Asalam O Alaikum Sir! Your video lectures are very informative but please take some econometric model and then apply all time series problems using eviews. Also Discuss about Endogeneity. In this way, it will be more helpful for students to do research.
Thank you for your message. Please find the link below and find all tests' application on EViews by using an econometric model. Econometrics with EViews ua-cam.com/video/6eB_yEjcY04/v-deo.html
hello sir .... good evening very much an informative lecture ... sir I have one query in my research objective -To examine the integration among the major cereal markets. I selected one largest market from India (Agra Market) and one selected from Gujarat (Sanand Market) for wheat commodity. I have selected five commodities for the research. ek market ka data level pe stationary aa rha hai hai or dusre ka 1st difference pe to muje integration k liye kya karna padega or konsa method use karna hai Granger , Enger Granger ya ohansen Cointegration ... so much confusion .. and arrival and price dono leke analysis karna hai ki sirf price ko consider kar an hai ...
TJ Academy no sir. I have time series data and arrival ki koy jarurat nhi hai I think price is sufficient... price and arrival behaviour ke liye mene sabhi market ka arrival collect kiya tha .... Mene ADF test kar liya sabhi market k price ka .. all data are stationary at 1st difference [I (1) ] ... so muje ab kya karna hai co integration k liye ??? Ir integration hai ki nhi kese malum karnge ???
Agar hr market ko alag analyze kr rhi hn or not independent or dependent 1, 1 hay or saray I(1) hn to hr model may ADF, EG cointegration and ECM lagayen. Agar independent 1 say ziada hn to ADF k baad Johansen cointegration lagayen agar saray I(1) hn
If all are I(1), then we directly apply OLS. But what kind of relationship it gives? Is it long-run or short-run or we cannot say it is just a relationship!
@@etc4363 if series are non stationary and cointegration has not been checked then regression would be spurious. See ua-cam.com/video/FH-qd-3VJJI/v-deo.html
![Time Series Model Selection Method - Urdu I Hindi | English [CC]](http://i.ytimg.com/vi/klz24KQugbA/mqdefault.jpg)
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You are the best Educator of Econometrics
Very helpful for me Excellent explanation of every concept thank you
Vry vryyyyyy nice and good methodddd sir..........ap jesy professor hony chahyein......
AssalmuAlykum sir, sir main sir manzoor hussain ka student hon Faizan Sir ny batya tha ap onky class fellow thy, sir app bhut acha sumjathy hain
thank you sir. superb lectures .
Im sorry sir, would you put the caption on ? So people around the world could watch your lecture, May Allah bless you and your family.. thank you
Thank you for your message. I am trying to add english subtitles that would be beneficial for others as well.
Mashallah tabarkallah 👏👏👏👍👍👍👍👍
Plz sir explain ARCH and GARCH models
Mashallah sir G
Please make vedios on GARCH family models thanks for wonderful work
Hello sir...plz make a video on Johansen test separately(theory)...and if it is there plz share the link
Sir any video on smartpls...
Sir please make a vedio on Hamilton Filter in time series
Please video in arch garch model
when we use VECM?
Asalam O Alaikum Sir! Your video lectures are very informative but please take some econometric model and then apply all time series problems using eviews. Also Discuss about Endogeneity.
In this way, it will be more helpful for students to do research.
Thank you for your message. Please find the link below and find all tests' application on EViews by using an econometric model.
Econometrics with EViews
ua-cam.com/video/6eB_yEjcY04/v-deo.html
@@TJAcademyofficial Thank you sir. It just took me 1-2 days to understand Econometrics just bcz of you ❤️
@@faisalsabir3899 My pleasure
@@TJAcademyofficial gdp is not getting stationary after 1st diff with schwarz method but Alalaike sows diff.
What to do in this situation ??
Assalamu walekum sir, could you please show same on eviews practically for easy understanding.....zajakallsh kier
Thank you for your message. It will be available soon. Insha Allah
With EViews Application
EG Cointegration: ua-cam.com/video/daW8S4_98Js/v-deo.html
Johansen Cointegration": ua-cam.com/video/E4fjzpq63cc/v-deo.html
If variables are non-stationary then OLS is not applicable?
Or
IF the relationship is spurious then Ols is not Applicable?
1. Cointegration is required to run OLS at level data.
2. OLS cab be run at stationary series either level or first difference.
Apki logistic regression pr videos hn???
Sir have you uploaded any video about ARIMA Model?
Next week. InshaAllah
Dr sb jb aik variable level py stationary ho baqi first difference py tb cointegration k liay kya krna chaye, kindly btaiay ga
ARDL cointegration
Kindly ARDL Cointegration apply krnay ka process btaiay ga, shukria
if residual if not I(0) then?
Then run OLS with differenced form of variables
Anna mein ap se bhout pyar karta hoon
May bhi 🥰
hello sir .... good evening
very much an informative lecture ... sir
I have one query in my research objective -To examine the integration among the major cereal markets. I selected one largest market from India (Agra Market) and one selected from Gujarat (Sanand Market) for wheat commodity. I have selected five commodities for the research. ek market ka data level pe stationary aa rha hai hai or dusre ka 1st difference pe to muje integration k liye kya karna padega or konsa method use karna hai Granger , Enger Granger ya ohansen Cointegration ... so much confusion .. and arrival and price dono leke analysis karna hai ki sirf price ko consider kar an hai ...
Are u using panel data?
TJ Academy no sir. I have time series data and arrival ki koy jarurat nhi hai I think price is sufficient... price and arrival behaviour ke liye mene sabhi market ka arrival collect kiya tha .... Mene ADF test kar liya sabhi market k price ka .. all data are stationary at 1st difference [I (1) ] ... so muje ab kya karna hai co integration k liye ??? Ir integration hai ki nhi kese malum karnge ???
I have 10 years monthly price data
Agar hr market ko alag analyze kr rhi hn or not independent or dependent 1, 1 hay or saray I(1) hn to hr model may ADF, EG cointegration and ECM lagayen. Agar independent 1 say ziada hn to ADF k baad Johansen cointegration lagayen agar saray I(1) hn
Asslam o Alikum sir g
Your lecture is very very informative 👌
Thank you so much
Allah gave more power to you for such work
If all are I(1), then we directly apply OLS. But what kind of relationship it gives? Is it long-run or short-run or we cannot say it is just a relationship!
if OLS is applied on first difference than gives SR.
@@TJAcademyofficial what if we apply OLS on level? Can we estimate it as long run coefficient?
@@TJAcademyofficial what if we apply OLS on level? Can we interpret it as long run coefficient?
@@etc4363 if series are non stationary and cointegration has not been checked then regression would be spurious. See
ua-cam.com/video/FH-qd-3VJJI/v-deo.html
@@TJAcademyofficial What if all variables are I(0) and we regress by using OLS . What type of results it give? Long run or short run?
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