Thanks Chekwube for this wonderful video. Can I use the same approach to identify and remedy cross-sectional dependence, if any, in difference GMM and system GMM?
Good Evening Dr,, is it proper to first of all check for stationarity of the data before going ahead to confirm any test or other process ??? ANd is it proper to carry out stationarity test on panel data before adopting any econometric tools ???
Thank you ViData Solution for your explicit explanation. You carried out a test for your dataset where T>N at 21>20, you used GLSM, I have a dataset where my T
Nice video Sir, however for my panel data T=120 is greater than N=5 then i should refer to Breusch-Pagan LM to decide, but after I go through the GLS cross section SUR, the BG LM prob still 0 indicating cross section dependence, only the Pesaran CD prob increased 87.4% (For the case of Panel OLS)
VfData, thank you for this video, very explicit and understandable; please can you do an explicit video on How to detect and remove heteroskedasticity from panel data? thanks.
I guess Im asking the wrong place but does someone know of a tool to get back into an instagram account..? I was dumb lost the account password. I love any tricks you can give me!
@Keanu Rodrigo i really appreciate your reply. I got to the site thru google and Im in the hacking process atm. Seems to take a while so I will get back to you later when my account password hopefully is recovered.
really thanks sir, sir i have another prob;em about one test, my another test is westerlund cointegration test nd how i will apply this test in eviews 9
Eviews has several limitations when it comes to performing certain tests. If the test procedure is not already in Eviews add-ins and also not available as a program code, then we may take some time to study the model and find a way to maneuver the process in Eviews.
I realize that the cross sectional test does not apply in a panel random option and unbalanced panel. In each of these cases, what is the way forward? Thank you.
Hello sir, Thank you so much for your great video it really helps a lot ! a question regarding this , i have used second generation test and GLSM method as you did. so what to do afterward ? do i have to use cointegration test? it will be great if you provide me some idea sir
If there exists cross section dependence, then what are the methods we should use for panel cointegration? Is there any 2nd generation method for panel cointegration ?
Hello #ViData Solutions, could you please explain how to run Cross-Sectional ARDL (CS-ARDL) for T=48 and N=38? What are the preconditions to apply CS-ARDL, I don't seem to find any useful or effective guidance on this topic, please help me? it is very urgent. Thank you so much. Anyone who is familiar with CS-ARDL, please reach out. Thank you so so much in advance
Excellent explanation, thanks.
Your video has the precise information I was looking for, thanks.
You're welcome. Keep sharing my videos to your friends and colleagues. Thanks
Thanks for your clear explanation. Good job
Thanks for your kind review. Please keep sharing my videos to your friends and colleagues.
Nicely explained... I got more clarity about the concepts. Thanks 👍
thanks, your video is very helpful.
excellent brother. please make a video cross-section dependence estimation on STATA.THANKS
Thank you for the explanation. I want to ask what if N is greater than T
Sir, My analysis is still showing the absence of CSD. Which way is the ideal remedy. To correct from the data set or in the EViews (GLSM/PCSE)?
Please guide me what are the diagnostics of xtpmg?
Thanks
Thanks Chekwube for this wonderful video. Can I use the same approach to identify and remedy cross-sectional dependence, if any, in difference GMM and system GMM?
May not be applicable. The structure of GMM-D and GMM-S implies that cross-section has been terminated.
Good Evening Dr,, is it proper to first of all check for stationarity of the data before going ahead to confirm any test or other process ??? ANd is it proper to carry out stationarity test on panel data before adopting any econometric tools ???
Kindly guide, what are the diagnostics of xtpmg？
Thank you ViData Solution for your explicit explanation. You carried out a test for your dataset where T>N at 21>20, you used GLSM, I have a dataset where my T
It's likely that you're using a limited version of Eviews.
Helo! I have a similar database with (T
Nice video Sir, however for my panel data T=120 is greater than N=5 then i should refer to Breusch-Pagan LM to decide, but after I go through the GLS cross section SUR, the BG LM prob still 0 indicating cross section dependence, only the Pesaran CD prob increased 87.4% (For the case of Panel OLS)
Kindly give some idea on pollability test of the panel data regression
VfData, thank you for this video, very explicit and understandable; please can you do an explicit video on How to detect and remove heteroskedasticity from panel data? thanks.
I guess Im asking the wrong place but does someone know of a tool to get back into an instagram account..?
I was dumb lost the account password. I love any tricks you can give me!
@Kingston Roland Instablaster ;)
@Keanu Rodrigo i really appreciate your reply. I got to the site thru google and Im in the hacking process atm.
Seems to take a while so I will get back to you later when my account password hopefully is recovered.
@Keanu Rodrigo It worked and I actually got access to my account again. Im so happy:D
Thanks so much you saved my account :D
@Kingston Roland happy to help :)
really thanks sir, sir i have another prob;em about one test, my another test is westerlund cointegration test nd how i will apply this test in eviews 9
Eviews has several limitations when it comes to performing certain tests. If the test procedure is not already in Eviews add-ins and also not available as a program code, then we may take some time to study the model and find a way to maneuver the process in Eviews.
I realize that the cross sectional test does not apply in a panel random option and unbalanced panel. In each of these cases, what is the way forward? Thank you.
Try to run a pooled ols and test for cross-section. Some tests are not compatible with some panel structure and tests.
How do you correct for cross-sectional dependence in PMG model
Your explanation about cross-sectional dependence is very clear
What about unbalanced panel?
Hello sir, Thank you so much for your great video it really helps a lot ! a question regarding this , i have used second generation test and GLSM method as you did. so what to do afterward ? do i have to use cointegration test? it will be great if you provide me some idea sir
If there exists cross section dependence, then what are the methods we should use for panel cointegration? Is there any 2nd generation method for panel cointegration ?
You can use the Cross-Sectionally Augmented ARDL (CS-ARDL) by Pesaran (2006).
Thanks Sir for useful video. Can you please provide the various references used selection of various test based on N and T. Especially where n>t.
Ok sure
i am not getting the option of residual diagnostic for cross-sectional dependence test :(
What version and edition of Eviews do you use?
Hello #ViData Solutions, could you please explain how to run Cross-Sectional ARDL (CS-ARDL) for T=48 and N=38? What are the preconditions to apply CS-ARDL, I don't seem to find any useful or effective guidance on this topic, please help me? it is very urgent. Thank you so much. Anyone who is familiar with CS-ARDL, please reach out. Thank you so so much in advance
Still awaiting your response, please.
please homojenite test eviewss . ı hopee
Good interpret
Can you send you mail?
Thank you very much.
Yes, you can send me an email at:
chekwus_vtus2008@yahoo.com