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Removing serial correlation, heteroscedasticity and cross-section dependence from panel data
 
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This is muhmmad saeed aas khan meo please visit my you-tube chanel for more video and my blog for research tips and tricks www.saeedmeo.blogspot.com
Views: 13117 Meo School Of Research
Testing Endogeneity in Panel Data Regression using Eviews
 
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Our new tutorial on Testing Endogeneity in Panel Data Regression using Eviews is presented upon request of couple of our students in Advanced Econometric Modeling course. The tests has been commonly applied in macroeconomic and financial research using panel data but very few tutorials are available with Eviews. We tried to simplify the process to record a few steps in Eviews for Testing Endogeneity in Panel Data Regression using Eviews. We are sure, these simple tutorials will help you apply many unique steps in Eviews which are not commonly available. Also, we would like to inform you that Admission is Open to Instructor Led Online Course in Panel Data Analysis for PhD Students. Apply here: www.aneconomist.com/courses More about us: Providing private online courses in Econometrics Research using Stata, Eviews, R and Minitab. These short tutorials are part of the lessons which we edit to silence and share with our audience for free. The original videos containd discussions and questions answers between students and instructors of the course in Econometrics and Stata or Eviews. Enroll for a private online course towards your PhD research in Economics or Finance.
Introductory Econometrics: Wooldridge Book Review
 
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This book covers a large number of topics that will be useful for statistics, risk management, and econometrics. The book does a great job at explaining technical details, discusses model development in a linear fashion, and makes it easy to find specific topics quickly. Rating: 5/5 Book on Amazon: https://www.amazon.com/Introductory-Econometrics-Approach-Wooldridge-Hardcover/dp/B00BR5FKUC/ref=sr_1_1_a_it?ie=UTF8&qid=1512841547&sr=8-1&keywords=wooldridge+5th+edition Ch 1) The Nature of Econometrics and Economic Data Part 1: Regression Analysis with Cross-Sectional Data Ch 2) The Simple Regression Model Ch 3) Multiple Regression Analysis: Estimation Ch 4) Multiple Regression Analysis: Inference Ch 5) Multiple Regression Analysis: OLS Asymptotics Ch 6) Multiple Regression Analysis: Further Issues Ch 7) Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables Ch 8) Heteroskedasticity Ch 9) More on Specification and Data Problems Part 2: Regression Analysis with Time Series Data Ch 10) Basic Regression Analysis with Time Series Data Ch 11) Further Issues in Using OLS with Time Series Data Ch 12) Serial Correlation and Heteroskedasticity in Time Series Regressions Part 3: Advanced Topics Ch 13) Pooling Cross Sections Across Time. Simple Panel Data Methods Ch 14) Advanced Panel Data Methods Ch 15) Instrumental Variables Estimation and Two Stage Least Squares Ch 16) Simultaneous Equations Models Ch 17) Limited Dependent Variable Models and Sample Selection Corrections Ch 18) Advanced Time Series Topics Ch 19) Carrying out an Empirical Project Buy the book here: https://amzn.to/2Lc8Nuw (affiliate link) DISCLAIMER: This description contains affiliate links which means that if you click on one of the product links, I’ll receive a small commission for driving traffic to Amazon. Affiliate links help support this channel and allows me to continue to make videos like this. Thank you for the support this channel!
Views: 1465 Dimitri Bianco
Stata. Datos de panel 1/3 (panel data analysis with stata)
 
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DATOS (enviados por David Domínguez, mi agradecimiento): https://www.dropbox.com/s/9qfew96oze3clmu/panel101%20version%2012.dta?dl=0 https://www.dropbox.com/s/y43sg2e7luirtcy/panel101.dta?dl=0 https://www.dropbox.com/s/utn7937licdwqza/panel101%20datos%20en%20excel.xlsx?dl=0 https://www.dropbox.com/s/cksbtw8v8lhf6jf/Panel101.pdf?dl=0 La combinación de datos transversales con series de tiempo conforma un panel de datos. Se muestra aqui como modelar efectos fijos y aleatorios. Saludos, César Sánchez. [email protected]
Views: 49827 cesarsantube
diagnostic test in fixed effect. STATA commands and FGLS as a solution
 
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how to check for serial correlation, hetroscedasticity, and cross sectional independence in panel data in stata
Views: 6752 MadeEasy
Ranom Effect vs Fixed Effect Hausman Test
 
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Random Effects and Fixed Effects Regression Models. Select Random Effect or Fixed Effect Regression using Hausman Test. Use Eviews for Random Effect, Use Eviews for Fixed Effect, Use Eviews for Hausman Test to select Random or Fixed Effect Models.
how to estimate hausman test in panel data
 
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This video can be downloaded from this link https://youtu.be/4Oa-9Fc2OnI
Views: 7898 Econometric Modelling
Econometric Analysis|Stata: PS 3
 
