Econometrics # 36 : Engle-Granger Residual Based Cointegration with EViews (English Version)

This video/lecture tells about Engle-Granger Cointegration . @TJ Academy
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#TimeSeries #cointegration #EngleGranger

[@imrankhan6056]

Mashallah, ocean of knowledge. 👏👏👏👏🙏🙏👍👍👍👍👍👍

[@TJAcademyofficial]

JazakAllah sir 🙂

[@syedasadaf8440]

Thank you sir A great teacher really Thank you soooooooooooo much

[@nadeemacademy5262]

MashAllah awesome sir❤️

[@bhaskararao5019]

Sir, before estimating residuals, which level of data should be used for regression. level (non stationary) data or 1st differenced (stationary) data? Kindly clarify it

[@DEEPAK-kp4ie]

Thank you very much sir, respect by heart from india( my name is deepak from India) Plz sir continue ur job....

[@TJAcademyofficial]

My pleasure. It is requested to share TJ Academy with your friends and teachers.

[@DEEPAK-kp4ie]

@@TJAcademyofficial sure, sir

[@Angry_Bot1]

MashaAllah ❤

[@chandnirana369]

Thank you sir 🙏

[@faizazaghum7668]

Zbrdsst sirrrr

[@bilalahmadahmad6865]

Sir I have questions the regression results which is not spurious as you said but so why there is high R squared values ??

[@TJAcademyofficial]

R squared can be high in non spurious regression. Spurious regression shows high R squared with low DW.

[@igs8483]

sir then when to run Johansson co integration and when to run this test i am confused among them because both require level 1 of variables?????

[@TJAcademyofficial]

This test is used when 1 cointegration exists. For more than one cointegration, Johansen would be appropriate

[@nickname6818]

Thank you!!

[@ayeshasilva627]

Sir engle garanger two step method and this one is same methods

[@rajasingh4144]

Sir please share the dataset for practice

[@TinaTina-xn9on]

I think Engle-Granger for bivariate model not multivariate.

[@TJAcademyofficial]

Yes it is. But if both shows 1 cointegrating equation then you can report both.

[@TinaTina-xn9on]

@@TJAcademyofficial Alright, thank you so much