Testing Endogeneity in Panel Data using EViews || EViews Tutorials

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  • เผยแพร่เมื่อ 9 พ.ย. 2024

ความคิดเห็น • 61

  • @AmandeepKaur-ij5zc
    @AmandeepKaur-ij5zc 2 ปีที่แล้ว +5

    😇😇👍

  • @singh-nt7nd
    @singh-nt7nd 2 ปีที่แล้ว +3

    👍

  • @tatevmsryan8432
    @tatevmsryan8432 ปีที่แล้ว +1

    Hello and thank you for detailed explanation. Would like to ask what are the post diagnostic tests for panel data in eveiws?

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  ปีที่แล้ว

      Your welcome.
      Please join Telegram group-
      EViews, SPSS, Stata and R
      t.me/kshekhawat7
      I shall share the screenshots and lists of all the post diagnostic tests for Panel data there, once you join.
      I can't attach the file here.
      Thanks!

  • @shambhavipanday5995
    @shambhavipanday5995 2 ปีที่แล้ว +1

    Welldone ✌

  • @bhattianamika
    @bhattianamika 2 ปีที่แล้ว +2

    Keep going🥰

  • @muhammadehsanjavaidleghari3664
    @muhammadehsanjavaidleghari3664 7 หลายเดือนก่อน +1

    Ma'am the wald test you referred in the video lecture have any literature support also... any article link plz.

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  7 หลายเดือนก่อน

      1. forums.eviews.com/viewtopic.php?t=19566
      2. scholar.google.com/scholar?hl=en&as_sdt=0%2C5&q=wald+test+in+eviews&btnG=#d=gs_qabs&t=1711873842638&u=%23p%3DqSD7Ye3O8S4J
      3. scholar.google.com/scholar?hl=en&as_sdt=0%2C5&q=wald+test+in+eviews&btnG=#d=gs_qabs&t=1711873864648&u=%23p%3D_vG-tBqSolEJ

    • @muhammadehsanjavaidleghari3664
      @muhammadehsanjavaidleghari3664 7 หลายเดือนก่อน

      @@komalkanwarshekhawat_ Thank you so much ma'am. Follow your guidelines for performing my research analysis part. very very obliged for your to the point but complete guidance in simplest way possible.

  • @knowledgeforsuccess35
    @knowledgeforsuccess35 2 ปีที่แล้ว +2

    Keep it up komal g😊

  • @tingjesline8777
    @tingjesline8777 2 หลายเดือนก่อน

    Hi, may I know what is the name for this test that used for endogeneity?
    May I know would it be possible for me to have references to test for endogeneity?

  • @ብሬአለክስ
    @ብሬአለክስ 11 หลายเดือนก่อน +1

    Hello dear,
    Is it compulsory to conduct endogey test in SVAR?

  • @ChiranjibiGautam-k9u
    @ChiranjibiGautam-k9u 7 หลายเดือนก่อน +1

    Is it necessary to test endogenity in time series data if then how pls?

  • @fatimazahra6047
    @fatimazahra6047 2 ปีที่แล้ว +1

    Komal Kanwar Shekhawat How we check multicollinearity, Endogeneity, Homogeneity, heteroskedasticity in eviews by appling ARDL model?

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  2 ปีที่แล้ว

      I have already uploaded videos on all these topics. Kindly check the playlist.

    • @ChiranjibiGautam-k9u
      @ChiranjibiGautam-k9u 7 หลายเดือนก่อน

      Is it possible to test indogenity for time series data unis8ng eviews 12 student version?

  • @ChiranjibiGautam-k9u
    @ChiranjibiGautam-k9u 7 หลายเดือนก่อน +1

    And what if there is endogenity in time series ,do we need to remove such endogenous veriable?

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  7 หลายเดือนก่อน

      Yes, pls test endogenity.

    • @ChiranjibiGautam-k9u
      @ChiranjibiGautam-k9u 7 หลายเดือนก่อน

      @komalkanwarshekhawat_ yes there is indogenity issue in my data and another question data become stationery after 2 order differencing is there any econometric analysis methoad to analyze I(2) and i(1) intregration data?

