Please feel free to post comments using the “**Post your Comment**” facility below to provide questions and answers relating to the subject of econometrics, research and data analysis. Since this is an interactive forum, I will not be able to answer all your questions myself, but other contributors can help out. I will *“casually moderate”* this forum to avoid spamming activities and inappropriate contents. We are here to learn, interact and have fun….so, let’s *crunch* this course!

**Follow up with updates from CrunchEconometrix:**

**Website:** http://cruncheconometrix.com.ng

** ****Blog:** https://cruncheconometrix.blogspot.com.ng/

** ****Facebook:** https://www.facebook.com/CrunchEconometrix

** ****YouTube Custom URL:** https://www.youtube.com/c/CrunchEconometrix

** ****Stata Videos Playlist: **https://www.youtube.com/watch?v=sTpeY31zcZs&list=PL92YnqQQ1gbjyoGWR2VUemNPU93yivXZx

** **** EViews Videos Playlist: **https://www.youtube.com/watch?v=znObTs4aJA0&list=PL92YnqQQ1gbghRSJURtz08AZdImbge4h-

**NOTE:** Always click **“FORUM”**, **“BLOGPOST“** and **“YOUTUBE VIDEOS“ **for updates on lecture and video tutorials.

what is econometrix?

You can now log in on this portal now.

Yes, the portal and the BLOGPOST are up and running…thanks!

Good,

Thanks Ma’am…please refer students to this blog.

Good

…thanks

Good Job, NG!

I really need to advance my study into ECONOMETRICS so I can add value to this blog as well!

Yinka, this is the right platform for you…to get the basics of the course. Follow our lectures on the blog (Click on BLOGPOST) and attempt the assignments.

Just followed your instructions and here I am.

Thanks…deeply appreciated. Kindly refer students to this blog.

Thank you ma

You are welcome…

This is a great one. very grateful

Thanks please direct students to this platform…to enable them follow the simplified tutorials, attempt the assignments and post their comments.

Woww!!

This is a lovely platform. I trust what you can do. I believe this platform will also work together with Eduresearch.ng to improve the research skills of students and researchers in different field of study.

I believe so too. We are here to teach the rudiments of econometrics (see BLOGPOST), encourage readers to engage in data analysis and also show the practical applications of using Stata analytical software with exciting videos….watch out for our YouTube videos!

This site is just the needful for all data analyst to refresh and stay tuned to the latest concepts, trends and insights in data analysis

Yes, you are right that is the objective of setting up this site to demystify data analysis and the use of econometrics. We will appreciate if you can refer students to this blog so that they can follow the simplified tutorials, post their questions and other challenges relating to econometrics….and also attempt the assignments for better understanding of the applications of econometrics.

This is a good platform, here I can improve on my managerial and if possible my accounting skills. Well done.

Yes you can and you will. The intention is to give simple explanations to complex analyses. We encourage you to follow the lecture tutorials posted on the blog. Click on BLOGPOST…

This blog is long overdue. Crunch econometrix is set to demystify the monster in research called data analysis and interpretation. It’s a welcome development.

Kudos to the Tutor.

Thank you very much for the words of encouragement. This is what we are set out to do. You are encouraged to follow the lecture tutorials on the blog. Simply click on BLOGPOST…

This is great kudos for this great work

Thank you very much for the words of encouragement. You are encouraged to refer students to this site to enable them follow the simplified lecture tutorials on the blog. Simply click on BLOGPOST…

This is a great work. Keep it up

…thanks!

@ Engee thanks for this given back spirit in you, highly inspiring!

Please how does the lecture follow? Or each independent of other? Because Heteroscedasticity came on Jan 8., follow by Multicollinearity, then Tell me, what is econometrics? Just for some of us starters in econometric worldview to be well grounded as we get along your laudable philanthropic teaching.

Hi Gbenga, hope you’re doing ok. The lectures do not follow any particular order, they are independent of one another. But where lectures are inter-related, I will then prepare such tutorials in their almost particular order. For instance, I just posted on the one-way ANOVA (analysis of variance) procedure….and in the next couple of days, the two-way ANOVA procedure will be posted. This is because, it is important to understand the one-way ANOVA before gravitating to the two-way, three-way and so on.

Also, readers often suggest some topics like two out the five posts are topics suggested by them (that’s http://cruncheconometrix.blogspot.com.ng/2018/01/heteroscedasticity.html and http://cruncheconometrix.blogspot.com.ng/2018/01/multicollinearity.html). So, you can always suggest any topic that require some simplified explanations.

If I may ask: are you acquainted with any analytical software? Even I though I teach using the Stata application, I post datasets in excel files too so that readers can download and feed into any application of their choice to practice along as I teach. Which one are you using? Please let me know, thanks!

