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Posted at 08:56h
in
R language
Panel data models are used when the data is varying across time and cross-sections. In such casing using OLS will have to assume any one of the dimension as constant and other as random, but in reality we cannot assume the country differences to be...
Posted at 08:55h
in
R language
AutoRegressive Integrated Moving Average (ARIMA) Models are used to find the unpredictable deviation from the mean portion of the series. And if the data has high frequency then AutoRegressive Conditional Heteroskedasticity (ARCH) or Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) models are used to estimate the...
Posted at 17:49h
in
R language
This session details on estimating Stepwise regression in R Studio as a solution to weak multicollinearity.
importing libraries
library(tidyverse) # for data managementlibrary(readxl) # to read excel filelibrary(olsrr) # post regression tests
importing data
auto <- read_excel("D:/UMT notes/MPhil - MS courses/Applied Econometrics/lectures applied econometrics/lecture 6/stepwise regression/auto.xlsx")
Stepwise regression
swr <- lm(mpg...
Posted at 17:43h
in
R language
This session will account to a detailed testing of multicollinearity. This include generation of a scatter plot matrix with correlation values and histograms useful for descriptive statistics. Further there is a wide array of tests including VIF, Tolerence test, |X'X| test etc.
importing libraries
library(tidyverse) # for...
Econistics in proud to announce that Econistics.com has officially initiated sharing econometrics and software packages related tutorials. You can visit the YouTube studio at https://www.youtube.com/channel/UCsfzzsa8ZpuDZSW-SU6ysJg/featured?view_as=subscriber
Further we do have instagram page https://www.instagram.com/econistics/ here and twitter handle at @post_econistics
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Posted at 14:19h
in
Python
https://www.youtube.com/watch?v=v8ud4qWIJWY
Todays session is about learning Python, specifically how to import a csv data file and doing some basic data exploration tasks.
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Posted at 04:38h
in
R language
https://www.youtube.com/watch?v=g4mwbExrHO0
In this session we are going through a detailed account to assess post regression diagnostics in Cross sectional OLS using R Studio. These tests include Outlier Test, Influential Observations test, Non linearity test, Non normality test, multicollinearity test, heteroskedasticity test, and autocorrelation test
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Posted at 04:31h
in
R language
https://www.youtube.com/watch?v=3dIqxQ4L0uk
In this video we will be talking about how to estimate simple OLS method in R studio. and learn basic interpretation skills.
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Posted at 15:21h
in
R language
https://www.youtube.com/watch?v=624jttFZI9Q
Welcome to Econistics.com. Today we are discussing how to interpret a descriptive statistics table. Secondly we will be talking about how to make a subset of a data by removing the qualitative variables. And lastly we will be talking about how to make correlation plots...
Posted at 15:16h
in
R language
https://www.youtube.com/watch?v=jTMOSe6cjTA
Welcome to Econistics.com. Today we are discussing how to import an Excel data file into R studio. This import is done using all relevant commands. Further in this session we are learning how to view the data and generating descriptive statistics.
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