Dear Jason, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there for feedback. Thank you, Sayed Hossain from Hossain Academyfacebook.com/groups/hossainacademy/
Hi Sayed Hossain, could you please share with us how to convert non-stationary panel data (just have become stationary after first or second differences) to stationary variable ? Thanks!
+Sayed Hossain, I tested Panel unit root in Eviews as you guided and found that some variables have become stationary after 1st or 2nd differences. Now I want to use these data (in excel file) to run with Panel threshold model in R-software. Could you please tell me what need I do with the panel data in excel before estimating in R (because they are still non-stationary)? Thanks in advance!
Dear Sir, May I understand do we need to have stationary data on every independent variable in single equations before pool them to become panel data? Then after we run either POLS, fixed or random effect model only, we test again is the panel data is stationary or not?
Dear seen, I would like to invite you to join Hossain Academy Facebook at below link and post yourquestion there. If I know the answer I shall respond. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/
i need answer if some variables are at level and others are the first difference so what I can do so can go at first difference or at level and how the equation will be
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/
Dear Sir. Thank you so much for all of your videos. I have one question that could not be answered until now.. When do we have to take into account stationary data for panel regression? For example, if I have 10 individuals and 8 years data, so in total 80 observation, would I have to check whether the data is stationary or not?
Hi, thanks for you video. I got a question. When you test the unit root on the level, you have selected the "intercept". However, when you test the same variable in the first differenced scenario you still include the "intercept". I personally think that it is inappropriate. Once the original model on the level includes the intercept, its intercept will be cancelled out by first differencing. So when you test the unit root in the first differenced scenario, I think you should choose "none".
Dear Sir, your contribution towards learnings new techniques is really incredible so thank you so much for your all videos, one request i want to do that please mention while making your videos that which data we present while showing our results. I have one question more that if at level series become stationary (almost all) with intercept and intercept and trend then we may proceed with cointegration test or not ?
Dear Khan, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there. If I know the answer I shall certainly respond. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/
Dear Mr. Hossain, I am writing to ask about an error that stops me from running Panel Unit Root test. Although I have 340 observations (68 firms x 5 years), The EVIEW 6.0 still send me the message called "Insufficient number of observations encounterned in UROOT". I would appriciate if you help me clarify this error! I am looking forward to hearing from you. Best regards, Trang
Sayed Hossain I am afraid that It is not. I'll find another original one and try again. By the way, for panel data, which tests are the most suitable for testing Autocorrelation and Heteroskedasticity? Thanks for your time!
Trang Pham Pesaran CD test is suitable for serial correlation. You can use STATA for this test. STATA is available for demo version from STATA company. Also Hossain Academy has few videos on Panel using STATA. Link is below.
Hi Sir, I am trying to do unit root at level 1 but it says " Error unable to compute any results with the selected options." Why is it showing like that?
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.
Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there for feedback. Thank you, Sayed Hossain from Hossain Academy facebook.com/groups/hossainacademy/
+Ali Yasin Kalabak Thanks. I have plan in future. Meanwhile, I would like to invite you to join Hossain Academy Facebook for greater interaction about economics, finance and econometrics with me. Thank you Sayed Hossain from Hossain Academy. Please join below and post your question .facebook.com/groups/hossainacademy/
Hi Sayed Hossain, i am now doing my thesis on ARDL (mean group and pool mean group) panel data, can you post video about those method? thank you so much for your sharing
+Mouykoun Lim Thank you. I would like to invite you to join Hossain Academy Facebook for greater interaction about economics, finance and econometrics with me. Thank you Sayed Hossain from Hossain Academy. Please join below and post your question.facebook.com/groups/hossainacademy/
Hi, your video is awsome, it helps me alot. :) btw, could you please answer this question: is stationary needed for running fixed and random effect model? It is obviously needded for OLS, but I'm not sure with fixed and random. My teacher asked me to check, I got some variables that not stationary at level but stationary at first deffirence, so what am I supposed to do after checking panel data of stationary?
Oanh Phạm I have used panel Unit root testing.....Have u seen it? But I have checked it run Panel VECM or Var model....But for fixed and random effect model it is not required to check unit root testing...