  • @priscillaphua1916
    @priscillaphua1916 ปีที่แล้ว +1

    Hi, I would like to ask if my dependant variable is GDP, and my independant variables are FDI, Human Capital, domestic investment, trade openness, and telephone lines, and I would like to test endogeneity between FDI and the rest of the independent variables, i.e., FDI*human capital, FDI*domestic investment, FDI*trade openness, FDI*telephone line, do I follow this method also?

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  ปีที่แล้ว +1

      Yes 👍

    • @priscillaphua1916
      @priscillaphua1916 ปีที่แล้ว +1

      Thank you! And also, the method that I have to use to run regression is DOLS right?

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  ปีที่แล้ว

      @@priscillaphua1916 You can use any regression model that goes with your study. If DOLS, then go ahead 👍

    • @priscillaphua1916
      @priscillaphua1916 ปีที่แล้ว

      So when I repeat this method, I have to remove the independant variables one by one to get the residuals and lastly go to estimate with equation: GDP res_fdi res_dominv res_tradeopen res_telephoneline and look at the prob to determine if they are endogenous?

    • @priscillaphua1916
      @priscillaphua1916 ปีที่แล้ว

      Also, do I include my control variables when doing this

  • @djamaldahmane3624
    @djamaldahmane3624 2 ปีที่แล้ว +1

    hello, please help me to find What are the instruments used to correct the problem of endogeneity.

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  2 ปีที่แล้ว +1

      1.Run Two stage least squares method.
      2. Employ robust regression models like- GMM, FMOLS, DOLS.

    • @djamaldahmane3624
      @djamaldahmane3624 2 ปีที่แล้ว +1

      thanks

    • @djamaldahmane3624
      @djamaldahmane3624 2 ปีที่แล้ว +1

      i used GMM model , i gives good results thenk you

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  2 ปีที่แล้ว

      @@djamaldahmane3624 Your welcome 😊

    • @djamaldahmane3624
      @djamaldahmane3624 2 ปีที่แล้ว +1

      @@komalkanwarshekhawat_ I used DOLS.so endogeneity probability was more thane 0.05% Do I repeat the estimation of the model with DOLS ( ?

  • @ambilychacko7283
    @ambilychacko7283 2 ปีที่แล้ว +1

    Hello.mam
    Can u help.me with measurement of peer influence in eviews

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  2 ปีที่แล้ว

      Please specifically elaborate your query. You can mail the same - komal_eco@auts.ac.in

    • @AjuluOkeke
      @AjuluOkeke 2 ปีที่แล้ว +1

      When I select "Fixed' under the Period drop down, it shows me "Near singular matrix". Why?

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  2 ปีที่แล้ว +1

      @@AjuluOkeke The data is suffering from Multicollinearity.

    • @AjuluOkeke
      @AjuluOkeke 2 ปีที่แล้ว

      @@komalkanwarshekhawat_ Okay, thanks.

  • @agoogleuser6452
    @agoogleuser6452 2 ปีที่แล้ว +2

    Why that's no Add ins option in tool bar of E views Student version?

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  2 ปีที่แล้ว +1

      The add ins option is not available in eviews student version.

  • @djamaldahmane3624
    @djamaldahmane3624 2 ปีที่แล้ว +2

    IN MY MODEL TWO VARIABLES ARE ENDOGENOUS . WHAT MUST I DO TO TRANSFORM THEME EXOGENOUS?

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  2 ปีที่แล้ว

      Without further reference, I can not comment on your question. Why do you need to convert, what are the hypothesised variables etc.

  • @AjuluOkeke
    @AjuluOkeke 2 ปีที่แล้ว +1

    What happens when all variables are endogenous?

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  2 ปีที่แล้ว +1

      I hope this article would be of some help.
      www.statisticshowto.com/endogenous-variable/

  • @fatimazahra6047
    @fatimazahra6047 2 ปีที่แล้ว +1

    komal kanwar shekhawat i am a PHD student in DUFE University china i need some help how i can contact with you.

  • @fatimazahra6047
    @fatimazahra6047 2 ปีที่แล้ว +1

    @komal kanwar shekhwat please check your inbox. i send you a mail on your email address