Chapter 4 – Estimating VAR model using Eviews
VAR model has a wide range of applications for the data which is highly interconnected to each other it can be estimated using Eviews
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Chapter 4 – Multivariate GARCH model using Microfit
Multivariate GARCH model is a powerful model to incorporate the volatility of the variable. Following video will provide tutorial of how to estimate this model.
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Chapter 3 – Cronbach’s Alpha for Reliability of data in SPSS
For the questionnaire based data sets, cronbach’s alpha can be used to check the reliability of the smaller sample data before full sample data can be collected.
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Chapter 1 – Preparing DO files in Stata
Stata provides a very user friendly DO file approach to manage the analysis which can be replicated with ease in future.
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Chapter 4 – Autoregressive forecasting using Eviews
The time series of the data can be expanded forward using autoregressive model approach. Following video can be used to fill the data based on information from the past.
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Chapter 4 – VAR model using Microfit 5
VAR model is used in the case when past of each variable is influencing the variables in the model. It does not require presence of cointegration within the variables
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Chapter 4 – Part 3 – ARCH / GARCH models in Eviews
Eviews can be used to estimate the family of ARCH / GARCH models which can be compared each other for selection of best approach.
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Chapter 4 – Part 2 – ARCH / GARCH models in Eviews
Eviews can be used to estimate the family of ARCH / GARCH models which can be compared each other for selection of best approach.
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Chapter 4 – Part 1 – ARCH / GARCH models in Eviews
Eviews can be used to estimate the family of ARCH / GARCH models which can be compared each other for selection of best approach.
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Chapter 3 – OLS diagnostics in stata – Jarque Bera Test
For estimating OLS model, data must be normally distributed. In stata, Jarque Bera test can be used to check if the data normal or not.
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