Відео

Thank you Auntie. God bless your soul!

I have been looking for exogeniety test video, I couldn't get it. Help pls

Thanks for the video...But I would like to ask...if re-estimation is done to include an additional AR or MA term...how would the new ARIMA expression look like?

Hi. I use the annual data but the result I got is lag = 4. The number of obs is just 33. Is this still okay? Or I have to decrease the lag to 1 or 2? Hopefully to get the reply from you soon!

You 've made my day, very sound and precise to point. Bless you.

Good day ma, Please how do I deal with panel data where variables have different orders of integration as inferred by the unit root test-I(0) (stationary at level), I(1) (stationary after first differencing), and I(2) (stationary after second differencing)?

Thank you so much for the efforts and resources put together to make this wonderful series. However, I have a below questions: I came across an article that uses GMM on a dataset of 42countries over 40years period. How is that possible considering the fact that the N and T are almost the same with regard to the challenge of large instruments?

thanks Professor for the great video. I have a Question: can you run a Panel ARDL regressions with a mixture of variables, some at levels and some at first differences?

Hi madam, If the residual autocorrelation test results indicate that the p-value for the chosen lag is 0.000, which is less than 0.05, suggesting the presence of autocorrelation, should I change the number of lags and re-estimate the VAR model with this new lag?

Thank you so much for your teaching

Thank you Professor, it is instructive and helpful. Thanks a lot. But I have a question that my result of AR(1) always is non-significant. Does this question will affect my results highly. And why does my result of AR1 is non-significant? and how to solve this question? Hope to hear from you soon, thanks a lot again

Hi Madam, I have found the following ARDL model estimation results. The coefficient of GDP in lag one is negative, and the coefficient for exports in lag one is also negative. My question is: Is this result acceptable or not? Variables: GDP growth (annual %); Inflation, consumer prices (annual %); Official exchange rate (LCU per US$, period average); Foreign direct investment, net inflows (% of GDP); Exports of goods and services (% of GDP) ardl gdp inflation exchange_rate fdi export_bd, maxlag(1) ARDL(1,0,0,0,1) regression Sample: 1988 - 2022 Number of obs = 35 F( 6, 28) = 8.16 Prob > F = 0.0000 R-squared = 0.6361 Adj R-squared = 0.5582 Log likelihood = -41.706736 Root MSE = 0.8907 ------------------------------------------------------------------------------- gdp | Coef. Std. Err. t P>|t| [95% Conf. Interval] --------------+---------------------------------------------------------------- gdp | L1. | -.1121503 .1745625 -0.64 0.526 -.4697253 .2454247 | inflation | -.0656006 .08678 -0.76 0.456 -.2433614 .1121602 exchange_rate | .0563542 .0144398 3.90 0.001 .0267756 .0859328 fdi | .4664016 .6940933 0.67 0.507 -.9553841 1.888187 | export_bd | --. | .3040321 .1240857 2.45 0.021 .0498541 .55821 L1. | -.3016697 .12807 -2.36 0.026 -.5640092 -.0393302 | _cons | 2.658918 .9601405 2.77 0.010 .692159 4.625676 ------------------------------------------------------------------------------- . matrix list e(lags) e(lags)[1,5] gdp inflation exchange_r~e fdi export_bd r1 1 0 0 0 1 . end of do-file

Please help me. What do i write in place of year if my data is like jul-2018 and its monthly???

if i have monthly data what will be the code in stata?

Thanks for that supportive heart and for being generous with your knowledge base. I have been greatly helped.

First of all, thank you very much. Based on that, I followed the same approach directly in Stata using: drop if missing(CountryName) | missing(CountryCode) | missing(SeriesName) | missing(SeriesCode) egen id_C = group(CountryName) egen id_S = group(SeriesName) foreach var of varlist _all { replace `var' = "" if `var' == ".." } reshape long YR, i(id_C id_S) j(year) drop SeriesName SeriesCode reshape wide YR, i(id_C year) j(id_S)

Thank you professor for the excellent tutorial! I have two questions: 1) Can we use ARDL if we have variables that are integrated of the same order? 2) Do we perform additional diagnostic tests except the bounds test? Thank you very much!

