TH-cam 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.
Thank you very much for your very detailed videos. Please what happens when my error correction term is negative but not statistically significant, does that implies no long run relationship? Thank you!
Hello Ma'am, as the result show from the Jarque-Bera test that error are not normally distributed, what inference is taken from it. and is there any way to correct it. and Thanks for your content, it is helping many students to understand these model from basics.
Hi Mohit, if JB says non-normal distribution of the errors, then that's what it is. The most important tests to be concerned about are HETEROSCEDASTICITY, SERIAL CORRELATION, and STABILITY.
Maam, while performing the DIagnostic tests, I am getting this errors : vecnorm, jbera error computing temporary var estimates r(198); What should I do?
Hello, Could you please briefly explain why Granger is not applicable to VECM, and Wald should be used instead? I have tried looking online for reasoning, but haven't been successful. Thank you
@@CrunchEconometrix ah ok thank you. Maybe I misinterpreted when you wrote that "vargranger is not applicable to VECM". We have to use Wald/Granger to get around that.
Could you expand on what you mean by strong causal relationship? Are we able to conclude that x causes y if VECM has significant SR and LR coefficients?
Hallooo mam, I have been my last uni assignments, I applied ardl granger causality as last step for looking causality between variable, I have been looking that way on youtube but haven't been successful and just stuck on it, can you show me mam how to execute this using stata? Thanks in advance
@@CrunchEconometrix thanks mam for your response, I have checked your all uploaded video , but I just found ARDL-causality with panel data, I use time series data on my thesis, are panel and time series use similar step for ARDL-causality test?
@@CrunchEconometrix yeahhh mam I am 100% sure have checked all your video, but never find it, only have ARDL-Causality using e-views. I am sorry for bothering you once time
Hi Zac, not at all but you can infer long-run causality from the significant t-stats of the RHS variables on the dependent variable. May I know from where (location) you are reaching me?
hi mam.. i want to ask about what is the philosophy of long run and short run, what makes them different , and ect(error correction term) too.... i,m still confused... are sentences easier to understand it according your video...thank you mam?
Hi Adzra, I will suggest you find time to read papers and online resources on long- and short-runs. There's a lot to learn which I won't be able to take up. Please may I know from where (location) you are reaching me?
TH-cam 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.
Thank you very much for your very detailed videos. Please what happens when my error correction term is negative but not statistically significant, does that implies no long run relationship? Thank you!
Abdullahi, reversion to LR equilibrium is not statistically significant.
Hello Ma'am, as the result show from the Jarque-Bera test that error are not normally distributed, what inference is taken from it. and is there any way to correct it.
and Thanks for your content, it is helping many students to understand these model from basics.
Hi Mohit, if JB says non-normal distribution of the errors, then that's what it is. The most important tests to be concerned about are HETEROSCEDASTICITY, SERIAL CORRELATION, and STABILITY.
Maam, while performing the DIagnostic tests, I am getting this errors :
vecnorm, jbera
error computing temporary var estimates
r(198);
What should I do?
Hi Somrat, click on the error code for guides to resolving the problem. Thanks.
Hello,
Could you please briefly explain why Granger is not applicable to VECM, and Wald should be used instead?
I have tried looking online for reasoning, but haven't been successful.
Thank you
Hi Armen, both tests check for causality. Either suffices.
@@CrunchEconometrix ah ok thank you. Maybe I misinterpreted when you wrote that "vargranger is not applicable to VECM". We have to use Wald/Granger to get around that.
Both are causality tests.
Could you expand on what you mean by strong causal relationship? Are we able to conclude that x causes y if VECM has significant SR and LR coefficients?
Max, all causal relations are properly explained. Nothing more to add. Kindly watch the entire causality videos again. Thanks.
Hallooo mam, I have been my last uni assignments, I applied ardl granger causality as last step for looking causality between variable, I have been looking that way on youtube but haven't been successful and just stuck on it, can you show me mam how to execute this using stata? Thanks in advance
Hi Nurmi, kindly watch my ARDL-Causality videos.
@@CrunchEconometrix thanks mam for your response, I have checked your all uploaded video , but I just found ARDL-causality with panel data, I use time series data on my thesis, are panel and time series use similar step for ARDL-causality test?
@@CrunchEconometrix I meant similar command to apply
Nurmi, I have ARDL-Causality videos based on time series. You may want to check them out.
@@CrunchEconometrix yeahhh mam I am 100% sure have checked all your video, but never find it, only have ARDL-Causality using e-views. I am sorry for bothering you once time
Respected professor, please kindly inform me that how can you get these critical values ( 0.0756 and 0.5345 and 0.684).
Hi Iftektar, kindly watch the video again to see those values automatically generated. Thanks.
is there any way to check long run causality between the variables. For example does Gdp cause pdi in the longrun? thanks
In an example paper I have seen they use an F test to check the long run relationship.
Hi Zac, not at all but you can infer long-run causality from the significant t-stats of the RHS variables on the dependent variable. May I know from where (location) you are reaching me?
hi mam.. i want to ask about
what is the philosophy of long run and short run, what makes them different , and ect(error correction term) too.... i,m still confused...
are sentences easier to understand it according your video...thank you mam?
Hi Adzra, I will suggest you find time to read papers and online resources on long- and short-runs. There's a lot to learn which I won't be able to take up. Please may I know from where (location) you are reaching me?
@@CrunchEconometrix oke mam...i'm from indonesia