Thanks for the video Dr. Sayed. However, the heteroscedasticity remains appear although I have transformed the variables into logarithm. What test should I conduct furthermore?
Thank you. I would like to invite you to join Hossain Academy Facebook Group at below link and join our group discussion. Thank you. Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/
Thank you. I would like to invite you to join Hossain Academy Facebook Group at below link and join our group discussion. Thank you. Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/
Hello Dear, Thanks a lot for what you're doing! It helped me a lot in my works. I have a question. Now i'm working on price transmission. My model links 2 prices index, like World_Prices= a0 + Domestic_Prices. I'm using pesaran cointegration approach. When i finished, tests says that residuals of the dynamic model contains heteroskedasticity. I tried log transformation but it doesn't solve the problem!! Can you help me ??? Thanks in advance!!
Thank you for sharing your knowledge. In your video you have mentioned (6:15) at least 50% of variables in a good model should be significant. I am really curious to knowthe reference of this limitation. Thanks
Dear Far,, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there. Actually I am in that group and may help you. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/
Thanks for your video. My panel data have both heteroscedascity and autocorrelation problems. can i use GLS weights: cross-section weights and coef covariance method: cross-section weights to fix these problems?
yes, same as like my problem. How can you solve heterocedasticity and autocorrelation problem now in eviews ? may I get your answr to solve my problem too ? thanks a lot.
have you uploaded any vedio for panel data (cross sectional) removal of heterodasticity? I am afraid I couldnt find the heterodasticity in my software under view option.
i am running a VAR model on my data but i am facing heteroskedasticity problem in my data. i learnt how to deal in simple regression with this problem but in VAR/VECM I don't know how to tackle with it. can you help me in this respect. i will be very thankful to you for your kindness.
Sayed Hossain yes sir my all variables are already in the form of log and taken thier return i.e. Ln(closing prices) / Ln(opening price) but still heteroskedasticity and autoregression exist in my model while m applying VAR I found your lectures so beneficial i learnt from you alot but i didnt found the answer of my this question and m very hopeful that you can solve my problem. Thanks in anticipation.
Thank you. I would like to invite you to join Hossain Academy Facebook Group (Data Analysis) at below link and join our group discussion about modelling. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/
all lessons are very useful...I am grateful to you, Prof. (Dr.) Sayed Hossain...
dear Dr sayed
really it's very helpful, thank you very much
Thanks for the video Dr. Sayed. However, the heteroscedasticity remains appear although I have transformed the variables into logarithm. What test should I conduct furthermore?
Thank you very much for your efforts and helping us
Hi sir what about it shows 'log of non positive number' how to I correct it ??
thanks
What if my variables are already in log form?
problem is not resolve in my model case by log form please tell me about other methods to do so
What methods and How can we remove heteroscedasticity from the model in Eviews? In case, log does not solve this or impractical..
I have the same question. I converted in log form but still, there has heteroscedasticity problem. would you please give me proper solution
@@omarfaruquephd6529 I also need of an other method log is not working
Mr. Hossain, do you have the theoretical Background of using the Logarithm?
Thank you. I would like to invite you to join Hossain Academy Facebook Group at below link and join our group discussion. Thank you. Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/
Thank you sir. A nice and complete explanation of everything.
Thank you. I would like to invite you to join Hossain Academy Facebook Group at below link and join our group discussion. Thank you. Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/
Hello Dear,
Thanks a lot for what you're doing! It helped me a lot in my works. I have a question. Now i'm working on price transmission. My model links 2 prices index, like World_Prices= a0 + Domestic_Prices. I'm using pesaran cointegration approach. When i finished, tests says that residuals of the dynamic model contains heteroskedasticity. I tried log transformation but it doesn't solve the problem!! Can you help me ??? Thanks in advance!!
Thank you for sharing your knowledge. In your video you have mentioned (6:15) at least 50% of variables in a good model should be significant. I am really curious to knowthe reference of this limitation. Thanks
Dear Far,, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your
question there. Actually I am in that group and may help you. Thank you once
again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/
Thanks for your video. My panel data have both heteroscedascity and autocorrelation problems. can i use GLS weights: cross-section weights and coef covariance method: cross-section weights to fix these problems?
Binh Dang I never tried with GLS so unable to comment.
yes, same as like my problem. How can you solve heterocedasticity and autocorrelation problem now in eviews ? may I get your answr to solve my problem too ? thanks a lot.
can I do this on panel data? or is there other test for panel data?
have you uploaded any vedio for panel data (cross sectional) removal of heterodasticity? I am afraid I couldnt find the heterodasticity in my software under view option.
I did it using STATA software
can I do it using Eviews? Is stata more comfortable for doing this?
I did not see any option in EVIEWS so I did it using STATA..
tanks a million times,
i am running a VAR model on my data but i am facing heteroskedasticity problem in my data. i learnt how to deal in simple regression with this problem but in VAR/VECM I don't know how to tackle with it. can you help me in this respect. i will be very thankful to you for your kindness.
Please convert all the variables into log and run it again. I guess hetrocedasticity problem will be removed.
Sayed Hossain
yes sir my all variables are already in the form of log and taken thier return i.e. Ln(closing prices) / Ln(opening price)
but still heteroskedasticity and autoregression exist in my model while m applying VAR
I found your lectures so beneficial i learnt from you alot but i didnt found the answer of my this question and m very hopeful that you can solve my problem. Thanks in anticipation.
Ms, could you tell me how could you solve the problem of Heteroskedasticity in VAR, my data also already been logged.
You are welcome
thank you very much for unpload!!
Amazinggggggg!!!!!!!!
Thank you sir
Thank you. I would like to invite you to join Hossain Academy Facebook Group (Data Analysis) at below link and join our group discussion about modelling. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/
Yes boss.
could you please be a little faster
you can fast the video as i done