Sayed Hossain thanks for your reply, he asked checking stationary for Pool modek. I did check, and the result of stationary just like your video that 50% of test was stationay and 50% was not stationary, So, I decided to pick up the test that given good result (stationay) to report in my thesis. I hope it will be fine, he haven't reply my email yet. :)
Sayed Hossain Hi, thanks so much for your video....I am little bit surprised that, as you wrote, for fixed effects model is not required to check unit root test. Why is not nessessary to have stationary variables in FE ? I would much appreciate your respond...thanks a lot
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. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/
salam alekom, thanks very much for your vido, god bless you dear sir, I have a question. when I want to make result about any test like ADF should write the value of lag 1 : -.974* (.123) and lag 2 :-.974* (.123) so what is the value in parenthesis. thanks dear sir
Hello Seyed Hossain Your video gives me too much information of unit root but I have a question I don't know about intercept and trend, Can you explain it for me. Thank you for your help in advance. Ben
Visuda Sattayhatevar Thanks...Please join Hossain Academy group in the Facebook. Please make question there so that everyone in the group can share. We are sharing knowledge there. Thank you for your understanding
Sayed Hossain, you do an incredible job in assisting researchers. Thank you so much!
Dear Jason, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there for feedback. Thank you, Sayed Hossain from Hossain Academyfacebook.com/groups/hossainacademy/
Put the video on 1.25 fast video then watching this, then only the pace is "normal", saves time also..
Great...may I ask for panal regrassion methods for further process...
Thank you so much for all your videos! They're incredible, and helps a lot to understand :D!
Ma. Victoria Sánchez V. You are welcome mam to Hossain Academy. You can see more videos there
Thank you! Is there any video about PMG (pooled mean group)?
Dear sir and madam, You can see panel unit root testing using EVIEWS below. Thank you Sayed Hossain from Hossain Academy
Sir can I convert variables into log form before doing unit root test and can I convert dependent variable into log form as well ??? Please
Sir, It is important to check unit root for dummy variables.
Please suggest
Hi Sayed Hossain, could you please share with us how to convert non-stationary panel data (just have become stationary after first or second differences) to stationary variable ? Thanks!
+Linh Trần
Panel Unit root tetsting video in Hossain Academy is the answer.
+Sayed Hossain,
I tested Panel unit root in Eviews as you guided and found that some variables have become stationary after 1st or 2nd differences. Now I want to use these data (in excel file) to run with Panel threshold model in R-software. Could you please tell me what need I do with the panel data in excel before estimating in R (because they are still non-stationary)? Thanks in advance!
Have u manage to find out? I have the same problem, i dont know how to put the results after 1st different in my data.
@@adinaiulia1751 hay same problem is mine did you get any solution. reply plz
Dear Sir,
May I understand do we need to have stationary data on every independent variable in single equations before pool them to become panel data? Then after we run either POLS, fixed or random effect model only, we test again is the panel data is stationary or not?
Dear seen, I would like to invite you to join Hossain Academy Facebook at below link and post yourquestion there. If I know the answer I shall respond. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/
when you test the unit root it shows me that uroot is not valid view for variable . What can I do
i need answer if some variables are at level and others are the first difference so what I can do so can go at first difference or at level and how the equation will be
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/
Dear sir how to apply that LLC test on individual variable that we obtain the individual variable at level and 1st difference and spreat rezalt
Sir, where can i get the excel data for practice the software?
great job sir
Dear Sir. Thank you so much for all of your videos. I have one question that could not be answered until now.. When do we have to take into account stationary data for panel regression? For example, if I have 10 individuals and 8 years data, so in total 80 observation, would I have to check whether the data is stationary or not?
Dear sir... If unit root test result stationary at level so we apply panel least square on that data or not?
Thanks
Hi, thanks for you video. I got a question. When you test the unit root on the level, you have selected the "intercept". However, when you test the same variable in the first differenced scenario you still include the "intercept". I personally think that it is inappropriate. Once the original model on the level includes the intercept, its intercept will be cancelled out by first differencing. So when you test the unit root in the first differenced scenario, I think you should choose "none".
陈文聪 Would you mind to join Hossain Academy Facebook below link and post your questions. Normally we are sharing there our discussion.
Sayed Hossain facebook.com/groups/hossainacademy
Dear Sir, your contribution towards learnings new techniques is really incredible so thank you so much for your all videos, one request i want to do that please mention while making your videos that which data we present while showing our results. I have one question more that if at level series become stationary (almost all) with intercept and intercept and trend then we may proceed with cointegration test or not ?
