(Stata13): VECM and 3-Ways Causality Checks (1)

[@CrunchEconometrix]

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[@lloydgeorge5418]

The Best Videos on Econometrics ever

[@CrunchEconometrix]

Thanks Lloyd, for the encouraging feedback. Deeply appreciated!

[@HiCoco25]

Thank you for the simplicity in your tutorials

[@CrunchEconometrix]

U're welcome, Corazon...may I know from where (location) you are reaching me?

[@HiCoco25]

@@CrunchEconometrix I am in Lusaka Zambia

[@CrunchEconometrix]

@@HiCoco25 Awesome Corazon, kindly spread the word about my videos to your friends, students and colleagues in Zambia...thanks!🙏😄

[@patsonshikaaba6357]

you are great you my hero *********************

[@CrunchEconometrix]

Thanks for the positive feedback, Patson...deeply appreciated! 💕 Kindly spread the word about my Channel to your friends and academic networks...gracias!

[@lumumbavictor1992]

These videos have really helped me understand the concept behind VAR and VECM, what I was not able to download is the dataset used, is there another way you can provide the data,,,

[@CrunchEconometrix]

Data is available on my website cruncheconometrix.com.ng/shop

[@oblivious1545]

Thank you so much. I was just wondering, does stata output the F statistic for the VECM, and if so where? If not, how is the F statistic determined?

[@CrunchEconometrix]

You may want to check out other online resources for that information. Thanks.

[@jonasadu8667]

Good afternoon. Thank you for giving us the courage to do our research through your videos on the crunch econometrics channel am quite confused about VAR and VECM in granger causality analysis. are the two optional to granger causality analysis or there is the need to employ both in causality analysis. and also which of the diagnosis test best suit causality analysis if am to rely only on VAR thanks

[@CrunchEconometrix]

Thanks for the positive feedback, deeply appreciated. Nothing to be confused about. Granger causality, though optional, should be engaged. Watch my VAR/VECM videos for diagnostics.

[@moviesanddramakorea]

Good day Prof. I am trying to run a causality test for my Panel data, however the result keeps saying "the sample has gaps".. is there another way I can make this work? I want to run a VECM since my variables are cointegrated

[@CrunchEconometrix]

Kezia, if there are missing observations Stata won't execute. Beside, VECM is not applicable to panel ARDL analysis.