There is a causality from import to export. But what is the magnitude? In the REM output, the coefficients of both lags of import are insignificant. What would be the change in export for a change is import? what would be the sign???/
Thank you. I would like to invite you to join Hossain Academy Facebook Group at below link and join our group discussion. Thank you. Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/
Hi Sir, after running Panel VAR model I have this message about the Hausmann test: "* Cross-section test variance is invalid. Hausman statistic set to zero." "** WARNING: estimated cross-section random effects variance is zero." What does it mean?
Dear Mr. Hossain. You used simple OLS framework to use VAR coefficients which should be conceptually OK but how can we get impulse response functions after using this method? JAZAKALLAH.
Dear Pehlwan, I would like to invite you to join Hossain Academy Facebook at below link to discuss about economics, econometrics and statisti cal models using EVIEWS, STATA, R, SPSS, Minitab, Microfit, Lingo, and Excel. Thank you, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/
When I tried Random effect model, it shows "near singular Matrix in computation of Swamy-Arora RE component variances for estimate of RE innovation variance" and no result opens. What does it mean? Please help sir
Hi Sir, Thank u very much for your contribution. I wanted to use Panel ARDL in Eviews but i found it very difficult as i can not see any video that will guide me. Can u please helf me with any? Thank u in anticipation of your kind assistance
+Sayed Hossain Dr Hossain do i have to convert data to first differense for panel VAR if my data are non stationary at level but stationary at first difference
+Sayed Hossain i random effect model in Panel VAR Eviees did not run when i put 2 lag but run when i put (-1) lag my data yearly for 10 years 6 countries 3 variable
Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there. Actually I am in that group and may help you. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/
Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there. Actually I am in that group and may help you. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/
+Sayed Hossain I would like to invite you to join Hossain Academy Facebook for greater interaction about economics, finance and econometrics with me. Thank you Sayed Hossain from Hossain Academy. Please join below and post your question .facebook.com/groups/hossainacademy/
You should not use hausman test for deciding which model is appropriate. see Baltagi, Econometric Analysis of panel data, fifth editon p24-25/ fourth edition page 21-22
Thank you so much . Made the difficult so easy
Hi kindly tell me what are the advantages of the PANNEL VAR model over other available methodologies
but sir in random effect model , results are showing no relationship, then how causality can run? comment plz
Hi Sir, is it possible to use this model in case I have an unbalanced panel data? Thank you
There is a causality from import to export. But what is the magnitude? In the REM output, the coefficients of both lags of import are insignificant. What would be the change in export for a change is import? what would be the sign???/
thank you very much for the video, it helped me a lot for my estimates
Thank you. I would like to invite you to join Hossain Academy Facebook Group at below link and join our group discussion. Thank you. Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/
Hi Sir, after running Panel VAR model I have this message about the Hausmann test:
"* Cross-section test variance is invalid. Hausman statistic set to zero."
"** WARNING: estimated cross-section random effects variance is zero."
What does it mean?
Dear Mr. Hossain. You used simple OLS framework to use VAR coefficients which should be conceptually OK but how can we get impulse response functions after using this method? JAZAKALLAH.
Please check my video on Impulse function under VAR environment..
for Panel data?
Pehlwan
For panel I have not checked yet whether possible or not
ok. Thank you.
Dear Pehlwan, I would like to invite you to join Hossain Academy Facebook at below link to discuss about economics, econometrics and statisti cal models using EVIEWS, STATA, R, SPSS, Minitab, Microfit, Lingo, and Excel. Thank you, Sayed Hossain from Hossain Academy.
facebook.com/groups/hossainacademy/
When I tried Random effect model, it shows "near singular Matrix in computation of Swamy-Arora RE component variances for estimate of RE innovation variance" and no result opens. What does it mean? Please help sir
Hi Sir, Thank u very much for your contribution. I wanted to use Panel ARDL in Eviews but i found it very difficult as i can not see any video that will guide me. Can u please helf me with any? Thank u in anticipation of your kind assistance
Isma'il Danmaraya I have not done Panel ardl YET
+Sayed Hossain
Dr Hossain do i have to convert data to first differense for panel VAR if my data are non stationary at level but stationary at first difference
+Sayed Hossain
i random effect model in Panel VAR Eviees did not run when i put 2 lag but run when i put (-1) lag my data yearly for 10 years 6 countries 3 variable
How do you fix the lags
Hi sir, do you Panel VAR and VEM performed in STATA? thanks
Hello, have you been able to find any videos on this topic? I would highly appreciate it if you could link me anything.
One question: when you estimate VAR this way, are you using VAR model really or OLS? thank you
Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your
question there. Actually I am in that group and may help you. Thank you once
again, Sayed Hossain from Hossain Academy.
facebook.com/groups/hossainacademy/
Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your
question there. Actually I am in that group and may help you. Thank you once
again, Sayed Hossain from Hossain Academy.
facebook.com/groups/hossainacademy/
Can panel VAR be used if the coefficients are stationary at levels?
+Sayantani Chakravarty No should be integrated of same order
+Sayed Hossain
I would like to invite you to join Hossain Academy Facebook for greater interaction about economics, finance and econometrics with me. Thank you Sayed Hossain from Hossain Academy. Please join below and post your question
.facebook.com/groups/hossainacademy/
You should not use hausman test for deciding which model is appropriate. see Baltagi, Econometric Analysis of panel data, fifth editon p24-25/
fourth edition page 21-22
Recep Ulucak I have opened a Hossain Academy facebook group for discussion. Please join there. ThanksSayed hossain
Recep Ulucak Please join Hossain Academy facebook group to discuss your idea. Thanks Sayed Hossain
Can we use FMOLS instead of panel estimation? Thank you very much.
Dhanasekaran Kuppuswami Hi...Please join Hossain Academy Facebook group. We are there to discuss.
Thank you Sir
Welcome
IS THERE ANY DIFFRENCE BETWEEN PANEL VAR AND GMM MODEL?
Yes there are big differences between the two
I don't think micropanel methods apply here. MG, PMG, CCE, DCCE are more useful IMHO
Utter waste of 30min