Thank you dear ma'am for your insightful lessons. I would like to ask you. Are you familiar with Mr. Mohammad Musa Shafiq, I see his name as a Co-author in some of your papers. He was my friend and also he was my professor in University. Best of luck ma'am.

Hello Ma'am, as the result show from the Jarque-Bera test that error are not normally distributed, what inference is taken from it. and is there any way to correct it. and Thanks for your content, it is helping many students to understand these model from basics.

if the test is inconclusive i.e the f-stat falls between the I(o) and I(1) values. what method do we use for estimation and what would be our conclusion

Thank you very much, Dr. I'm currently learning econometric as I write my Msc. Dissertation and your teachings has been very helpful so far.

Thanks, very grateful for your lecture. P lease I need the do file

Very creative

This is great, but how do I create the dummy before and after structural breakpoints if I have two breakpoints? Suppose I have a dataset from 1995 to 2020 and two breaks in 2003 and 2010. So before 2003, I had to put 0; after 2003, it had to be 1, but again, I had to put before 2010. So please help me.

Thank you so much, your explanations are very clear.

Please I’ve been following your tutorials but when I put the varsoc command , I face the error of repeated time values in sample. I have tried to find solution but to no avail. Kindly help me with how to correct this. Thank you.

Mam, please make a video on the Augmented Mean group and Cross sectional ARDL .

Prof, please what if I am doing for one country and 53 companies in that country what’s the function is it forval 1/53? Or 1/1?

Ma'am as we have around 6 results each for fgls and pcse which one should we give for a paper or thesis? Is the last estimate result fine? Or do we need explain all results?

Does instruments include all explanatory variables (main independent variables + controls)?

how to do so with eviews?

How to do monthly data? I tried to do analogically but my months are not in chronological order in stata

Is there a way to see the descriptive statistics for each cross section separately?

Thank you very much for the videos, they're very informative and helpful🌺🌺

Thank you so much for your excellent videos. I am currently in my undergraduate studies , but I found your videos very helpful. A huge thanks Mommy, love from the Gambia.

hello, the ADF number that she is using to reject the hypothesis is from STATA right? can we calculate that number in excel? or not

all of us who were doing this manually, lets gather here

i am looking for the ranger causality command on stata using ARDL model .By the way , thanks for the quality of the video

can i use ardl ECM short run output if there is no cointegration? thank you

Is there any difference for white methoad in pannel data ????

Thank you very much for your interpretation, my question is, What if the _ce1 (adjustment parameter) is not significant at the D_lnpdi, which is the dependent variable, does that mean there`s a problem with the model?

Hallow @CrunchEconometrix, thank you very much for these insightful videos, my concern is how do I establish /explain convergence of a same particular variable(s) of country X and Z on Panel ARDL Output. For example, I want to know how long country X's GDP will reach country Z's GDP, or Stock market capitalization of Country X will catch up with that of country Z?. Please I really need this assistance.

Dr Crunch Queen Space I appreciate the Almighty God for giving you the grace to impact your generation. More uncommon Grace and uncommon strength as our Greatest God is Real and Sure in your life. Weldone oooooooooo.❤.

thank you for covering this topic. I want to know what to do when AR(2) is coming significant? What can be possible manipulations?

Thanks Dr. Can you recommend resources for learning how to interpret results?

That is so great Prof. Ngozi Thank you

Hello Ma'am, thank you so much for the video. I have a little challenge. What do I do when the optimal lag length is identified by the criterion, but when i try using it in the model, I get an error message stating ''insufficient number of observation''?

Please may you assist. I am using EVIEWS 13, model is ARDL. I seem to not have the functionalities that you are showing. Example I do not have the long run Cointegration/bounds option. I do have another option which is "Cointegrating Relation" but this does not provide results of the DW test, everything else is there just not the DW test.

😊 what a perfect work !!!many thanks professor

Dear ma'am could you pls shed some light on moderation analysis using GMM models. Thank you in Advance.