Panel Dynamic OLS Model (DOLS). Model One. EVIEWS

[@dhanasekarankuppuswami6094]

Dear Professor, your contribution to econometrics is much impressive and very useful.

[@sayedhossain23]

Dhanasekaran Kuppuswami Thanks. Join Hossain Academy in Facebook to discuss

[@fodayjoof1556]

@@sayedhossain23 dear prof . I want you to please make video on GMM panel data using eviews

[@sayedhossain23]

Those we are interested to run Panel DOLS model, you can run following video below.

[@bachblues2]

I do have a question. HOw do you interpret the R square statistic in the Panel DOLS equation output? Must we discard it? Thanxs

[@binhminhmua2012]

when i run DOLS in eviews i got message "no valid observation after removing cross-sections with estimation error". Please help me fix this error. Thanks so much.

[@economicsmadeeasy3557]

In a dynamic panel data model are we not supposed to use lag of dependent variable? That's basically impact of last time period GDP on the present one along with other independent variables. The r2 should vary between 0 to 1 but its negative in results. does it mean the model is mispecified?

[@salmanraza1976]

if my dependent variable is stationary but first difference of all independent variables are stationary. Then can i use DOLS method for estimation.

[@willwu5366]

professor could you explain how to select optimal lags and leads thank you very much

[@mirronb3718]

thank you! your videos on panel regressions for views are very helpful. One question/suggestion: I keep reading about GMM models, can you explain a little bit about this type of model and how to do it?

[@sayedhossain23]

Yes have plan to do GMM gradually.

[@PMA2512P]

+Sayed Hossain Dear Sir, I am also have problem with estimating panel data using GMM. I would appreciate if you could kindly instruct us how to do it. Thanks a billion.

[@mphobosupeng5028]

Very helpful video. Thanks Prof.

[@sayedhossain23]

Dear Mpho, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there. Actually I am in that group and may help you. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

[@mphobosupeng5028]

I am already in the group Prof. Thanks. I will send the links to my friends

[@fobembe]

Dear Professor, thanks for this guide on how to use eviews to run panel cointegration. My question is that, in all the demonstrations, you did not log the variables before testing them for stationarity. Was this delibrate? I was thinking we have to log the variables before testing them for stationarity? Can you kindly shed more light? Thanks.

[@oliveintikhab4697]

olive intikhab sir I'm having problem in finding heteroscedacity in my panel data analysis. I'm working in eviews 6. I hav seen ur videos for finding and solving heteroscedacity in eviews for cross sectional data. the problem is that in eviews 6 the residual tests hav only one test I.e. histogram test. no other test is present in residual tests. now I don't know from where I can find and solve the problem of hetero in my panel data analysis. plz help me sir and I will b very thankful.

[@fajarbedadung.youtube]

Thanks for your video sir!

[@sayedhossain23]

So nice of you

[@lauramendezcarvajal5149]

Professor Hossain, I am currently working on my thesis, and I am estimating my model with a panel structure through a DOLS, I am having a hard time knowing if the estimators are robust and the model is sound. Do you know how to test for autocorrelation after running the DOLS, and if so, do you know how to fix this problem? I will be very grateful if you can give me some guidance. Best, Laura

[@domingosnhamussua3070]

then why the intercept is negative

[@alionline83]

Thank you for your videos. Can you tell why R squared is -2837 ?

[@bogdanileanu7571]

+Pehlwan When R2 is -XXXXXX or R2 is --->1 (one) that means something is wrong. You cannot now only analyzing the R2 but some issues may be noted : Spourious regression, autocorrelation of perturbance , maybe multicolinearity?!

[@mamadoualvaresbakayoko3988]

When estimating DOLS, you used the''Group'' method. How is Grouped more efficient than Pooled? Thank you for answering me.

[@sayedhossain23]

Thank you. I would like to invite you to join Hossain Academy Facebook Group at below link and join our group discussion. Thank you. Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

[@nourzeineldine787]

Dear Prof. I have four independent variables, everything is ok about the DOLS, but the KAO test does not work, I received this notification: "Near singular matrix", can you help me about this please. Thank you.

[@sayedhossain23]

Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there for feedback. Thank you, Sayed Hossain from Hossain Academy facebook.com/groups/hossainacademy/

[@MuhammadAsif-tc5bx]

How one can estimate panel threshold regression model in eviews 10?

[@ainewsturkey]

Thank you dear professor. Your videos on panel regresions for eviews are very useful. But I have one problem. Only two probabilities reject null hypothesis in my panel DOLS Model, others not :( There is no cointegration in my panel. In this case how I should do?

[@sayedhossain23]

Dear Selda,, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there. Actually I am in that group and may help you. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

[@benhalimaimane2653]

can you give us an example about pooled estimation by eviews

[@SagangaKapaya]

Can we apply DOL for only one country datas

[@peterk.7119]

thanks for that precise video! I am running an estimation with eviews version 7 and unfortunately I don't have the tag "Cointreg - Cointegration Regression" under Method. What can I do instead? Thanks again!

[@sayedhossain23]

Peter K. You need to upgrade it to EVIEWS 8

[@captainvirk7914]

Sir, what are the prerequisites of DOLS and FMOLS? And what is the main difference of using in panel data? Plz explain a little I urgently need that

[@sayedhossain23]

Thank you. I would like to invite you to join Hossain Academy Facebook Group at below link and join our group discussion. Thank you. Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

[@RonaldRKumar]

Thank you Sir. Please can you explain why the R-square is negative? Do we need to use that when interpreting the results. Please explain. Thank you.

