This channel is dedicated to the keen learners of Econometrics. It helps to understand time series and panel data along with other latest statistical tools. Currently, this channel is being watched in more than 40 countries. I have uploaded videos related to Econometrics using RStudio, gretl and Excel.
Sir, if we wish to perform ADF test for the first differentiation of a particular variable, do we have to select lag order using, say for example VARselect(diff(GDP)) or can we use the same lag order we used for the level format of the variable [ that is using VARselect(GDP) ]
Thank you sir its very simple when you explained. One suggestion if you make a google derive library from which any one can use the data those are using in your you tube video. It can practice it and than apply it.
Hello sir. In your example, your variables are GDP and WPI. But in the syntax you used lgdp and dwpi. you would like to explain this passage to us. thank you
Good evening sir. how to determine the optimum lag for a database containing several variables? For example one dependent variable and two independent variables
sir please give ur email id for some enquiries and also please turn on comments section because event study is very important to do my project .and also i have so enquiries about event study ..so kindly reply me sir
@Miklesh Yadav : You helped me a for some projects through your video , so thank you !! HOWEVER , When we reject the null hypothesis , in this case , we should say , the test rejected the hypothesis of the absence of structural change in a series but it doesn't mean that there is indeed a structural change in a series (which what you said in the video ). This is an important thing that a lot of people make a mistake on . It was just for the sake of the clarification. Please , do not take it personally , we are exchanging ideas and learning from each other. Again , thank you for your great contentes.
