Econistics Research and Consulting | admin
Econometrics, Data Science, Research Methods, Statistics, STATA, R,
1 ## 21 MarChapter 4 – Forecasting interface in STATA

STATA provides a unique interface which can assist in creating forecasts for time series models....

## 20 MarChapter 4 – Unit root test with breakpoints in eviews

Eviews provide the unit root test which considers the presence of breakpoints....

## 19 MarChapter 1 – Touring the Interface of STATA

STATA is a powerful statistical estimation software, this video provides a tour of different sections of STATA software...

## 17 MarChapter 3 – Basics of Moderator and Mediator Regression in SPSS

SPSS can be used to estimates several types of Moderator and Mediator regressions, these are used in the case when the regression coefficient becomes a function of some other variable....

## 29 FebChapter 3 – Poisson and Negative Binomial Regression in SPSS (1/2)

Poisson regression is used in the case when the researcher has some count data for the dependent variable which represent the rate of incident of some event. (Hoffman, 2004) like number of accidents in a week. This video will illustrate the Poisson regression process in...

## 16 FebChapter 3 – Poisson and Negative Binomial Regression in Stata

Poisson and Negative Binomial Regression is uses for the instances where the dependent variable is number of events instead of intensity of the event....

## 18 JanChapter 4 – Forecasting using GARCH model in OxMetrics

GARCH model can be used for the case of data series which has variable volatility and in such case variance equation is build....

## 17 JanChapter 4 – GARCH model using OxMetrics

GARCH model is used for the case when there is conditional hetroskedasticity in the model which can only be solved by adding the lags of variance of residuals in the variance equation...

## 16 JanChapter 4 – Engle Granger Cointegration Model using OxMetrics

When the variables in the model are non-stationary then Engle Granger ECM method can be used to estimate the coefficients....

## 15 JanChapter 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....