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In this video, I use Stata to solve some computer exercises from chapters 4 and 6 from Wooldridge's Introductory Econometrics book.
Views: 1470 Tasneem Raihan (UCR)
Comando bcuse Wooldridge data sets
 
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🎓Curso Stata: https://eamauta.com/cursos/stata15 ----------------------------------------------------------- ----------------------------------------------------------- Guía rápida para la instalación del comando bcuse y acceder a las tablas y archivos de datos del texto introduccion a la econometria del autor wooldridge a través del software Stata usando la ventana de comandos.
Views: 569 Amauta Educación
Stata. Datos de Panel 3/3 (panel data analysis with stata)
 
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Datos e información adicional DATOS (enviados por David Domínguez, mi agradecimiento): https://www.dropbox.com/s/9qfew96oze3clmu/panel101%20version%2012.dta?dl=0 https://www.dropbox.com/s/y43sg2e7luirtcy/panel101.dta?dl=0 https://www.dropbox.com/s/utn7937licdwqza/panel101%20datos%20en%20excel.xlsx?dl=0 https://www.dropbox.com/s/cksbtw8v8lhf6jf/Panel101.pdf?dl=0 Saludos, César Sánchez. [email protected]
Views: 12304 cesarsantube
The Random Effects Model,Fixed effects model,Hausman test using stata
 
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Please remember me and my teachers and family in your prayers. Superior university Lahore Pakistan The term ―panel data‖ refers to the pooling of observations on a cross-section of Households, countries, firms, etc. over several time periods (Baltagi). Panel data types  Short panel: many individuals and few time periods (we use this case in class)  Long panel: many time periods and few individuals  Both: many time periods and many individuals Muhammad saeed from superior university Lahore Pakistan www.saeedmeo.blogspot.com
Panel Data. Fixed and Random Effect. Model One. EVIEWS
 
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Hossain Academy invites to panel data using EVIEWS
Views: 143685 Sayed Hossain
Removal of Serial Correlation. Model One. STATA
 
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Hossain Academy invites you to removal of serial correlation using STATA
Views: 20191 Sayed Hossain
Panel data econometrics - an introduction
 
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This video provides an introduction to panel data econometrics, highlighting the issue of unobserved heterogeneity. Check out http://oxbridge-tutor.co.uk/undergraduate-econometrics-course for course materials, and information regarding updates on each of the courses. Check out https://ben-lambert.com/econometrics-course-problem-sets-and-data/ for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: https://ben-lambert.com/bayesian/ Accompanying this series, there will be a book: https://www.amazon.co.uk/gp/product/1473916364/ref=pe_3140701_247401851_em_1p_0_ti
Views: 102650 Ben Lambert
Regression Assumptions for Time Series Data
 
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This clip introduces the assumptions required for regressions using time series data.
Views: 7978 Ralf Becker
Types of data, time series data, cross sectional data and pooled data
 
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In this video tutorial you will learn Types of data and sources of data for empirical analysis. In types of data there are three types, which we discussed in this tutorial. The time series data, cross sectional data and pooled data are discussed one by one. Some of the sources for collecting the data are also discussed in this tutorial. For more details log on to http://economicsguider.com/.
Views: 10057 Economics Guider
Panel data Analysis and Effect of Normality on Heteroscedasticity results
 
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It also shows the effect of non-normal data on the results of the two Heteroscedasticity results (Breush Pagan and White)
Views: 13867 Ijaz Khan
Panel Data. Random Effect and Fixed Effect. Model Two. STATA
 
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Hossain Academy invites to panel data using STATA
Views: 37855 Sayed Hossain
Fixed Effects vs Random Effects
 
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An introduction to the difference between fixed effects and random effects models, and the Hausman Test for Panel Data models. As always, using the FREE R data analysis language. https://www.r-project.org/ Link to the data: http://www.burkeyacademy.com/my-forms/Panel%20Data.xlsx Link to two videos: 1) Multicollinearity https://youtu.be/2BoCOeqxRD0 which leads into 2) Omitted variables bias https://youtu.be/LDgoJUY2MPg Support this project on Patreon! https://www.patreon.com/burkeyacademy Or, a one-time donation on PayPal is appreciated! http://paypal.me/BurkeyAcademy My Website: http://www.burkeyacademy.com/ Talk to me on my SubReddit: https://www.reddit.com/r/BurkeyAcademy/
Views: 161200 BurkeyAcademy
Removal of Serial Correlation. Model Two. EVIEWS
 
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Hossain Academy invites you to removal of serial correlation using EVIEWS
Views: 42621 Sayed Hossain
Econometrics // Lecture 2: "Simple Linear Regression" (SLR)
 