Thanks so much @ Engee!

Actually reason why I asked is because am just trying to learn econometrics and how to go about modelling. I’m a research student in psychology and I do analysis, and of recent some Agric Econs student seek my guide in econometric analysis which I don’t too know and I decide to do self-learning, I so much appreciate your passion and wish to grab sound knowledge in econometric from your expertise.

I use SPSS, trying to learn “r” and will appreciate knowing Stata. Regards!

Good to know that you are on track. The basics of econometrics are the same regardless of the analytical software. I’ll definitely help you out with using Stata. I’ll soon be doing some videos on the rudiments of using Stata. They are quite easy to grasp… just stay with me on this platform and I will do my best to teach the little I know to as many who are willing to learn a thing or two. Take care…

Is it possible to do Co-integration then a VECM and still test for Granger causality?

Yes you can. But remember that cointegration implies that the series are related and can be combined in a linear fashion. So you can estimate a VECM and Granger causality. But if there is no cointegration, It implies that there is no long-run relationship so only the short-run model will be estimated. I hope this is helpful.

Good luck with your research!

good day, please what theory is best for human capital and income inequality

Hi Liz,

There’s the Human Capital Theory of Becker and Tomes (1979, 1986). It states that the decision of parents to invest in their children’s human capital development determines the extent of persistence of relative incomes across generations. The simple interpretation is that education reduces income inequality gap. As more people become educated, they are able to get better jobs and better incomes….read more on this online.

Kindly upload a complete video lecture on Gregory and Hansen Cointegration Test with Structural Breaks using Eviews. It will be of a great help.

Hi Anan, I will very soon!

Good day, please can you run a time series analysis with some missing observations in a particular data set? for example, if i have a time series data on exchange rate for Ghana and in some of the years i do not have data available for exchange rate, can i go ahead and run my estimation with what i have or i will have to fill the empty spaces before i do my estimation? thank you.

Hi Nii, sincere apologies for the late response. Results from time series estimates are biased if the number of observations falls below 30 years (small sample bias). Unless, you are certain that after accounting for the missing data, obs>30 then you can go ahead, Otherwise, you need to drop the exchrate variable and find another proxy.

Good day madam, I’m wondering if you offer courses/ workshops on these programs. Please contact me at dubemonuora@gmail.com

Hi Dubem, I do but let me know what you have in mind. You can reach me at cruncheconometrix@gmail.com. Thanks!

I have used stochastic production function with help of fronteir 4.1 how to find the significance level

Hi Shobha, I wish I can help you with this but I’ve never done this procedure before. Please bear with me, thanks.

Thanks for this insightful peace. Am not happy that I didn’t know of you or the site for long, but nevertheless am happy to find this site now. Thank you once again for the knowledge you share with us.

…thanks Yusuf for the kind remarks. Humbly appreciated and kindly tell others too…gracias!

Good afternoon admin… Thanks for your videos it has help me a lot. I am running an ARDL model and my stata can’t recognised the command (ardl) please can you help me

…thanks Richard for the kind remarks. Humbly appreciated and kindly tell others too. Kindly post the error message you are getting on the comment section of the YouTube video that will aid in assisting you appropriately. Thanks.

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…thanks Mallie for the kind remarks. I will heed your advise on the SEO to gain more traffic…gracias!

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…thanks Shanna for the kind remarks. I will heed your advise on the SEO to gain more traffic…gracias!

With thanks! Valuable information!

…thanks Chae for the kind remarks. Humbly appreciated and kindly tell others too…gracias!

Hi Ngozi

Thank you for your tutorials, they really help.

Please help, how do I run a Unit root test using ADF for 8 variables.

thanks

Tji

Hi Tji,

Simply run the ADF test for each variable, You can watch my tutorials on how to do that. I have videos in Stata and EViews. Thanks for watching my videos, deeply appreciated! Please share my links with your colleagues.

Hello everybody, I am running a VAR-model and closely follow the youtube tutorials in Stata on how to proceed. All in all, I have 6 variables and monthly data.

The ADF-test shows that my variables are stationary after first differencing. The optimal lag length differs but it does not matter for my problem:

When I try to use the autocorrelation test: “varlmar, mlag(#)”, the following message pops up:

“the exogenous variables may not be collinear with the dependent variables, or their lags”

Does anyone have an idea on how to interpret that or what I can do so that the message would not show up anymore?

Hi Jan,

6 variables are likely too many for a VAR model. Reduce lags to 1 and re-test for autocorrelation. Thanks for watching my videos, deeply appreciated!