Removal of Heteroscedasticity. Model Two. EVIEWS

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  • Опубліковано 23 гру 2024

КОМЕНТАРІ • 39

  • @kalpatarubandopadhyay9368
    @kalpatarubandopadhyay9368 11 років тому +2

    all lessons are very useful...I am grateful to you, Prof. (Dr.) Sayed Hossain...

  • @lazregsaid3830
    @lazregsaid3830 12 років тому +1

    dear Dr sayed
    really it's very helpful, thank you very much

  • @tan4620
    @tan4620 5 років тому +1

    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?

  • @snehaharsha
    @snehaharsha 10 років тому +1

    Thank you very much for your efforts and helping us

  • @kirawei6114
    @kirawei6114 4 роки тому

    Hi sir what about it shows 'log of non positive number' how to I correct it ??
    thanks

  • @aliways403
    @aliways403 3 роки тому

    What if my variables are already in log form?

  • @MuhammadAhmad-bz8gj
    @MuhammadAhmad-bz8gj 4 роки тому

    problem is not resolve in my model case by log form please tell me about other methods to do so

  • @dionysoceanful
    @dionysoceanful 8 років тому +1

    What methods and How can we remove heteroscedasticity from the model in Eviews? In case, log does not solve this or impractical..

    • @omarfaruquephd6529
      @omarfaruquephd6529 6 років тому +2

      I have the same question. I converted in log form but still, there has heteroscedasticity problem. would you please give me proper solution

    • @MuhammadAhmad-bz8gj
      @MuhammadAhmad-bz8gj 4 роки тому

      @@omarfaruquephd6529 I also need of an other method log is not working

  • @abramriccardo9251
    @abramriccardo9251 5 років тому

    Mr. Hossain, do you have the theoretical Background of using the Logarithm?

    • @sayedhossain23
      @sayedhossain23  5 років тому

      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/

  • @javedmohd7017
    @javedmohd7017 5 років тому

    Thank you sir. A nice and complete explanation of everything.

    • @sayedhossain23
      @sayedhossain23  5 років тому

      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/

  • @Babymeosh
    @Babymeosh 12 років тому

    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!!

  • @nickname1417
    @nickname1417 8 років тому

    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

    • @sayedhossain23
      @sayedhossain23  8 років тому +1

      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/

  • @binhdang2236
    @binhdang2236 9 років тому

    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?

    • @sayedhossain23
      @sayedhossain23  9 років тому

      Binh Dang I never tried with GLS so unable to comment.

    • @bayusutikno5317
      @bayusutikno5317 8 років тому

      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.

  • @razikridzuan4662
    @razikridzuan4662 8 років тому

    can I do this on panel data? or is there other test for panel data?

  • @shamsunnahar9590
    @shamsunnahar9590 11 років тому

    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.

    • @sayedhossain23
      @sayedhossain23  11 років тому

      I did it using STATA software

    • @shamsunnahar9590
      @shamsunnahar9590 11 років тому

      can I do it using Eviews? Is stata more comfortable for doing this?

    • @sayedhossain23
      @sayedhossain23  11 років тому

      I did not see any option in EVIEWS so I did it using STATA..

  • @kemenuwapaul5761
    @kemenuwapaul5761 4 роки тому

    tanks a million times,

  • @TJsAcademy
    @TJsAcademy 10 років тому

    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.

    • @sayedhossain23
      @sayedhossain23  10 років тому +1

      Please convert all the variables into log and run it again. I guess hetrocedasticity problem will be removed.

    • @TJsAcademy
      @TJsAcademy 10 років тому +2

      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.

    • @yujieli4573
      @yujieli4573 7 років тому

      Ms, could you tell me how could you solve the problem of Heteroskedasticity in VAR, my data also already been logged.

  • @sayedhossain23
    @sayedhossain23  11 років тому

    You are welcome

  • @ShadabHashmi
    @ShadabHashmi 11 років тому

    thank you very much for unpload!!

  • @anastasismilan4206
    @anastasismilan4206 11 років тому

    Amazinggggggg!!!!!!!!

  • @sayedhossain23
    @sayedhossain23  11 років тому +2

  • @niyukta501
    @niyukta501 6 років тому

    Thank you sir

    • @sayedhossain23
      @sayedhossain23  6 років тому

      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/

  • @mathewegu1000
    @mathewegu1000 11 років тому

    Yes boss.

  • @amritadutta2050
    @amritadutta2050 6 років тому +1

    could you please be a little faster