VAR Model
Cointegration Test Model One





Cointegration Test Model Two





Stability of regression model Model One




Unit Root Testing. Model One







Removal of Serial Correlation Model One







Conversion of a variable into stationary





What is R square in Eviews ?





EngleGranger ECM Model One










Data conversion to Normal. Model One





Impulse response function in Unrestricted VAR Model One







Impulse response function in Restricted VAR (VECM) : Model Two







Dummy Variable in VECM. Model One









Transmission Channel in VECM. Model One










General to Specific Model. Model One











Johansen long run cointegration equation. Model One





Import and Open Economy using dummy variable. Model One






We take one period lag residual from Johansen long run Cointegrating equation and use it as error correction term in ECM Model


Granger Causality Model Two







Cointegration Test Model Three





Q Statistics and LM Test for Serial correlation. Model Two







Static forecasting Model One







Dynamic forecasting Model Two










Static forecasting Model Three









Financial Crisis on Economy Model One










Forecasting Evaluation Model One










Why digital economy is important ?

Unit Root Testing. Model Two







Residual from Johansen Cointegartion. Model One





Comparison of ARCH, GARCH, EGARCH and TARCH model. Model One








Introduction to EVIEWS
Lag selection
Cointegration Test
Granger causality
EngleGranger ECM Model
Impulse response function
Forecasting
Applications of dummy variables in VECM Model
ARCH GARCH EGARCH, TARCH, ARCHM, PARCH
General to specific model
Transmission Channel among variables
Leverage effect in the EGARCH model. Model One








Single equation regression model
Growth model
GARCH(2,0) Model. Model Two







Lag variable development. Model One







Introduction to EVIEWS. Model One








Transmission channel among variables. Model Two







Serial Correlation Detection
Removal of Heteroscedasticity
VECM Model : Causal analysis.
Relationship between R square and F Statistics. Model One





Serial Correlation in Autoregressive Model. Model Two





Conversion of a variable into stationary. Model Two





Removal of Serial Correlation
Removal of Serial Correlation Model Two





Granger Causality in VAR Model
Granger Causality Model Three





VECM Model (One way)
Multicollinearity
Removal of Heteroscedasticity. Model One





Removal of Heteroscedasticity. Model Two





Multicollinearity and Regression








Panel Data. Fixed and Random Effect. Model One





Panel Data
Panel Data. Fixed and Random Effect. Model Two





Data mangement
R square and F statistics
EVIEWS Applications
Stability of regression model
Stability of regression model Model Two




Variance Decomposition in VAR
Panel Unit Root Testing
Panel Unit Root Testing. Model One





Variance Decomposition in VAR Model One





Panel Cointegrating. Test. Model One





Panel Cointegration Testing
Panel Dynamic OLS Model (Panel DOLS Model)
Panel Dynamic OLS. Model One





Panel FMOLS Model
Panel VECM Model and Causality
Panel VECM and Causality. Model One





Panel VAR Model and Causality
Panel VAR and Causality. Model One





ARDL Model
Leverage effect in the TARCH model. Model One








Unit Root Test
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Use the information of this website on your
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in connection with the use of this website.
This website is produced and maintained by
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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
VECM Model (multiple way)
Videos are available in the YouTube network

Impulse response function in Restricted VAR (VECM) : Model Three





Impulse response function
GARCH(2,0) Model. Model Two







GARCH(2,0) Model. Model Three





GARCH Model
VAR Model
Multicollinearity and Regression Model Two





Multicollinearity
EngleGranger ECM Model Two





EngleGranger ECM Model
Granger Causality Model Three




Pairwise Granger causality
Q Statistics and LM Test for Serial correlation. Model Three





Serial Correlation Detection
Removal of Serial Correlation Model Three





Removal of Serial Correlation
Leverage effect in the EGARCH. Model Two





Leverage effect in EGARCH
Derivation of long run equation
Unit Root Testing. Model Three





Comparison of ARCH, GARCH, EGARCH and TARCH model. Model Two





Comparison among ARCH GARCH
EGARCH and TARCH Model