| Title | : | (EViews10):Estimate Bounds Cointegration Test #ardl #ecm #boundstest #cointegration |
| Lasting | : | 6.08 |
| Date of publication | : | |
| Views | : | 46 rb |
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if the test is inconclusive ie the f-stat falls between the I(o) and I(1) values what method do we use for estimation and what would be our conclusion Comment from : @favourokwuchukwu-uba8674 |
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Good day Ma Thanks for your teachings They have been very helpful Please my question is,can the bounds test for Cointegration be performed if you are not using the ARDL method? Comment from : @heavensportaln |
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@CrunchEconomitrics I am from SIMAD University Somalia, now I'm doing my thesis and I must say Thank U very much you made me easy Comment from : @mohamedahmedhashi8529 |
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Godbless you prof!!! ❤❤❤❤ Comment from : @JohnElphata |
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Take my humble greetings professor 💜 can you explain in a short note that when to use restricted constant and when to use unrestricted constant? Comment from : @tabitajannatul6736 |
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Thank you ma…I have a question, so I did unit root test for my variables, they were all non-stationary at level but at first difference, two of the variables became stationary, I’m confused on the regression method to use…maybe Ardl or Ols brI would really appreciate your response ma Comment from : @adekoyarachael2681 |
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Good evening professor, please is the bounds test for each hypothesis? Comment from : @adekoyarachael2681 |
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Hey, which method of cointegration do I have to use if I'm using 4 variables and 3 were stationery at second difference, one was stationery in levels Comment from : @SharonNworld |
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Hello Professor, this video is very helpful But In my Eviews 10, I don't have the option of Long run form and bound test in coefficient diagnostics Comment from : @swathim8617 |
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Hello ProfbrPlease can you tell me what to do if all variables dependent and independent are I(1)? Comment from : @srishtibatra9991 |
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That was very helpful to me, Thank you Comment from : @cheikhfalit2462 |
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thanks a lot prof Comment from : @محمديوسف-ل6ع2خ |
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Your classes have been very helpful Thank you very much and well done Comment from : @mogeconomics |
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Hello professor, may I ask should i log my data before doing ardl? As I have 1 variable set of data's in which after log it, the data is insufficient, so can I just log other variables and just left this insufficient data's variable without logging it? Comment from : @yinyi3934 |
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Hello Doctor, hope you are doing well!br I have 2 questions: 1)Why the Short run coefficients are always small than the Long run ARDL?br 2) I want to make forecasts using the ARDL model and I know I will be using the short run model but do I need to add the error correction term as well? Comment from : @charifahaouraji7501 |
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Thanks very much ma I tried using this method but return near singular matrix Because the dataset is a panel data 5 by 5cross section is 5 and the number of years also 5 years At this junction, what's the best model to apply for this panel data ma and what can I do to run this data sourced Investigating the effects of credit risk management on banks performance Sample size of 5 banks within 2016 to 2020 Thanks in anticipation of your kind considertion and subsequent guidance on this research work ma Comment from : @simonejima1224 |
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What a bombastic lecture Clear my 1000 confusions regarding ARDL Bounds Comment from : @abdullahbinomar3390 |
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Hi mamcan you please clarify about short run interpretation in ARDL model as I have taken 3 lags and I am getting the coefficients of all 3 lag valueswhich one to mention in while writing for my research paper?? Thanks in advance Comment from : @zoyashah7826 |
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Thanks Comment from : @abdulrazakrobison8069 |
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Hello please i have a question What should we do if the bound test is inconclusive ? Comment from : @lemondedesafa687 |
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respected, i have my model with mix cointegrationi(1) and i(0) i applied ARDL bound test but the result of lon run are positive but insignificant ,how can i interpret this long run tnx Comment from : @absa3919 |
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Ma'am! brF-Statistics value is 3837083 do i reject null hypothesis?brSuperb Video Comment from : @shabbarimam4779 |
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Thanks for the insight However, is it not necessary to transform the variables before the ARDL estimate? Comment from : @babcockacademy9650 |
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Excellent one Very helpful Comment from : @abdulsaqib3105 |
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Hello Professor, I am from the UK, currently doing my thesis and I must say you are a life saver! Thank you so much for all the videos, they have been really helpful! I had a question, all of my variables are stationary at I(1) apart from one variable (inflation) which is stationary at I(0) Do I still have to use estimate bounds test ? When I did so, I found cointegration and I am not sure If I should use VECM or ECM ? Comment from : @poojakumar4819 |
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Honestly, you did a great job here Comment from : @oyegokehammed3406 |
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PLEASE HELP-ME What does the Error Correction (LEVELS EQUATION) mean? Is this the long run? I really need some help Comment from : @rafaeldemoraislima9080 |
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Good Videos indeedbrbrI am working on time series data (aggregated data) with only 25 observations and I have learnt that for results to be reliable, at least I must work with 30 observations Since it's not recommended to disaggregate time series data into quarterly or monthly frequency and I could not go back and get more data brHow best can I deal with the situation and produce reliable results?brI am working with an ARDL Model brAny help please Comment from : @Simthjohnson-z5o |
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Very well explained but I have a doubt Out of 5 variables, two are coming out to be 'not-cointegrated' and the rest 3 are coming out to be cointegrated In this case, which test should I apply? Comment from : @gaurisrivastava6041 |
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Can I only use the test if the dependent variable is I (1)? I read this information in a paper Excellent video Comment from : @daisypereira8147 |
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Thanks very much A very useful and practical tutorial An excellent source of complementary learning Comment from : @joseantoniocaballero6324 |
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Thank you ma for the video Regarding the decision rule for the bounds test, the F-statistic in your example is clearly lower than all the critical values so what if the F-statistic is greater than some values in the I(0)? Comment from : @oyakhamohsharon7098 |
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Please we want NARDL estimation Comment from : @maaroufiahmed4982 |
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Thank you so much Comment from : @Slow__Record |
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Hello teacher, your instructional video is very clear and useful
brI have a question now My f statistic is very high, as high as 32 Is this normal?
