thank you!

I have no knowledge of time series. But this course enlightens me on the basics of SVAR modelling. Thank you!

Thank you for sharing such a great content!

So clear! You are my god❤❤❤

Do you have the slides? Thanks!

hey, i have a question regarding the equation you wrote between 1:18-1:27, what is the derivation of that equation? we got that using the total differential and second derivative? my professor wrote that it would be less than 0, what are the conditions for it to be less than 0?

salamat idol, magagamit ko to sa klase ko

Really useful for my career, thanks!!

thanks so much pooo

U R AMAZING!! Thanks for saving me in consumer theory. And I just realized it was you that saved me in Time Series one year ago with your video on econometrics. Thank you very much. :)

Thank you so much.

Thanks for the lesson.

18:17

Awesome

You had an oversight on the differenced KPSS test. The result of differenced inflation stationarity test using KPSS shows that inflation is stationary at first difference since the p-value is 0.1 which is 10%. Your videos are quite informative and very useful. Thanks for all you have been doing.

VERY GOOD! Thx!!

Thanks Justin

What is your advise on how I can learn econometrics. I try but it just seems to confuse me more and the concepts don't stick to my head, how do all these other economists do it

What happens if the household has initial savings taken into account?

What is the result if the household has initial savings taken into account?

Thanks for making it clear

good explanation as a refresher or for undergrads to catch interest to pursue a Master's in econometrics.

=0.5*(0.2)+0.5*(-0.1)=0.05 ! Justin wrote = 0.10 !

Hello, I might be wrong but isn't E(z) 0.05 for the first exercise question?

you the best

Thank you 😊

could you please put the link to download the dataset directly

you did it!

Thank you so much for clarifying the difference between Stochastic Process and Time Series. I think, for me, the reasonability of the validity of time series is easy to accept since it is observed. For the stochastic process, what I am curious about is how sure are we that there was a "pdf" for 1980 for example? Where is this "pdf" based on? Like for the first ever year, did we later on find out that there was a "pdf" in the background?

These videos are good! Just a clarification in 06:41 what is the equation on the second bullet? I'm not sure if i understand the notation. I might be looking for a denominator somewhere :)

thank you

😮😮😮

Thank you

thank you

thank you

Can you please do a numerical example

loved your explanation, do you have the references for this model?

how to determine multicollinirity for soil type and lithological data

how do i interpret the cointegration relations below?

Thank you, this was very beneficial for me.

amazing video thank you

Nice video, thank you!

Thank you, Justin! This was really an amazing explanation! Keep up the good work! :)

great work, thanks really useful

Thank you

Thanks for the nice explanation, i get confused sometimes when reporting unit root tests we take absolute value or consider the sign of value for example test that compares calculated t statistics with tabulated value example t calt= -2.56 and t tabulated= -4.63 In this do we reject null or except . Thanks

You're my hero, thanks a lot!

Thanks, super easy to understand, time to ace my Stats final!

This is incredible! 🤩🤩

thanks alot<3