I want to appreciate all my subscribers from across the globe (Africa, Asia, Europe, the Middle East, The Americas, and The Pacific). Thank you all for your support. I am encouraged by your comments, questions, likes and critiques. They keep me focussed and poised to do better. I will continue to contribute my little quota such that every student and researcher will independently analyse his/her data. My teaching approach is very practical. I adopt a do-as-I-do style. Many thanks to those who have supported me by telling others. Once again, CrunchEconometrix loves to teach, support my Channel with your subscription, likes, feedbacks and sharing my videos with your cohorts. Please do not keep me to yourself (lol) inform your friends, students and academic networks about my Channel. Tell them CrunchEconometrix breaks down the econometric jargons and teaches with simplicity. Follow me on Facebook, Twitter and Reddit. Love you all, greatly!!!
Hi Clare, I covered this in the videos on heteroscedasticity when talking about the DECISION CRITERIA. Kindly watch them again for clearer understanding, thanks.
Thank you for all your videos that are helpful for students. please could you do a video about Kpss structural break test and RALS-LM test? I think it is highly needed for students because there are not any videos that explain both of them.
Hi Anwar, I'm encouraged by your commendation and positive feedback. Deeply appreciated! 😀 I'll do my best to make the videos once I fully understand the techniques. Please may I know from where (location) you are reaching me?
I used log-log model to estimate the ARDL and ECM, and after undertaking the diagnostics, I realized my model suffers from AC and HT. I then resolved it by changing the functional form and employed log-level, and level-log models, which both helped me to obtain a homoscedastic model. Therefore, my question is, do I go back and change the functional form of the model to suit the corrected one so that I will re-run my estimations again or what do I do after resolving the HT (Heteroscedastic) problem in my model?
Respected madam, thanks for the great video and I’m glad to subscribe it soon from my life. This is Dereje from Ethiopi Msc student. I have 2 question: Q1; do functional form of variable must be log or level?if at level e.g from stata “ladder”command we get Transformation form like cubic,square, identity,square root,log,inverse,1/cubic,1/(square root),and 1/square with corresponding chisquare including its probability. Do we choose any form with lower chisquare or other decision? Q2: Please guide me “how I can do project on” investigating the relation among savings, and investment ?” do it is possible if incorporate GDP including others.which model is better for model specification?
Hi Dereje, thanks for the encouraging feedback and for subscribing to my UA-cam Channel. Deeply appreciated! You can specify any functional form for your model. It depends on several factors: researcher's preferences, variables measurement, etc. I'll refer you to Wooldridge to read up on FUNCTIONAL FORMS. Also, it is advisable to always include GDP or per capita GDP to capture the economy in most models. But discuss with your Supervisor because I won't be commenting further on this. Thanks.
I want to appreciate all my subscribers from across the globe (Africa, Asia, Europe, the Middle East, The Americas, and The Pacific). Thank you all for your support. I am encouraged by your comments, questions, likes and critiques. They keep me focussed and poised to do better. I will continue to contribute my little quota such that every student and researcher will independently analyse his/her data. My teaching approach is very practical. I adopt a do-as-I-do style. Many thanks to those who have supported me by telling others. Once again, CrunchEconometrix loves to teach, support my Channel with your subscription, likes, feedbacks and sharing my videos with your cohorts. Please do not keep me to yourself (lol) inform your friends, students and academic networks about my Channel. Tell them CrunchEconometrix breaks down the econometric jargons and teaches with simplicity. Follow me on Facebook, Twitter and Reddit. Love you all, greatly!!!
Thanks for your efforts, really helpful
excellent
tks
Thanks, Kapila for the encouraging feedback. Appreciated!
Thank you for your unique way of explanation
Thanks for the encouraging feedback, Mohd. Deeply appreciated! Please may I know from where (location) you are reaching me?
@@CrunchEconometrix I am Sudanese, doing my PhD in economics at Erciyes University in the republic of Turkey, Kayseri city.
Hello…at what pvalue interval is a model homoskedastic? My pvalue is 0.260 and I’m wondering if it’s homoskedastic or heteroskedastic?
Hi Clare, I covered this in the videos on heteroscedasticity when talking about the DECISION CRITERIA. Kindly watch them again for clearer understanding, thanks.
Thank you for all your videos that are helpful for students.
please could you do a video about Kpss structural break test and RALS-LM test? I think it is highly needed for students because there are not any videos that explain both of them.
Hi Anwar, I'm encouraged by your commendation and positive feedback. Deeply appreciated! 😀 I'll do my best to make the videos once I fully understand the techniques. Please may I know from where (location) you are reaching me?
@@CrunchEconometrix from china
I used log-log model to estimate the ARDL and ECM, and after undertaking the diagnostics, I realized my model suffers from AC and HT. I then resolved it by changing the functional form and employed log-level, and level-log models, which both helped me to obtain a homoscedastic model. Therefore, my question is, do I go back and change the functional form of the model to suit the corrected one so that I will re-run my estimations again or what do I do after resolving the HT (Heteroscedastic) problem in my model?
I am reaching you from GHANA
Yes.
Respected madam, thanks for the great video and I’m glad to subscribe it soon from my life. This is Dereje from Ethiopi Msc student. I have 2 question:
Q1; do functional form of variable must be log or level?if at level e.g from stata “ladder”command we get Transformation form like cubic,square, identity,square root,log,inverse,1/cubic,1/(square root),and 1/square with corresponding chisquare including its probability. Do we choose any form with lower chisquare or other decision?
Q2: Please guide me “how I can do project on” investigating the relation among savings, and investment ?” do it is possible if incorporate GDP including others.which model is better for model specification?
Hi Dereje, thanks for the encouraging feedback and for subscribing to my UA-cam Channel. Deeply appreciated! You can specify any functional form for your model. It depends on several factors: researcher's preferences, variables measurement, etc. I'll refer you to Wooldridge to read up on FUNCTIONAL FORMS. Also, it is advisable to always include GDP or per capita GDP to capture the economy in most models. But discuss with your Supervisor because I won't be commenting further on this. Thanks.
thank you very much please how can run mean equation there are just c no independent variable ??? thank's again
Is your query related to this video?
@@CrunchEconometrix no i means garch or arch model
@@belkhir789 Watch my ARCH and GARCH for detailed understanding. I will encourage you jot some notes while watching.