brCan I continue? Comment from : @wlwll1039 |
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That is a really interesting stuff What if I have a mix of variables that are I(0), I(1) and I(2) The similar co-integration technique may be used or there is some other test? Comment from : @irfanhaidershakri530 |
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Could someone please help me find and download the dataset used in example? The given gdrive link in the video description is not working Im unable to access dataset here Urgent help needed pls Comment from : @randomYtuberr |
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Hi,brThat was wonderful presentationbrbrpLease what VERSION of Eviews did you use for this estimationbrIs it: Single user full license or university Edition or commercial volume license or academic volume license?brbrI have standalone EViews 11 version but I could not perform the bound test because the long run/bound test is not on menu bar after clicking on coefficient diagnostics brThank you Comment from : @chelseajacob7272 |
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Thanks for the video I have few questions How levels equation is related to Granger causality? Significance level in levels equation means what?
Do signs of levels equation is a method to verify theoretical insight? Thank you very much Comment from : @nuricolakoglu4552 |
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thanks for you videos, but in all your videos you went through all details without explaining each table in Eviews results refere to what (short run, long runetc) we need to know which tables we have to use in our research papers i'm so much confused about that Comment from : @kawalew |
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If 3 individual series are stationary at level 2, level 2 and level 1 should we use bounds cointegration test ? Comment from : @apica1234 |
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how to proceed if 4 out of 5 equations show cointegration but 1 is inconclusive? how to specify the one which is inconclusive and estimate in eviews? Comment from : @drsyedateebakhtershah5111 |
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Ma what do i do when all my values are integrated in first order? Comment from : @OluchiMbah |
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What if after unit root test you get outcome 3 do ARDL but find that the ARDL is non parameterized so you go on and do Wald test and end up with OLS which is specific parsimonious equation, which method do i use to conduct cointegration from here(parsimonious equation)? bound test or johasen? kindly reply Comment from : @mercyonyango4325 |
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Thank you very much for the video Its really helpful I have a question Some of my variables are I(2) other are I(1) and I(0) Can I still use this lmethod? Comment from : @kristiangradev1306 |
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My journey in econometrics is becoming easier and enjoyable due to your tutorials; thanks again Please may I know what steps need to be taken when the F-statistic is between the I(0) and I(1) bound? Comment from : @bellabae3661 |
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More than excellent thank u professora this way is amazing now i absorb better Comment from : @ghadaghada4881 |
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Dear Prof Regarding ECM value, how many scenarios are possible For Example is it possible to be greater than /1/? How to interpret them? Comment from : @rebazdhahir6280 |
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Dear Prof
In Unit Root Test after choosing ADF there are 3 tests (Intercept, Trend, and None) for each unit root test (Level, 1st difference, or 2nd difference)brhow many of them should be significant to decide if a variable is stable at (Level, 1st difference, or 2nd difference) Comment from : @rebazdhahir6280 |
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Hello Prof Thank you for your very useful educational Videos Using Eviews 10 for analyzing ARDL model, there are five trend specifications (1-None, 2-Rest Cons, 3-Constant, 4- Rest Trend, and 5- Const and Trend)
brIs there a method to decide which one is the best fit to the model in ARDL? Comment from : @rebazdhahir6280 |
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Hello,TeacherI want to ask you a questionSuppose some of the variables in an econometric model are not stationary at levelEven those are not stationary when those are transformed into logged valuesBut they are stationary at first differencebrWhich values should be used for co-integration test?brLogged values of raw variables?or values after first difference?brShould I use logged values of raw variables even if those are non-stationary? Comment from : @antarasaha428 |
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Madam, I got the F-statistic value of 40555973 At 1 level of significance, I(0) is 429 and I(1) is 561 Can I conclude that there is no cointegration (since F < I(0)) However, this F-statistic value is higher than the critical values of I(0) at 10, 5 and 25 Is the conclusion of no cointegration alright? Please let me know Comment from : @mkjoshi21 |
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in this video i became know how to run the model but what about panel data co integration? :) same way? or different from this ? Comment from : @rinalee485 |
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