Chapter 2 – Finding outliers in data using Eviews
Eviews can be used to find presence of outlier in the data. Following video will helpful in learning how to do it.
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Chapter 5 – Time Series Domain – Using ADF test in Eviews
ADF test in Eviews can be used to check level of integration of the variables which are in time series domain.
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Chapter 5 – Time series domain – ARDL co-integrating bounds using Microfit and Eviews
[vc_row][vc_column][vc_column_text]ARDL cointegrating bounds method can be used to find the long run relationship among the variables which are mixed such as some are stationary at level and some are stationary at first difference. [/vc_column_text][/vc_column][/vc_row]
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Chapter 5 – Time series domain – Engle Granger Cointegration method in Eviews
[vc_row][vc_column][vc_column_text]Engle Granger is a single equation cointegration method to determine causality for the particular variables which are stationary at first difference.[/vc_column_text][/vc_column][/vc_row]
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Chapter 1 – Writing documents using LaTeX
[vc_row][vc_column][vc_column_text]Writing long versions of documents like thesis, book or report with a specified format is very difficult. Luckily there is one software to solve this issue, LaTeX used a format driven document management so that it automatically managed the document in the format which is specified in the start. Following is the basic video about
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Chapter 2 – Simple Linear Regression using Gretl
[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]
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Chapter 3 – Regression diagnostics in Gretl – Hetroskedasticity
[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]
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Chapter 3 – Regression Diagnostics in Gretl – Ramsey RESET test
[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]
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Chapter 2 – Creating qualitative dummy variables in Gretl
[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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Chapter 3 – Regression Diagnostics in Gretl – Multicollinearity test
[vc_row][vc_column][vc_column_text]Multicollinearity is the high correlation of two independent variabels with each other. The VIF test can be used to see of the correlation is too high or not. As if it is high then the regression results will be imprecise. [/vc_column_text][/vc_column][/vc_row]
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