options in eviews ? It is not appeared in when i do the same step
Ensure that you selected dated panel or undated panel data while selecting data sheet in eviews
I get error 29 when run psvar in eviews12. What is solution for this error?
Thanks for such a helpful video, can you plz explain regarding scenario's.
Greeting sir, your video was very informative, but i did not understand that how did you get the system GMM equation in the video time 10.23 onward, please guide. as i am following your video of System GMM but at this point i did not understand, how to make this equation, so that i can go to new object and make a system gmm box for equation? , sir, did you copy this equation from difference gmm ? your guidance will be appreciated.
Sir can you please do a video on how to do moderating effect of variable in System GMM method
Thank you, sir.
sir from where u copied the equation for system GMM.
Hi sir, thank you very much your video. Please is it possible to share the Gregory Hanson Program for the analysis .
Send me email at chekwus_vtus2008@yahoo.com
Thank you for the excellent display but please how you copied and pasted the last estimation you used to compute the sysGMM I have tried several times but I cant see the expression. That expression you copied and pasted and edited. thank you in advance for your respoense
Can it be converted to annual volatility?
Tata ba hm Nast owi derza zda kawi b
Dear Sir, Is there any way to use System GMM model in time series data? In one of paper an anonymous reviewer has suggested to use System GMM model for time series data. However, as per as I know System GMM can be used only for Panel data when there is endogeneity problem. Could you suggest me what should I do in this case?
Yes! System GMM is applicable to time series. In fact, the example in this video is typical of time series conducted in a pool panel setup. The issue of endogeneity and simultaneity that underscores the use of Instrumental Variable (IV) regression is not limited to panel data models. Try to replicate the process in this video with your time series data and you’re good to go.
This video is very helpful. Thank you very much.
can we do the panel garch by same method also?
Hi, do we have any GMM version or method to use for the situation which T is bigger than M ?
How to perform structural break regression in panel data in eveiws
I would like to use this for my dissertation but how do i input my responses from the survey responses i got? How do i analyse the responses to show that i got the right answer to my research questions?
Just ask for clarifacation
when i try to perform this the option show" C:\USERS\HP\DOCUMENTS\EVIEWS ADDINS\URALL\URALL1. PRG not found on disk." kindly help me i am unable to perform it.
thank you so much sir