Difference between Engle-Granger and Johansen Cointegration - Urdu I Hindi I English [CC]

[@faizazaghum7668]

Vry vryyyyyy nice and good methodddd sir..........ap jesy professor hony chahyein......

[@ranjeetrana4722]

You are the best Educator of Econometrics

[@Maria-tn4cn]

Very helpful for me Excellent explanation of every concept thank you

[@DilDilPakistanOfficial]

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

[@MandeepKaur-hx4hb]

thank you sir. superb lectures .

[@imrankhan6056]

Mashallah tabarkallah 👏👏👏👍👍👍👍👍

[@azadaristudio6780]

Mashallah sir G

[@selections8014]

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

[@TJAcademyofficial]

Thank you for your message. I am trying to add english subtitles that would be beneficial for others as well.

[@Maria-tn4cn]

Please make vedios on GARCH family models thanks for wonderful work

[@jamshedali-q7e]

Plz sir explain ARCH and GARCH models

[@sameekasaini473]

Hello sir...plz make a video on Johansen test separately(theory)...and if it is there plz share the link

[@abdullahsabahat5716]

Please video in arch garch model

[@faisalsabir3899]

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.

[@TJAcademyofficial]

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 kzbin.info/www/bejne/bJalkKx7n8iMZpY

[@faisalsabir3899]

@@TJAcademyofficial Thank you sir. It just took me 1-2 days to understand Econometrics just bcz of you ❤️

[@TJAcademyofficial]

@@faisalsabir3899 My pleasure

[@faisalsabir3899]

@@TJAcademyofficial gdp is not getting stationary after 1st diff with schwarz method but Alalaike sows diff. What to do in this situation ??

[@MSD1994]

Dr sb jb aik variable level py stationary ho baqi first difference py tb cointegration k liay kya krna chaye, kindly btaiay ga

[@TJAcademyofficial]

ARDL cointegration

[@MSD1994]

Kindly ARDL Cointegration apply krnay ka process btaiay ga, shukria

[@ranjeetrana4722]

Sir please make a vedio on Hamilton Filter in time series

[@thenextstep7614]

Sir any video on smartpls...

[@koolzfire]

Sir have you uploaded any video about ARIMA Model?

[@TJAcademyofficial]

Next week. InshaAllah

[@muhammadnouman2407]

Asslam o Alikum sir g Your lecture is very very informative 👌 Thank you so much Allah gave more power to you for such work

[@zubairKhan-mm5iy]

If variables are non-stationary then OLS is not applicable? Or IF the relationship is spurious then Ols is not Applicable?

[@TJAcademyofficial]

1. Cointegration is required to run OLS at level data. 2. OLS cab be run at stationary series either level or first difference.

[@anitamahapatra1847]

If one the variables is I(1) and other is I(3), then which one should be used?

[@TJAcademyofficial]

You have to transform I(3) into at least I(1) otherwise use OLS with stationary condition

[@anitamahapatra1847]

@@TJAcademyofficial Thank you, Sir for responding. Is there any way to transform I(3) into I(1)?

[@TJAcademyofficial]

Use logarithm form of the variable

[@anitamahapatra1847]

@@TJAcademyofficial Thank you, Sir.

[@sarahmuhammadsharif9759]

when we use VECM?

[@mahnabraja1086]

Apki logistic regression pr videos hn???

[@mahabubbashas6809]

Assalamu walekum sir, could you please show same on eviews practically for easy understanding.....zajakallsh kier

[@TJAcademyofficial]

Thank you for your message. It will be available soon. Insha Allah

[@TJAcademyofficial]

With EViews Application EG Cointegration: kzbin.info/www/bejne/mpK6aYZqlJ5rgNU Johansen Cointegration": kzbin.info/www/bejne/e2XJm62mpptmmcU

[@etc4363]

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!

[@TJAcademyofficial]

if OLS is applied on first difference than gives SR.

[@etc4363]

@@TJAcademyofficial what if we apply OLS on level? Can we estimate it as long run coefficient?

[@etc4363]

@@TJAcademyofficial what if we apply OLS on level? Can we interpret it as long run coefficient?

[@TJAcademyofficial]

@@etc4363 if series are non stationary and cointegration has not been checked then regression would be spurious. See kzbin.info/www/bejne/fHmQopdjaLt9gKs

[@etc4363]

@@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?

[@shradhafaldu2462]

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 ...

[@TJAcademyofficial]

Are u using panel data?

[@faldushradha6973]

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 ???

[@faldushradha6973]

I have 10 years monthly price data

[@TJAcademyofficial]

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

[@rwaewae]

if residual if not I(0) then?

[@TJAcademyofficial]

Then run OLS with differenced form of variables

[@umaiskhurram1632]

Anna mein ap se bhout pyar karta hoon

[@TJAcademyofficial]

May bhi 🥰

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