Ma'am you just beautifully explained. Thanks. I need graphs including goodness of fit on right X axis and t-values on the left X axis, Like the example pic
Dear Dr Shobha, Good Afternoon. Thank you so very much for all your videos on vital econometric methodologies. Please if I may ask are moment conditions already assumed in the modeling? This is because: (a) some of my variables are stationary at first difference (b) I would like to make use of the lagged dependent variable in my model in order to model the dynamic effects I look forward to your kind response. Kind regards, Angie
If I want to analyze stock market and Bitcoin correlation, can I use this model? I want to see if they move in same direction before and after COVID. This video is being more helpful than my supervisor.
Very informative as well as helpful demonstration, ma'am. Moreover, can you plz further explain about fixed effect panel quantile regression? How to estimate it by using fixed effect condition?
Also please tell me, if there is no asymmetry across quantiles, does it mean our model is insignificant because QR failed to identify the differences? What is the null hypothesis of the symmetric test if the Chi Sq and the P value are insignificant??? Ma'am, please clarify?
Dear Shobha, should we test the unit root of the variables in the initial step? If they have unit root should we use first differences of the variables in the quantile regression model? In some studies I saw that they used variable's first differences rather than variables itself.
I haven't tried. If you have got any article. Do post it to my email shobhagacecocbe@gmail.com. At present I am busy with my college work will do it shortly if you send any related articles
what is basic difference between quantile process estimates and quantile symmetric values. Whose results should we rely on? in this video , LNZ value at o.8th quantile is statistically different from 0.7th quantile.However the symmetry is showing a symetrical effect? WHY
what if a variable is not significant in ols method but significant in quantile regression? can we suppose it is significant in quantile regression then?
@@dr.shobhak6764 yeah i have a result inwhich a parameter is not significant in ols but significant in quantile regression, what am i suppose to do then ?
Thanks, Ma'am !! it is very helpful, I have one doubt whats the next step if p values are not significant for one variable, suppose I have 3 independent variables and all these 3 variables only at 0.9 quantiles have p values less than 0.05, what should I interpret then... and what about the other quantiles where p values are higher, should I include all variable in my econometric model or only at 0.9 quantiles I have to consider all these 3 variables for econometric modelling please help
You should write from the beginning quantile as explained. Out of the 3 independent variables minimum 1 should be significant. Don't discard any variables. Find out from other studies why its not significant?
@@dr.shobhak6764 Thanks, Ma'am ! for the quick reply I am working on GDP growth projection so I have selected 45 macro-financial variables, then did partition into 3 groups Financial condition, External Factors, macro-financial vulnerable collected the data quarterly for the last 15 years and computed the composite index by using Principal Component analysis GDP growth as the dependent variable and Financial Conditions, External Factors, macro-financial vulnerable are 3 independent variable Run quantile regression 0.1 to 0.9 quantities, only at 0.9 quantile p values are less than 0.05 for all 3 variables So kindly suggest further studies from where I can get some inference regarding p values and Quantile regression How should I proceed further...... shall be indebted for the courteous guidance
Thank you Dr, I understand well the explanation
thankyou Dr for the detail explanation
Thank you so much Dr for detailed and easy to understand explanations
Thank you dr😍very helpful for me to understand ❤
Thanks DR. Shobha, this is very lucid explanation
Thank you for the sharing Dr, its helps me a lot✨
very well explained. Thankyou!!
big fan from Pakistan keep making videos like this ma'am you nailed it.
Thank you so moch madam, very helpful
This is magnificent work.Thank you so so much for this really informative video.
Thank u so much its mean alot for me
Ma'am you just beautifully explained. Thanks. I need graphs including goodness of fit on right X axis and t-values on the left X axis, Like the example pic
Very informative video, thank you. Is there a Granger-causality in quantiles in EViews?
Dear Dr Shobha,
Good Afternoon. Thank you so very much for all your videos on vital econometric methodologies.