[@sayedhossain23]

It should not be negative. If becomes negative run the model again.

[@RonaldRKumar]

Sayed Hossain Thank you/

[@haihoangnguyen2384]

Thank you so much for your video sir. I am having trouble with the number of observation in the DOLS. The time range of my model is 2008, 2010, 2012, and i use the data of gini and FDI from 16 province so i have 48 obs. When i ran, eviews stated that i had insufficient obs. I would like to know what is the minimum number of obs in order to run DOLS regression

[@sayedhossain23]

+Hai Nguyen Hoang Thank you. 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/

[@zachariasbragoudakis5583]

why the R -SQUARED IS NEGATIVE ?

[@sayedhossain23]

Thank you Brag, I would like to invite you to join Hossain Academy Facebook at below link and post your question there. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

[@zachariasbragoudakis5583]

Ok, I will join ! Is there any lesson in youtube for non linear cointegration or thresohold regression. I will be very interesting about that. Thanks a lot ! Brag.

[@spinebuster9490]

specification error.

[@yessadamine1798]

Thanks Prof.

[@sayedhossain23]

Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

[@孙鹏飞-y9v]

Thank you very much Sir! Is there any difference between FMOLS and DOLS? Could you explain the two methods?

[@sayedhossain23]

They are both efficient but many statistician describes DOLS is superior that FMOLS.

[@孙鹏飞-y9v]

Sayed Hossain Thank you again! Could eviews 8 do the impulse response and variance decomposition of Panel Var Model?

[@sayedhossain23]

I have never tried but it may be. You can check

[@孙鹏飞-y9v]

Sayed Hossain I know that impulse response and variance decomposition of Panel Var Model can be estimated by Stata. Is there any video from you about the PVAR model of stata?

[@sayedhossain23]

Please check what are the videos available in Hossain Academy

[@dhanasekarankuppuswami6094]

If intercept is excluded , there is a possibility of getting negative R-square value.

[@sayedhossain23]

Dhanasekaran Kuppuswami Please join Hossain Academy facebook group to make question below.facebook.com/groups/hossainacademy/

[@SOMRATKHONDOKER]

Sir, why r squire is negative ?

[@sayedhossain23]

Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there for feedback. Thank you, Sayed Hossain from Hossain Academy facebook.com/groups/hossainacademy/

[@Dhanya690]

Hi, Prof thanks for your videos, am working on Time series data, so can you please upload DOLS model for time series data? thanks.

[@sayedhossain23]

dhanya jagadeesh Panel DOLS and Panel FMOLS models are already available in EVIEWS section of Hossain Academy. Hossain Academy is located at www.sayedhossain.com

[@Dhanya690]

Sayed Hossain sir actually I want to run DOLS with TIME SERIES data, can you please upload that, thanks.

[@sayedhossain23]

Panel DOLS is already available in EVIEWS section of Hossain Academy

[@evansjohnbarnes1116]

hello mr. hossain..can you please do a video on IV and gmm estimation

[@sayedhossain23]

Evans john barnes Yes I have plan. Mean while please join Hossain Academy Facebook below where our group members may help you in your data analysis. Post your question there. Link is given below. Thank you Sayed Hossain from Hossain Academy

[@sayedhossain23]

Sayed Hossain facebook.com/groups/hossainacademy/

[@deblemethomas4194]

merci Pr

[@sayedhossain23]

Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there for feedback. Thank you, Sayed Hossain from Hossain Academy facebook.com/groups/hossainacademy/

[@MuhammadAsif-ci8yy]

Check your R2 value please

[@oliveintikhab4697]

olive intikhab sir I'm having problem in finding heteroscedacity in my panel data analysis. I'm working in eviews 6. I hav seen ur videos for finding and solving heteroscedacity in eviews for cross sectional data. the problem is that in eviews 6 the residual tests hav only one test I.e. histogram test. no other test is present in residual tests. now I don't know from where I can find and solve the problem of hetero in my panel data analysis. plz help me sir and I will b very thankful.

[@oliveintikhab4697]

olive intikhab sir I'm having problem in finding heteroscedacity in my panel data analysis. I'm working in eviews 6. I hav seen ur videos for finding and solving heteroscedacity in eviews for cross sectional data. the problem is that in eviews 6 the residual tests hav only one test I.e. histogram test. no other test is present in residual tests. now I don't know from where I can find and solve the problem of hetero in my panel data analysis. plz help me sir and I will b very thankful.

[@oliveintikhab4697]

olive intikhab sir I'm having problem in finding heteroscedacity in my panel data analysis. I'm working in eviews 6. I hav seen ur videos for finding and solving heteroscedacity in eviews for cross sectional data. the problem is that in eviews 6 the residual tests hav only one test I.e. histogram test. no other test is present in residual tests. now I don't know from where I can find and solve the problem of hetero in my panel data analysis. plz help me sir and I will b very thankful.

[@oliveintikhab4697]

olive intikhab sir I'm having problem in finding heteroscedacity in my panel data analysis. I'm working in eviews 6. I hav seen ur videos for finding and solving heteroscedacity in eviews for cross sectional data. the problem is that in eviews 6 the residual tests hav only one test I.e. histogram test. no other test is present in residual tests. now I don't know from where I can find and solve the problem of hetero in my panel data analysis. plz help me sir and I will b very thankful.