Lag selection. Model Two. STATA

[@shubhalalbanik7695]

Sir, as a student of finance, should I know all the mathematical methodologies of different models in depth or is it enough to know how to use and interpret the results obtained from them ?

[@alexlee6039]

Hi Sir, thank you for your video, it helps a lot for me. But i have got a question here, why do u choose the lags of 1,2 and 4. Why not 3 or 5 or other lags? Thank you very much again.

[@dipenmodi1807]

Do we need this in case of probit/logit regression?

[@lamthien5062]

Dear Sir, how we can choose optimal lag of panel data, especially panel var?

[@sayedhossain23]

+lam thien AIC or BIC criterion. However, I would like to invite you to join Hossain Academy Facebook for greater interaction about economics, finance and econometrics with me. Thank you Sayed Hossain from Hossain Academy. Please join below and post your question.facebook.com/groups/hossainacademy/

[@synncmaster]

What about lag selection for Granger casuality test?

[@sayedhossain23]

Thank you. I would like to invite you to join Hossain Academy Facebook Group (Data Analysis) at below link and join our group discussion about modelling. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

[@annegongwe3540]

Thank goodness

[@tinhnguyen-ok9dd]

Hello sir, this video is usefull, but i have a question, when i use Quarterly datas should i choose lags 3 or 4? thank you very much

[@sayedhossain23]

tình nguyễn Some say so but I do not do it.

[@sayedhossain23]

You can also try with lag 3 or 5...I have just shown the way....

[@zaferadal1667]

dear sayed hossain , ı wonder how to run tvp var model .If you put video about that ,it'll be great

[@sayedhossain23]

Dear Zafer, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there. If I know the answer I shall respond. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

[@sayedhossain23]

You need to know some relevant models related to your research so that you can choose the right model which would serve the purpose of your research objective.