Please if I may ask are moment conditions already assumed in the modeling? This is because:
(a) some of my variables are stationary at first difference
(b) I would like to make use of the lagged dependent variable in my model in order to model the dynamic effects
I look forward to your kind response.
Kind regards,
Angie
thank you
If I want to analyze stock market and Bitcoin correlation, can I use this model? I want to see if they move in same direction before and after COVID. This video is being more helpful than my supervisor.
Give a try.
@@dr.shobhak6764 did you take the log of the variables first?
very nicely explained..
How to estimate quantile causality test?
Very informative as well as helpful demonstration, ma'am. Moreover, can you plz further explain about fixed effect panel quantile regression? How to estimate it by using fixed effect condition?
Mam I was able to understand.....thanks mam
Hope this was useful for you.
@@dr.shobhak6764 Yes mam. Thank you so much
Also please tell me, if there is no asymmetry across quantiles, does it mean our model is insignificant because QR failed to identify the differences? What is the null hypothesis of the symmetric test if the Chi Sq and the P value are insignificant??? Ma'am, please clarify?
yeah, i am also wondering how we should interpret that case??
i want to know which version if eviews this video madam
Dear Shobha, should we test the unit root of the variables in the initial step? If they have unit root should we use first differences of the variables in the quantile regression model? In some studies I saw that they used variable's first differences rather than variables itself.
Unit root first step
Thank you Dr. , may you please explain the forecasting using this technique .
I haven't tried. If you have got any article. Do post it to my email shobhagacecocbe@gmail.com. At present I am busy with my college work will do it shortly if you send any related articles
what is basic difference between quantile process estimates and quantile symmetric values. Whose results should we rely on? in this video , LNZ value at o.8th quantile is statistically different from 0.7th quantile.However the symmetry is showing a symetrical effect? WHY
Thanks Can u show us how to measure VaR and Co Value at Risk?
what if a variable is not significant in ols method but significant in quantile regression? can we suppose it is significant in quantile regression then?
@@cancayir3598 Have you tried working on it
@@dr.shobhak6764 yeah i have a result inwhich a parameter is not significant in ols but significant in quantile regression, what am i suppose to do then ?
Thanks, Ma'am !!
it is very helpful, I have one doubt whats the next step if p values are not significant for one variable, suppose I have 3 independent variables and all these 3 variables only at 0.9 quantiles have p values less than 0.05, what should I interpret then...
and what about the other quantiles where p values are higher, should I include all variable in my econometric model or only at 0.9 quantiles I have to consider all these 3 variables for econometric modelling
please help
You should write from the beginning quantile as explained. Out of the 3 independent variables minimum 1 should be significant. Don't discard any variables. Find out from other studies why its not significant?
@@dr.shobhak6764 Thanks, Ma'am ! for the quick reply
I am working on GDP growth projection so I have selected 45 macro-financial variables, then did partition into 3 groups Financial condition, External Factors, macro-financial vulnerable
collected the data quarterly for the last 15 years and computed the composite index by using Principal Component analysis
GDP growth as the dependent variable and Financial Conditions, External Factors, macro-financial vulnerable are 3 independent variable
Run quantile regression 0.1 to 0.9 quantities, only at 0.9 quantile p values are less than 0.05 for all 3 variables
So kindly suggest further studies from where I can get some inference regarding p values and Quantile regression
How should I proceed further...... shall be indebted for the courteous guidance
Just send the screen shot of your results. shobhagacecocbe@gmail.com
@@dr.shobhak6764 Dear Ma'am,
I have shared the results on the above mentioned mail id
After doing quantile regression residuals are not following normality what to do
Check the video from the beginning you will get the answer
Thank you mam
please make a video on wavelet-based quantile regression approch.
Its new. If there is any article mail me
@@dr.shobhak6764 alright ma'am
I want to talk with u
Clear your doubts via email. shobhagacecocbe@gmail.com