Dear Khan, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there. If I know the answer I shall certainly respond. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/
Dear Mr. Hossain,
I am writing to ask about an error that stops me from running Panel Unit Root test. Although I have 340 observations (68 firms x 5 years), The EVIEW 6.0 still send me the message called "Insufficient number of observations encounterned in UROOT".
I would appriciate if you help me clarify this error!
I am looking forward to hearing from you.
Best regards,
Trang
Trang Pham Is your software original? if not you may face problem in getting results.
Sayed Hossain I am afraid that It is not. I'll find another original one and try again. By the way, for panel data, which tests are the most suitable for testing Autocorrelation and Heteroskedasticity?
Thanks for your time!
Trang Pham Pesaran CD test is suitable for serial correlation. You can use STATA for this test. STATA is available for demo version from STATA company. Also Hossain Academy has few videos on Panel using STATA. Link is below.
www.sayedhossain.com/STATA.html
Hello sir, This estimation is available in Eviews student version 10 ? Plz rply asap.
Thanks
Hi Sir, I am trying to do unit root at level 1 but it says " Error unable to compute any results with the selected options." Why is it showing like that?
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.
my data is non stationary after lagging and 1st and 2nd at difference. How should I do next ?
Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there for feedback. Thank you, Sayed Hossain from Hossain Academy
facebook.com/groups/hossainacademy/
great video but how can we apply second generation panel unit root test in eviews. for example cadf or suradf? please help me...
+Ali Yasin Kalabak Thanks. I have plan in future. Meanwhile, I would like to invite you to join Hossain Academy Facebook for greater interaction about economics, finance and econometrics with me. Thank you Sayed Hossain from Hossain Academy. Please join below and post your question
.facebook.com/groups/hossainacademy/
thanks. really, it means a lot.
Hi Sayed Hossain, i am now doing my thesis on ARDL (mean group and pool mean group) panel data, can you post video about those method? thank you so much for your sharing
+Mouykoun Lim Thank you. I would like to invite you to join Hossain Academy Facebook for greater interaction about economics, finance and econometrics with me. Thank you Sayed Hossain from Hossain Academy. Please join below and post your question.facebook.com/groups/hossainacademy/
Hi, your video is awsome, it helps me alot. :)
btw, could you please answer this question: is stationary needed for running fixed and random effect model? It is obviously needded for OLS, but I'm not sure with fixed and random. My teacher asked me to check, I got some variables that not stationary at level but stationary at first deffirence, so what am I supposed to do after checking panel data of stationary?
Oanh Phạm I have used panel Unit root testing.....Have u seen it? But I have checked it run Panel VECM or Var model....But for fixed and random effect model it is not required to check unit root testing...
Sayed Hossain thanks for your reply, he asked checking stationary for Pool modek. I did check, and the result of stationary just like your video that 50% of test was stationay and 50% was not stationary, So, I decided to pick up the test that given good result (stationay) to report in my thesis. I hope it will be fine, he haven't reply my email yet. :)
I hope so also...
Sayed Hossain yep, one more time, thank you for your videos, you did great work :)
Sayed Hossain Hi, thanks so much for your video....I am little bit surprised that, as you wrote, for fixed effects model is not required to check unit root test. Why is not nessessary to have stationary variables in FE ? I would much appreciate your respond...thanks a lot
thank you , sir
Most welcome
THANX ALOT PROF YOU ARE MY LYF SAVOR
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. Thank you once again, Sayed Hossain from Hossain Academy.
facebook.com/groups/hossainacademy/
salam alekom, thanks very much for your vido, god bless you
dear sir, I have a question. when I want to make result about any test like ADF should write the value of lag 1 : -.974* (.123) and lag 2 :-.974* (.123)
so what is the value in parenthesis.
thanks dear sir
farzaneh rahmanizadeh You select automatic lag selection in the software
Hello
Seyed Hossain
Your video gives me too much information of unit root
but I have a question
I don't know about intercept and trend, Can you explain it for me.
Thank you for your help in advance.
Ben
Visuda Sattayhatevar Thanks...Please join Hossain Academy group in the Facebook. Please make question there so that everyone in the group can share. We are sharing knowledge there. Thank you for your understanding
Sayed Hossain Ok , thanks for your support
i love you sayed u save my life
+Faizah Lee Ok. I accept your love. Stay happy in happy.
You could tell all these things in 7-8 minutes. You take too much time. Thanks anyway