(Stata13): VECM and 3-Ways Causality Checks (1)

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  • เผยแพร่เมื่อ 21 ม.ค. 2025

ความคิดเห็น • 17

  • @CrunchEconometrix
    @CrunchEconometrix  6 ปีที่แล้ว +1

    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.

  • @lloydgeorge5418
    @lloydgeorge5418 3 ปีที่แล้ว +2

    The Best Videos on Econometrics ever

    • @CrunchEconometrix
      @CrunchEconometrix  3 ปีที่แล้ว

      Thanks Lloyd, for the encouraging feedback. Deeply appreciated!

  • @patsonshikaaba6357
    @patsonshikaaba6357 6 ปีที่แล้ว +1

    you are great you my hero *********************

    • @CrunchEconometrix
      @CrunchEconometrix  6 ปีที่แล้ว

      Thanks for the positive feedback, Patson...deeply appreciated! 💕 Kindly spread the word about my Channel to your friends and academic networks...gracias!

  • @HiCoco25
    @HiCoco25 5 ปีที่แล้ว +1

    Thank you for the simplicity in your tutorials

    • @CrunchEconometrix
      @CrunchEconometrix  5 ปีที่แล้ว

      U're welcome, Corazon...may I know from where (location) you are reaching me?

    • @HiCoco25
      @HiCoco25 5 ปีที่แล้ว +1

      @@CrunchEconometrix I am in Lusaka Zambia

    • @CrunchEconometrix
      @CrunchEconometrix  5 ปีที่แล้ว

      @@HiCoco25 Awesome Corazon, kindly spread the word about my videos to your friends, students and colleagues in Zambia...thanks!🙏😄

  • @lumumbavictor1992
    @lumumbavictor1992 3 ปีที่แล้ว +1

    These videos have really helped me understand the concept behind VAR and VECM, what I was not able to download is the dataset used, is there another way you can provide the data,,,

    • @CrunchEconometrix
      @CrunchEconometrix  3 ปีที่แล้ว

      Data is available on my website cruncheconometrix.com.ng/shop

  • @oblivious1545
    @oblivious1545 ปีที่แล้ว +1

    Thank you so much. I was just wondering, does stata output the F statistic for the VECM, and if so where? If not, how is the F statistic determined?

    • @CrunchEconometrix
      @CrunchEconometrix  ปีที่แล้ว

      You may want to check out other online resources for that information. Thanks.

  • @jonasadu8667
    @jonasadu8667 4 ปีที่แล้ว

    Good afternoon. Thank you for giving us the courage to do our research through your videos on the crunch econometrics channel
    am quite confused about VAR and VECM in granger causality analysis. are the two optional to granger causality analysis or there is the need to employ both in causality analysis.
    and also which of the diagnosis test best suit causality analysis if am to rely only on VAR
    thanks

    • @CrunchEconometrix
      @CrunchEconometrix  4 ปีที่แล้ว

      Thanks for the positive feedback, deeply appreciated. Nothing to be confused about. Granger causality, though optional, should be engaged. Watch my VAR/VECM videos for diagnostics.

  • @moviesanddramakorea
    @moviesanddramakorea 2 ปีที่แล้ว +1

    Good day Prof. I am trying to run a causality test for my Panel data, however the result keeps saying "the sample has gaps".. is there another way I can make this work? I want to run a VECM since my variables are cointegrated

    • @CrunchEconometrix
      @CrunchEconometrix  2 ปีที่แล้ว

      Kezia, if there are missing observations Stata won't execute. Beside, VECM is not applicable to panel ARDL analysis.