Welcome to Online econometric coaching
If you want to learn econometric please email on " saeedk8khan@gmail.com"Economtric approches EVIEWS& STATA
Data management
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Panel unit root testing
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Data transformation
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Pooled regression
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Time series model selection
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Fixed effects model
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Descriptive statistics
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Random effects model
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Correlation matrix
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Hausman test
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Simple regression
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Dynamic ordinary least square (DOLS)
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Multiple regression
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Fully modified ordinary least squares (FMOLS)
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Time series Unit root test
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Panel Cointegration
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Logit & probit model
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Panel unrestricted VAR
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Optimal lag selection
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Panel VECM
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Time series cointegration
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Panel ARDL (PMG&MG)
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Time series Unrestricted VAR
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Panel Granger Causality
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Time series restricted VAR(VECM)
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Panel GMM model
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Variance Decomposition
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Feasible generalized least squares(FGLS)
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Impulse response function
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Panel corrected standard errors (PCSE)
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Time series error correction model
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Heteroskedasticity testing
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Time series granger causality
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Normality of Residuals testing
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Time series ARDL
Time series NARDL |
Other diagnostics for panel data
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Time series Toda and Yamamoto
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Multicollenearity testing
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ARCH
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Serial correlation testing
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GARCH
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Graphical representation of data
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TARCH
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EGARCH
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SPSS applications
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Graphical presentation of data
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Descriptive statistics
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Checking structural breaks
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Correlation matrix
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Creating dummy variables
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Reliability analysis
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Serial correlation testing
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Validity analysis
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Multicollinearity testing
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Principal component analysis
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Heteroskedasticity testing
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Simple regression
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Normality of Residuals testing
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Multiple regression
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Cure of serial Correlation, Heteroscedasticity and Multicollenearity
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Computation of variables
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Parameters stability checking
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Missing Values Analysis
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Reshaping data(data stacking)
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Mediating Analysis
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Frequency conversion of data
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Moderation analysis
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Other Diagnostics for time series models
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T-Test
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