VECM. Model One. Part 1 of 3. STATA

[@MonikaKalani]

Thank you so much sir. You are doing a great job for the students like us. You have made a tough job pretty simple. Thank you so much.

[@amaimask8685]

I have non cointegration data but when i change trend specification to be anything except beside constant i find cointegration, how to determine trend specification?

[@MsZylute]

Hello All, I am trying to run VECM model and I get this error - THE SAMPLE HAS GAPS. I checked my data at it does nor have gaps. So, how do I correct this error and proceed with VECM? Thank you!

[@fuadyusuf1464]

As al w w thanks so much you have done great job really I appreciate you very much Thanks again

[@VishalVerma-vh5sz]

i have time series data which is stationary but still it is showing co-integration till rank 3. what should i do? should i use var or vecm.

[@sayedhossain23]

Thank you Verma, 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/

[@hafezshirazi8567]

Thank you so much for these very helpful videos, I was wondering if you have any video about GMM (Generalize Method of Moments)?

[@sayedhossain23]

+hafez shirazi Not yet

[@hafezshirazi8567]

any way you explained every thing very well,good job

[@fadifarwaji6392]

Dear Mr. Hossain, Great videos. I am trying to run a VECM; and I would like to know if there are any assumptions that we should respect? such as the linear regression assumptions. And should we transform the data into log ? my data practically violates all the regression assumptions, can I proceed with the VECM ?

[@sayedhossain23]

Fadi Farwaji First see my videos. Yes there are assumptions

[@iftrejom]

Thank you so much, you explain this in such a patient way.

[@sayedhossain23]

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

[@henry1718]

Dear Mr. Hossain Nice to meet you. I'm Henry from Taiwan studying in Econometric. REALLY appreciate your sharing. I'm working on the johansen method but have a problem. i use the following commands. varsoc&vecrank. varsoc for having the appropriate lag order, which is 4. and then type in "vecrank. variances, lag(4)"， stata tells " the sample has gaps" r498 . how to solve the problem? Good Day

[@sayedhossain23]

yao hao Liang What command did I give in my video?