Dumitrescu- Hurlin Panel Granger Causality || EViews || Bidirectional Causality

[@prince_p0346]

Ur way of teaching is outstanding mam👌👌

[@komalkanwarshekhawat_]

Thank you Prince ..... Keep learning ☺️

[@NATURE__Photography283]

Mam,you are an amazing teacher and you only deserve the best. 👍👍

[@komalkanwarshekhawat_]

Thanks dear... Good wishes to you 🤗🤗

[@amandeepsidhu1113]

Fantastic 👍

[@komalkanwarshekhawat_]

Thanks dear 🤗🤗

[@JobanSandhuCanada]

Knowledgeable as always ✨

[@komalkanwarshekhawat_]

Thank you Joban ☺️ Keep following ...

[@yamiletumba345]

Thanks for the video. One question, is there any criterion for choosing the correct number of lags for this causality test?

[@aspirantshritikjaykar2807]

your way of teaching style is very well ma'am👌🥰

[@komalkanwarshekhawat_]

Thank you Hritik 🤗☺️

[@mohapatraful]

Is it necessary that for causality test variables should be stationary

[@yourlowfrequency]

Please make a full video for PANEL VAR Data Processing in E-Views. Thankyou

[@komalkanwarshekhawat_]

Sure, will upload soon.

[@yourlowfrequency]

@@komalkanwarshekhawat_ Big thanks, i hope ur channel can brought the good impact. Im from Indonesia.

[@komalkanwarshekhawat_]

@@yourlowfrequency That means a lot. Thanks for your kind wishes. Will try my best 😊

[@unsortedvdo]

Thank you. The video is great. I have a control variable in my data. How can i use the control variable in this test?

[@komalkanwarshekhawat_]

The test is used to identify the direction and presence of causality between variables. If there is any control variable in the study then use nascent techniques Viz NARDL cointegration asymmetries, etc.

[@komalkanwarshekhawat_]

Moreover conventional models were not able to deal with control variables leading to heterogeneity and endogeneity. However nascent panel techniques (FEM, REM, VECM , PPML, NARDL...to name a few) deals with such problems.

[@unsortedvdo]

Thank you very much

[@willardbhasa8327]

Thanks for the video. How do I get country-specific causality from panel data in Eviews?

[@komalkanwarshekhawat_]

Use bootstrap critical values. Refer this paper - sci-hub.hkvisa.net/10.1016/j.econmod.2006.04.008

[@willardbhasa8327]

Thanks very much. I really appreciate your help all the time

[@mandeepthakur3305]

Ma'am while I am using fixed and random effect model, I am getting durbin watson value showing auto correlation, so am I going to focus on ac in this case Or should focus only on FEM or REM

[@komalkanwarshekhawat_]

Remove autocorrelation from your model first. Follow this video- kzbin.info/www/bejne/mICbi4Scdsh3obc

[@lakshmanapadhan400]

Ma'am Can you please make a video on dynamic ARDL?

[@komalkanwarshekhawat_]

Okay dear, I shall try to upload.

[@AndrewJones-f5w]

The original paper and many examples I have seen state that the series being tested must be stationary. Is this true or can you run the D-H test for I(1) series?

[@komalkanwarshekhawat_]

You can run the D- H test for the I(1) series. Citing example from a literature- link.springer.com/article/10.1007/s11356-021-17413-6

[@gagansingh9893]

👌👌

[@komalkanwarshekhawat_]

☺️☺️

[@sheenarehman7559]

Wonderful video, Mam my two variables are stationary at level and other two are at first order, and Pedroni is showing cointegration whereas Kao Test is showing no cointegration, so mam can I use Dumetriscu-Hurlin panel model in such case? kindly reply.

[@komalkanwarshekhawat_]

You can mention the results of Dumitrescu test also. 👍

[@sheenarehman7559]

@@komalkanwarshekhawat_ Mam, could you plz tell in what conditions we can employ Dumitrescu-Hurlin Panel Model. I am little bit confused. I have data of 16 years of 23 countries, other situations i have mentioned in my previous comment. Mam plz help.

[@komalkanwarshekhawat_]

@@sheenarehman7559 www.researchgate.net/figure/Environmental-Kuznets-curve-EKC-an-economic-development-versus-environmental_fig1_314192261 Refer this.

[@aniksaha9925]

How to interpret the 3rd case, where p value came in the form of "1.5E-1"?

[@komalkanwarshekhawat_]

These are scientific notations. You can convert it into decimal. You can google the procedure or can use scientific calculator.

[@aniksaha9925]

Hi, sorry for frequent nagging, i want to know, how to correct/ remove autocorrelation, cross sectional dependence and heteroscedasticity from panel data analysis?

[@komalkanwarshekhawat_]

@@aniksaha9925 I have already uploaded a video on how to remove heteroscedasticity and autocorrelation. But there is no need to remove cross sectional dependence. It is not a problem. In case the data is cross sectionally dependent then you need to run the second generation unit root test namely- CADF, CAPF.

[@aniksaha9925]

Another question: if in FE model 1 variable comes out as significant and in GMM 2(including that previous one) what regression would be taken into consideration? 1) do i need to incorporate both in my analysis (separately)? 2) do i need to write conclusion based on GMM output?

[@rahadhossainmizi3969]

Hello, I use the student version EViews with no Dumitrescu- Hurlin option. In this version, only Granger Causality. My data are time series, What can I do?

[@komalkanwarshekhawat_]

This is performed on panel data.

[@komalkanwarshekhawat_]

Use Granger causality test.

[@paulphilippe1020]

I want to know, why my stata , don't view those to option of " Panel causality": stacked test and Dumistrescu -Hurlin? Please ,someone can help me?

[@komalkanwarshekhawat_]

If you want to execute this in STATA, you need to use the Panel causality and DH causality command.

[@bhattianamika]

👍

[@komalkanwarshekhawat_]

🤗🤗

[@meitaayutr]

Hi mam, thank you for your explaining. But, i wanna ask something. I have a problem running data when using this dumitrescu-hurlin. Why does it say "near singular matrix in unlimited equation for cross section 1". How to solve it? Thank you and have a nice day, Mam✨

[@meitaayutr]

For your information, i have only 2 variables mam.

[@komalkanwarshekhawat_]

Near singular matrix error appears in case of high collinearity or nearly identical values of the variables. Remove multicollinearity.

[@meitaayutr]

But how to remove multicollinearity if my variable is only 2?

[@komalkanwarshekhawat_]

@@meitaayutr Please see the video on Multicollinearity. I have explained in that video how to remove multicollinearity.

[@komalkanwarshekhawat_]

@@meitaayutr This is the link- kzbin.info/www/bejne/jaikqql4ntpkgdk