VAR Model
Cointegration
Test
Model One
Click here
Data in EVIEWS
Cointegration
Test
Model Two
Click here
Data in EVIEWS
Regression
Model Three
Residual
Analysis
Stability of
regression model
Model One
Model One
Regression
Model One
Model building
Unit Root
Testing.
Model One
Part 1
Part 2
Part 1 + Part 2
Data in EVIEWS
Removal of Serial
Correlation
Model One
Part 1
Part 2
Part 1 to Part 2
Data in Eviews
Regression
Model Two
Part 1
Part 2
Part 3
Part 1 to 3
Conversion of a
variable into
stationary
Click here
Data in Eviews
Regression
Model Four
Click here
Data in Eviews
What is F
statistics?
F statistics
Data in Eviews
What is R
square in
Eviews ?
R square
Data in Eviews
Lag selection
Model One
Click here
Data in Eviews
Lag selection
Model Two
Click here
Data in Eviews
Data conversion
to Normal. Model
One
Click here
Data in Eviews
Granger
Causality
Model One
Part 1
Part 2
Part to Part 2
Data in Eviews
Impulse response
function in
Unrestricted VAR
Model One
Part 1
Part 2
Part 1 + Part 2
Data in EVIEWS
Impulse response
function in
Restricted VAR
(VECM) :
Model Two
Part 1
Part 2
Part 1+  Part 2
Data in EVIEWS
Dummy Variable
in VECM.
Model One
Part 1
Part 2
Part 3
Part 4
Part 1 to 4
Data in Eviews
Transmission
Channel in VECM.
Model One
Part 1
Part 2
Part 3
Part 4
Part 5
Part 1 to 5
Data in Eviews
Lag selection
Model Three
Click here
Data in EVIEWS
General to Specific
Model.
Model One
Part 1
Part 2
Part 3
Part 4
Part 5
Part 6
Part 1 to Part 6
Data in EVIEWS
Johansen long run
co-integration equation.
Model One
Click here
Data in EVIEWS
Growth Model.
Model One
Part 1
Part 2
Data in EVIEWS
Import and Open
Economy using
dummy variable.
Model One
Part 1
Part 2
Part 1 to Part 2
Data in Eviews

We take one period lag
residual from Johansen
long run  Co-integrating
equation and use  
it as error correction
term in ECM Model
Granger
Causality
Model Two
Part 1
Part 2
Part 3
Part 1 to 3
Data in Eviews
Cointegration Test
Model Three
Click here
Data in Eviews
Q Statistics and
LM Test for Serial
correlation.
Model Two
Part 1
Part 2
Part 1 + Part 2
Data in EVIEWS
Static
forecasting
Model One
Part 1
Part 2
Part 3
Part 1 to 3
Data in Eviews
Dynamic
forecasting
Model Two
Part 1
Part 2
Part 3
Part 4
Part 5
Part 1 to 5
Data in Eviews
Static forecasting
Model Three
Part 1
Part 2
Part 3
Part 4
Part 1 to 4
Data in Eviews
Financial Crisis
on Economy
Model One
Part 1
Part 2
Part 3
Part 4
Part 5
Part 1 to Part 5
Data in iews
Why digital economy
is important ?
Unit Root
Testing.
Model Two
Part 1
Part 2
Part 1 + Part 2
Data in EVIEWS
Residual from
Johansen
Cointegartion. Model
One
Model One
Data in EVIEWS
Comparison of
ARCH, GARCH,
EGARCH and
TARCH model.
Model One
Part 1
Part 2
Part 3
Part 1 to 3
Data in Eviews
Introduction to EVIEWS
Lag selection
Cointegration Test
Granger causality
Engle-Granger ECM Model
Impulse response function
Forecasting
Applications of dummy variables in VECM Model
ARCH GARCH EGARCH, TARCH, ARCH-M, PARCH
General to specific model
Transmission Channel among variables
Leverage effect in
the EGARCH
model. Model One
Part 1
Part 2
Part 3
Part 1 to 3
Data in Eviews
Single equation regression model
Growth  model
GARCH(2,0)
Model.
Model Two
Part 1
Part 2
Part 1 to Part 2
Data in EVIEWS
Lag variable
development.
Model One
Part 1
Part 2
Part 1 to 2
Data in Eviews
Introduction to
EVIEWS.
Model One
Part 1
Part 2
Part 3
Part 1 to 3
Data in Eviews
Transmission
channel among
variables.
Model Two
Part 1
Part 2
Part 3
Part 1 to Part 3
Data in Eviews
Serial Correlation Detection
Removal of Heteroscedasticity
VECM Model : Causal analysis.
Relationship
between
R square and
F Statistics.
Model One
Model One
Data in Eviews
Serial Correlation in
Autoregressive Model.
Model Two
Model Two
Data in EVIEWS
Conversion of a
variable into
stationary.
Model Two
Model Two
Data in Eviews
Removal of Serial Correlation
Removal of Serial
Correlation
Model Two
Model Two
Data in Eviews
Granger Causality in VAR Model
Granger Causality
Model Three
Model Three
Data in EVIEWS
VECM.
Model Eight
Model Eight
Data in Eviews
VECM Model (One way)
Multicollinearity
Removal of
Heteroscedasticity.
Model One
Model One
Data in Eviews
Removal of
Heteroscedasticity.
Model Two
Model Two
Data in Eviews
Multicollinearity and
Regression
Part 1
Part 2
Part 3
Part 1 to Part 3
Data in Eviews
Panel Data.
Fixed and
Random Effect.
Model One
Model One
Data in EVIEWS
Panel Data
Panel Data.
Fixed and
Random Effect.
Model Two
Model Two
Data in EVIEWS
Data mangement
R square and F statistics
FAQ
Econometrics
FAQ
Econometrics
EVIEWS Applications
Stability of regression model
Stability of
regression model
Model Two
Model Two
Variance Decomposition in VAR
Panel Unit Root Testing
Panel Unit Root
Testing.
Model One
Model One
Data in EVIEWS
Variance
Decomposition
in VAR
Model One
Model One
Data in EVIEWS
Panel
Cointegrating.
Test.
Model One
Model One
Data in EVIEWS
Panel Cointegration Testing
Panel Dynamic OLS Model (Panel DOLS Model)
Panel
Dynamic
OLS.
Model One
Model One
Data in EVIEWS
Panel FMOLS Model
Panel
FMOLS.
Model One
Model One
Data in EVIEWS
Panel VECM Model and Causality
Panel VECM
and Causality.
Model One
Model One
Data in EVIEWS
Panel VAR Model and Causality
Panel VAR
and Causality.
Model One
Model One
Data in EVIEWS
ARDL Model
ARDL Model
Model Two
Model Two
Data in EVIEWS
Leverage effect
in the TARCH
model. Model
One
Part 1
Part 2
Part 3
Part 1 to 3
Data in Eviews
Unit Root Test
COPYRIGHT

