## 15 Jan Chapter 4 – Augmented Dickey Fuller Test in Gretl

Unit root test like ADF test is used to determine whether the variable is significantly related to its past or not in the time series data models....

Unit root test like ADF test is used to determine whether the variable is significantly related to its past or not in the time series data models....

Time series data can be estimated in Gretl for the sake of forecasting....

Logistic regressions can be used when the dependent variable is limited or censored....

Hausman test can be used to compare Fixed effect and Random effect model in panel data setting....

This video will illustrate about importing statistical data from excel to Gretl software....

Instrumental regression is used in the instance where model has endogeneity which makes OLS estimates inconsistent....

[vc_row][vc_column][vc_column_text]Simple regression is a basic foundation in order to understand how to come up with the quantification of relationship between the variables and the flow of cause. Following video is about how to do basic regression in Gretl software.[/vc_column_text][/vc_column][/vc_row]...

[vc_row][vc_column][vc_column_text]Presence of hetroskedasticity in the model can cause non constant variance and hence cause model to be inefficient. Following tutorial is about how to do the white hetroskedasticity test on the estimation in Gretl[/vc_column_text][/vc_column][/vc_row]...

[vc_row][vc_column][vc_column_text]RESET test is used to check if any non linear form is missing in the regression as we assumed and used linear variables in the model. Learn how to use RESET test after regression in Gretl in this tutorial.[/vc_column_text][/vc_column][/vc_row]...

[vc_row][vc_column][vc_column_text]Dummy variables can be used to incorporate a qualitative information in teh model which can be really useful to determine the significant characteristics of the model. Learn how to make dummy variables inside Gretl.[/vc_column_text][/vc_column][/vc_row]...

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