VAR Model
Model Four
Model Four
Data in STATA
Panel Data
Random and
fixed effect.
Model One
Model One
Data in STATA
Data in EXCEL
EVIEWS
Panel Data.
Fixed and
Random Effect.
Model One
Model One
Data in EVIEWS
Panel Data.
Fixed and
Random Effect.
Model Two
Model Two
Data in EVIEWS
Panel Unit Root
Testing.
Model One
Model One
Data in EVIEWS
Panel Data.
Random effect
and Fixed Effect.
Model Two
Model Two
Data in STATA
Data in EXCEL
Panel Data.
Random effect
and Fixed Effect.
Model Three
Model Three
Data in EXCEL
Data in STATA
Johansen
Cointegration
Test
Model Three
Data in STATA
Granger Causality
Model Two
Model Two
Data in Stata
Panel
Cointegrating.
Test.
Model One
Model One
Data in EVIEWS
FMOLS.
Model One
Model One
Data in EVIEWS
ARDL Model
Model Two
Model Two
Data in EVIEWS
Unit Root
Testing.
Model Three
Model Three
Data in EVIEWS
Panel Data
ARDL Model
Unit root
Johansen
Cointegration Test
Model Three
Click here
Data in Eviews
Panel Data
Popular Videos Only
Panel
Dynamic
OLS.
Model One
Model One
Data in EVIEWS
ARCH-GARCH Model
Variance
Decomposition
in VAR
Model One
Model One
Data in EVIEWS
Impulse response
function in
Unrestricted VAR
Model One
Part 1 + Part 2
Data in EVIEWS
Lag selection
Model Three
Click here
Data in EVIEWS
Engle-Granger ECM Model
STATA
Granger Causality test
Granger
Causality
Model One
Part to Part 2
Data in Eviews
Y=B1+B2X + U
Removal of Serial
Correlation
Model Two
Model Two
Data in Eviews
Removal of
Heteroscedasticity.
Model Two
Model Two
Data in Eviews
Removal of serial correlation
Removal of heteroscedsaticity
Lag Selection
Model Two
Model Two
Data in Stata
GARCH Model
Model One
Model One
Data in Stata
ARCH-GARCH Model
Granger causality
GARCH Model
Model Two
Model Two
Data in Stata
ECM Model
Model Two
Part 1
Part 2
Part 1 to 2
Data in STATA
ECM Model
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Panel Data
Model One
Model One
Data in EXCEL
Panel Data
Model Two
Model Two
Data in EXCEL
Johansen
Cointegration
Model Two
Model Two
Data in EXCEL
Panel Data
Johansen Cointegration
Regression
Line
Model Two
Model Two
Data in EXCEL
Regression Model
SPSS
Regression
Model Two
Model Two
Data in SPSS
Regression
Model Three
Model Three
Data in SPSS
Regression Model
Serial correlation in
the regression
Model One
Part 1 to Part 2
Data in Eviews
Multicollinearity in
the Regression Line.
Model One
Part 1 to 3
Data in SPSS
Serial Correlation in Regression
Multicollinearity in Regression
Hetrocedasticity in Regression
Hetrocedasticity in
Regression
Model One
Part 1 to  Part 3
Data in SPSS
All other videos using EVIEWS
All other videos using STATA
All other videos using R Package
All other videos using SPSS
Y=B1+B2X + U
VAR Model
Variance decomposition
Impulse response function
Lag selection
VAR model
Unit Root Testing
Johansen cointegration test
Panel Data
Panel Data
Panel FMOLS
Panel DOLS
Panel Unit Root
Panel Cointegration Test
Lag selection
Sayed Hossain CV
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Regression
Model Six
Model Six
Data in Eviews
Regression Model
Stability of regression model
Stability of
regression model
Model Two
Model Two
Q Statistics and
LM Test for Serial
correlation.
Model Three
Model Three
Data in EVIEWS
Serial Correlation Detection
Multicollinearity and
Regression
Model Two
Model Two
Data in Eviews
Multicollinearity in the regression
Granger
Causality
Model Three
Model Three
Data in Eviews
Pairwise Granger causality
VECM.
Model Eight
Model Eight
Data in Eviews
VECM Model (One way)
VECM.
Model Seven
Model Seven
Data in EVIEWS
VECM Model (multiple way)
Johansen long run
co-integration equation.
Model One
Click here
Data in EVIEWS
Derivation of Johansen long run equation
GARCH(2,0)
Model.
Model Three
Model Three
Data in EVIEWS
GARCH(1,1)
Model Four
Model Four
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
Panel VECM
and Causality.
Model One
Model One
Data in EVIEWS
Panel VECM Model
Unit Root Test
Model Three
Model Three
Data in STATA
VECM Model
Model Five
Model Five
Data in STATA
VECM Model (One Way)
VECM Model
Model Six
Model six
Data in STATA
VECM Model (Multiple way)
Johansen cointegration test
ECM
Model Two
Model Two
Data in Eviews
Y=B1+B2X + U
ARIMA
Forecasting
Model
ARIMA Model
Model One
Model One
Data in EVIEWS