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An Introduction to the "Simple Linear Regression" (SLR) in Econometrics. This video covers: 1. A formal introduction to the SLR model 2. The difference between population and estimation models 3. A basic interpretation of the slope and intercept 4. What causality means 5. A more formal visual representation of the simple linear regression 6. Introduction to residuals 7. An outline of how to estimate the slope and intercept and where it originates from Note: All of this applies to the "Ordinary Least Squares" (OLS) Estimation. This video is to serve as a basic introduction to the "Simple Linear Regression" model. The video briefly touches on lots of subjects to ensure that the student gains a strong foundation for more in depth analysis to come. Additional Comments: If you want to estimate any ui, find the estimates for the intercept and slope and plug them into the ui equation: ui = yi - yi_hat = yi - (beta0_hat) - (beta1_hat)(xi). Additionally, remember that the derivative of y in respect to x represents the change in y as a result of a change in x. Therefore if we have a causal relationship, if x increases by 1, y will increase by Beta_1. This will be shown in depth in a later video. The next video tutorial on "Ordinary Least Squares" and "Goodness Of Fit": http://youtu.be/8tAPsX0YuNE All video, commentary and music is owned by Keynes Academy.
Views: 182039 KeynesAcademy
Gretl. Bajar datos para Gretl.  Datos de Wooldridge.
 
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Como bajar datos del libro de Wooldridge "introducción a la econometría", para trabajarlos dentro del Gretl, programa econométrico. A salud del buen Juan Mateo...
Views: 2656 cesarsantube
Modelos econométricos.Datos de panel |  | UPV
 
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Título: Modelos econométricos.Datos de panel Autor/a: Neira Gómez Isabel + Universitat Politècnica de València UPV: https://www.upv.es + Más vídeos en: https://www.youtube.com/valenciaupv + Accede a nuestros MOOC: https://upvx.es
Hausman Test in Eviews
 
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This video shows how to apply Hausman test in eviews. Hausman test is used to specify whether fixed effect or random effect regression is appropriate. ------------------------------------------------------- For more tutorials, visit: http://www.e-softlearning.com -------------------------------------------------------
Views: 21456 eSoft Learning
(EViews10):Perform the Hausman Test
 
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In this video, I show how to perform the Hausman test in Eviews. In panel data analysis, there is often the dilemma of choosing which model (fixed or random effects) to adopt. The outcome of the Hausman test gives the pointer on what to do. Hence, this hands -on teaches how to perform the Hausman test in EViews10. Here is the link to the engee2.xlsx dataset used for this tutorial (endeavour to have a Google account for easy accessibility): https://drive.google.com/drive/u/1/folders/14AwPT-DsvVgib1eM-8sMpgBM4kYpyiXm Follow up with soft-notes and updates from CrunchEconometrix: Website: http://cruncheconometrix.com.ng Blog: https://cruncheconometrix.blogspot.com.ng/ Forum: http://cruncheconometrix.com.ng/blog/forum/ Facebook: https://www.facebook.com/CrunchEconometrix YouTube Custom URL: https://www.youtube.com/c/CrunchEconometrix Stata Videos Playlist: https://www.youtube.com/watch?v=sTpeY31zcZs&list=PL92YnqQQ1gbjyoGWR2VUemNPU93yivXZx EViews Videos Playlist: https://www.youtube.com/watch?v=znObTs4aJA0&list=PL92YnqQQ1gbghRSJURtz08AZdImbge4h-
Views: 1483 CrunchEconometrix
Instrumental-variables regression using Stata®
 
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Learn how to fit instrumental-variables models for endogenous covariates using -ivregress-. Created using Stata 13; largely applicable to Stata 14. Copyright 2011-2017 StataCorp LLC. All rights reserved.
Views: 137785 StataCorp LLC
Stata Tutorial: Testing for Autocorrelation Pt. 1
 
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Some basic techniques to examine your time-series residuals for the presence of auto-correlation. We plot our residuals over time, estimate a simple AR(1) residual test equation, and call up and interpret the Durbin-Watson statistic.
Pooled cross sectional models introduction
 
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This video introduces the concept of a pooled cross section model, explaining its difference to cross sectional and time series models. Check out http://www.oxbridge-tutor.co.uk/undergraduate-econometrics-course for course materials, and information regarding updates on each of the courses. Check out https://ben-lambert.com/econometrics-course-problem-sets-and-data/ for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: https://ben-lambert.com/bayesian/ Accompanying this series, there will be a book: https://www.amazon.co.uk/gp/product/1473916364/ref=pe_3140701_247401851_em_1p_0_ti
Views: 22282 Ben Lambert
Econometría en Stata del capitulo 2 wooldriedge
 
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Solucion al ejercicio 2.1 por computadora de Wooldriedge. Si quieres ayuda escribeme a mi correo: [email protected] & [email protected] suscribase a nuestro canal. No olvides recomendarme con tus [email protected]
Views: 3813 JefersonDeybi
UEH 500- PHẦN 3 CÁC KIỂM ĐỊNH KHUYẾT TẬT DỮ LIỆU BẢNG VÀ CHẠY FEM & REM
 
