Panel VECM. Model One. EVIEWS

[@탕탕탕탕-t8o]

Hello im south Korean student. Your slow English pronunciation makes me understand much easier. Very helpful!

[@sayedhossain23]

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

[@priyankaverma4053]

Thank you for simplifying the whole concept with such a clarity

[@EllamWawireK93]

thank you sir, 20 minutes in and I am getting more than my whole macroeconometrics class this sem.

[@wasiqnawab]

As usual Great work done by Sir Hossain.... Bundles of Thanks Sir.

[@sayedhossain23]

+wasiq nawab 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/

[@salahnasr5195]

what about panel Dynamic using GMM how can I do it Using EViews?

[@isaabacha8991]

Very educative and interesting video, great work. Thank you

[@cerad-bouestir-tv]

Thank you for the Video. Your videos have impacted on my data analysis ability. Prof, I wish to ask a question about the required sample to run a Panel data. Should we have large sample of countries (e.g. having up to 30 countries or only 5 countries before performing panel cointegration) and period (e.g. year like 1960-2022 or is 2010 -2022 appropriate period) selected before running cointegration, VECM or any other method? In other words, what is the condition for data sample and country sample for cointegration, VECM, etc? Anyone can respond to my question. Thank you

[@jhabindrapokharel]

how to interpret positive and significant C1?

[@SarveshwarInani]

It was an awesome video and great help....Could you please upload some video on Panel ARDL and Panel GMM (not much easy references are available for them...Please....

[@sayedhossain23]

+Sarveshwar Inani I have not done those yet. may be in future

[@SarveshwarInani]

+Sayed Hossain Thanks sir

[@VSP4591]

Clear and fine. Thank you

[@azrabarodawala3588]

What if C(1)is positive but significant?

[@idrissididriss5329]

Great work !

[@sayedhossain23]

+idrissid idriss Thank you

[@afmkamrulhassan7003]

I don't think this is panel VECM. So far I know Panel VECM has not yet been included in Eviews, neither panel VAR. Panel VAR can be implemented in Stata with 'xtvar' command.

[@nurulqr6869]

AFM Kamrul Hassan can you please make a tutorial how to run panel VAR in stata?

[@afmkamrulhassan7003]

Its not a big deal to run panel VAR in Stata. What you need is to download the panel VAR command by typing 'ssc install xtvar'. Then typing 'help xtvar' will give you every details about it. However, before running 'xtvar' you also need to know how to declare panel data in Stata by using 'xtset'.

[@nurulqr6869]

AFM Kamrul Hassan I don't think so. I have run panel VAR/VECM in stata but I've faced some problems and the result hasn't came out. I've tried searching in google about it, but it seems the discussion about Panel VAR isn't that much. Thus, I only refer to Abrigo and Love (2015) but It hasn't solved anything. So, maybe if you make tutorial of it I can know which part that I've done it wrong

[@nurulqr6869]

AFM Kamrul Hassan could you please write your email address here, so I can ask you about the problems I have faced in running panel VAR?

[@afmkamrulhassan7003]

[e-mail]

[@AegisOfFreedom]

Thank you sir! Honestly thank you very much. I have a question though. Do I have to run diagnostics for the VEC model after this process?

[@عذراءعادل-ص4ث]

Hi sir... Please i have quation for you.. I want to use Ecm for my panel data? Can i? and what is the diffrent between useing Ecm& useing vecm? Plese answer sir🙏

[@isaabacha8991]

Can i use the student lite version of eviews to conduct panel VECM?

[@shanusharma971]

Sir thank you you awesome

[@waheedahmad1510]

Respected sir I my model for panel have one dependent variable and four dependent variables sir is the same procedure follow or not? please guide me thanks in advance

[@adityarazpokhrel7626]

Thank you sir. Sir i have carried out Johannessen Co Integration on Time series data with 3 independent variables and one dep variable and they all are stationary at 1st difference and non stationary at the level. I got the significant results as well, which is the model has a long run casual relationship with the value of C (1) as negative and its p value less that 0.05. Then i carried on Wald test to see short run casuality, there i got one variable to have short run casuality and rest 2 independent variables not to have a short run casuality. So, now I am afraid that my results are good or not. How are my results in short run casuality sir ? How do I optimally interpret this ? Does my thesis viva supervisor ask me any tricky questions on these results of mine? Hoping to hear you sooner. Thank you sir. Aditya from Nepal.

[@charithkrish]

sir can I perform Panel VECM in STATA?

[@pcpedroariel]

not worth it. EViews is far better for Panel VECM.

[@salaheddinesarihassoun3861]

Thank you sir you're the best

[@sayedhossain23]

Dear Salah, I would like to invite you to join Hossain Academy Facebook at below link to discuss about economics, econometrics and statisti cal models using EVIEWS, STATA, R, SPSS, Minitab, Microfit, Lingo, and Excel. Thank you, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

[@akgandou]

Thanks a million, what a help for me

[@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/

[@sevdac5268]

Hi, Firstly I would like to thank you for perfect information represent. I would like to ask why did u use fisher johansen coentegration test, because some of the writer used different tests(Westerlund and Edgerton, Pedroni test....) for panel casualiity test. How do u choose cointegration test. thanks again

[@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/

[@jacobocamporobledo2029]

Es buena la explicación, pero lamentablemente esto no es un Panel VECM, la estimación de EViews no está reconociendo los países ni los periodos de tiempo como la estructura de un panel, EViews estima un VECM como si fuera una sola serie de tiempo, es decir, no entiende que los datos tienen una estructura panel.

[@chhorntheara7587]

So if i(0) and i(1) mixed can apply cointegration

[@sayedhossain23]

Dear Theara, I would like to invite you to join Hossain Academy Facebook at below link to discuss about economics, econometrics and statisti cal models using EVIEWS, STATA, R, SPSS, Minitab, Microfit, Lingo, and Excel. Thank you, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

[@diskovolos]

Thank you sir !

[@sayedhossain23]

Dear Diskovolos, 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/

[@sayedhossain23]

Dear Diskovolos,, 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/

[@sayedhossain23]

Dear Diskovolos, 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/

[@SarveshwarInani]

thanks a lot sir

[@sayedhossain23]

+Sarveshwar Inani You are welcome