Introduction to VECM and 3-Ways Causality Checks in Stata
Introduction to VECM and 3-Ways Causality Checks in Stata In this video, Dr. Ngozi ADEYELE, PhD, Founder Crunch Econometrix, discusses how to perform Granger causality tests in a VECM framework using Stata. The author covers the different types of Granger causality tests that can be performed, including short-run and long-run causality. The author also provides […]
VECM and 3-Ways Causality Checks in Stata
VECM and 3-Ways Causality Checks in Stata In this video, Dr. Ngozi ADEYELE, PhD, Founder Crunch Econometrix, discusses how to perform Granger causality tests in a VECM framework using Stata. The author covers the different types of Granger causality tests that can be performed, including short-run and long-run causality. The author also provides guidance on […]
Introduction to VECM and 3-Ways Causality Checks in Stata
Introduction to VECM and 3-Ways Causality Checks in Stata In this video, Dr. Ngozi ADEYELE, PhD, Founder Crunch Econometrix, discusses how to perform Granger causality tests in a VECM framework using Stata. The author covers the different types of Granger causality tests that can be performed, including short-run and long-run causality. The author also provides […]
Introduction to ARIMA Models Identification in Stata
Introduction to ARIMA Models Identification in Stata In this video, Dr. Ngozi ADEYELE, PhD, Founder Crunch Econometrix, discusses how to identify ARIMA models using Stata. The video covers the first step of the Box-Jenkins methodology for time series analysis. The author discusses how to identify the appropriate ARIMA model for a given dataset using the […]
Introduction to ARIMA Models and Estimation in Stata
Introduction to ARIMA Models and Estimation in Stata In this video, Dr. Ngozi ADEYELE, PhD, Founder Crunch Econometrix, discusses how to estimate ARIMA models using Stata. The video covers step 2 of the ARIMA modeling process, which is estimation. The author first reviews the six tentative models that were selected in the previous video. Then, […]
ARIMA Model Diagnostics: A Step-by-Step Guide
ARIMA Model Diagnostics: A Step-by-Step Guide This video tutorial by CrunchEconometrix provides a comprehensive guide to conducting diagnostics for ARIMA models. The speaker begins by reviewing the chosen ARIMA model and then proceeds to discuss the essential diagnostics. These diagnostics include plotting the correlogram of the residuals and the partial correlogram (PACF) of the residuals. […]
Introduction to Heteroscedasticity and How to Correct It in Stata
Introduction to Heteroscedasticity and How to Correct It in Stata In this video, Dr. Ngozi ADEYELE, PhD, Founder Crunch Econometrix, discusses heteroscedasticity and how to correct it in Stata. Heteroscedasticity is a statistical problem that occurs when the variance of the residuals (the errors between the actual values and the values predicted by a model) […]
Introduction to Heteroscedasticity and How to Correct It in Stata Using Functional Forms
Introduction to Heteroscedasticity and How to Correct It in Stata Using Functional Forms In this video, Dr. Ngozi ADEYELE, PhD, Founder Crunch Econometrix, discusses heteroscedasticity and how to correct it in Stata using functional forms. Heteroscedasticity is a statistical problem that occurs when the variance of the residuals (the errors between the actual values and […]
Introduction to Heteroscedasticity and How to Correct It in Stata Using White’s Robust Standard Errors
Introduction to Heteroscedasticity and How to Correct It in Stata Using White’s Robust Standard Errors In this video, Dr. Ngozi ADEYELE, PhD, Founder Crunch Econometrix, discusses heteroscedasticity and how to correct it in Stata using White’s robust standard errors. Heteroscedasticity is a statistical problem that occurs when the variance of the residuals (the errors between […]
Introduction to Heteroscedasticity and How to Correct It in Stata Using White’s Robust Standard Errors
Introduction to Heteroscedasticity and How to Correct It in Stata Using White’s Robust Standard Errors In this video, Dr. Ngozi ADEYELE, PhD, Founder Crunch Econometrix, discusses heteroscedasticity and how to correct it in Stata using White’s robust standard errors. Heteroscedasticity is a statistical problem that occurs when the variance of the residuals (the errors between […]