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Chào các bạn; trong video này mình chia sẻ một số kiểm định các khuyết tật trong dữ liệu bảng gồm: Đa công tuyển, phương sai thay đổi và tự tương quan. Sau đó sử dụng FEM và REM (có kiểm định hausman để lựa chọn mô hình) Face của mình; https://www.facebook.com/nguyencongivet link dữ liệu; https://drive.google.com/file/d/0B7QJ1W9Xy5SMV1NpWnBPTnYwT28/view?usp=sharing Một số chia sẻ: Đầu tiên, các vấn đề trong hồi quy dữ liệu bảng trong phân tích cơ bản thường có các mô hình chính sau: POOL, FEM, REM sau đó khi cần phân tích từng bước và sâu hơn người ta mới quan tâm đến các mô hình SUR, IVs,… Việc sử dụng các mô hình này phần nào đã giải thích về việc dùng các kiểm định thống kê. Mô hình POOL thực chất là mô hình OLS bình thường, điều này xảy ra khi chúng ta sử dụng dữ liệu bảng như một đám mây dữ liệu bình thường không phân biệt theo năm và như vậy khi hồi quy mô hình POOL chính là mô hình OLS. Điều này cho thấy nếu như mô hình POOL thực sự phù hợp với dữ liệu hơn 2 mô hình sau thì việc chúng ta sử dụng phân tích bằng mô hình FEM, REM không còn nhiều ý nghĩa. Điều đó dẫn đến trường hợp lúc này chúng ta chỉ cần xem xét mô hình OLS cho dữ liệu có được và thực hiện các kiểm định bình thường ( 8 giả định OLS). Đây là một cách giải thích cho sự thiếu vắng các kiểm định trong các nghiên cứu về dữ liệu bảng khi mà các nhà nghiên cứu cần tập trung vào các mô hình FEM, REM để phân tích. Mặc khác, đây cũng là gợi ý cho các kiểm định phát hiện các vấn đề trước khi quyết định phân tích theo các mô hình khác nhau. Thứ 2, mô hình FEM tự bản thân chỉ quan đến những khác biệt mang tính cá nhân đóng góp vào mô hình nên sẽ không có hiện tượng tự tương quan trong mô hình Thứ 3, mô hình REM quan tâm đến cả vấn đề về những khác biệt của riêng các đối tượng phân tích qua thời gian đóng góp vào mô hình do đó tự tương quan là một vấn đề tiềm tàng trong mô hình này cần phải giải quyết ( được giải quyết bằng phân tích động dữ liệu bảng – dynamic panel data analysis) đồng thời nó lại loại bỏ tốt yếu tố phương sai thay đổi ( có thể kiểm tra trong thực tế bằng cách lấy hàm log rồi chạy mô hình sẽ thấy kết quả ko thay đổi nhiều).
Views: 11128 NC VIET
Econometrics - Instrumental Variables
 
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IV, Endogeneity, Two stage least squares (2SLS), Three stage least squares (3SLS) https://sites.google.com/site/econometricsacademy/econometrics-models/instrumental-variables
Views: 60585 econometricsacademy
Econometrics // Lecture 1: Introduction
 
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This is an introduction to econometrics tutorial. This video is a basic overview and touches on each of these subjects: 1. What is Econometrics? 2. Goals of Econometrics 3. Types of Economic Data 4. The "Simple Linear Regression" (SLR) 5. Causality This lecture on econometric theory is meant to introduce the student to the concepts of econometrics, as well as provide a basic overview of what the topic of econometrics encompasses. The next video tutorial on simple linear regressions: http://youtu.be/CBa8frhRKMw Follow us on Twitter @ https://twitter.com/KeynesAcademy All video, images, commentary and music is owned by Keynes Academy.
Views: 353895 KeynesAcademy
probit_logit_extreme value_regression with Eviews
 
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Simple instructions on how to use the software Eviews to running binary regression (probit, logit and extreme value)
Views: 17746 xanderputong
Tobit with Eviews
 
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Simple instructions on how to use the software Eviews to running Censored Regression, better known as Tobit Regression
Views: 11901 xanderputong
The Tobit Model
 
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Paper: Regression Analysis II Module name: The Tobit Model Content Writer: Dr Pooja Sengupta
Views: 12215 Vidya-mitra
Day By Day - Jeff Wooldridge - Christian Song
 
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Day By Day - Jeff Wooldridge - Christian Song
Views: 16 ChangeMe 2017
Probit regression with continuous covariates
 
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Discover how to fit a probit regression model with a continuous covariate and how to use margins and marginsplot to interpret the results. Copyright 2018 StataCorp LLC. All rights reserved.
Views: 1535 StataCorp LLC