No part of this publication may be reproduced,
downloaded or transmitted in any form or
by any means or published somewhere
without permission. But you can share/link
videos in your page.

All videos and materials are copyrighted by
the author and may not be downloaded
without Author’s permission. Publications are
used only for research or understanding.

Use the information of this website on your
own risk.  This website shall not be
responsible for any loss or expense suffered
in connection with the use of this website.

This website is produced and maintained by
Sayed Hossain, the author, founder of
Hossain Academy
COPYRIGHT

No part of this publication may be reproduced,
downloaded or transmitted in any form or
by any means or published somewhere
without permission. But you can share/link
videos in your page.

All videos and materials are copyrighted by
the author and may not be downloaded
without Author’s permission. Publications are
used only for research or understanding.

Use the information of this website on your
own risk.  This website shall not be
responsible for any loss or expense suffered
in connection with the use of this website.

This website is produced and maintained by
Sayed Hossain, the author, founder of
Hossain Academy
Regression
Model Six
Model Six
Data in Eviews
Regression Model
Y=B1+B2X + U
VECM.
Model Seven
Model Seven
Data in EVIEWS
VECM Model (multiple way)
Videos are available in the YouTube network
Impulse response
function in
Restricted VAR
(VECM) :
Model Three
Model Three
Data in EVIEWS
Impulse response function
GARCH(2,0)
Model.
Model Two
Part 1
Part 2
Part 1 to Part 2
Data in EVIEWS
GARCH(2,0)
Model.
Model Three
Model Three
Data in EVIEWS
GARCH Model
VAR
Model Three
Model Three
Data in EVIEWS
VAR Model
Multicollinearity and
Regression
Model Two
Model Two
Data in Eviews
Multicollinearity
Engle-Granger
ECM
Model Two
Model Two
Data in Eviews
Engle-Granger ECM Model
Granger
Causality
Model Three
Model Three
Data in Eviews
Pairwise Granger causality
Q Statistics and
LM Test for Serial
correlation.
Model Three
Model Three
Data in EVIEWS
Serial Correlation Detection
Removal of Serial
Correlation
Model Three
Model three
Data in Eviews
Removal of Serial Correlation
GARCH(1,1)
Model Four
Model Four
Data in EVIEWS
Leverage effect in
the EGARCH.
Model Two
Model Two
Data in Eviews
Leverage effect in EGARCH
Derivation of long run equation
Unit Root
Testing.
Model Three
Model three
Data in EVIEWS
Comparison of
ARCH, GARCH,
EGARCH and
TARCH model.
Model Two
Model Two
Data in Eviews
Comparison among ARCH GARCH
EGARCH and TARCH Model
ARIMA Model
Model One
Model One
Data in EVIEWS
ARIMA
Forecasting
Model