Thank you very much

So brief and accurate. Godbless🙏🙏

That was impressive, the concepts are now clear

Thank you thank you you are the best teacher I have ever seen🎉

You are amazing ❤🎉 thank you so much

Share Data file

where can i get dataset?

I’ve paused the video to add this comment because I believe it is a must. Thanks for being the one and only person who is really knowing what to say about this topic, because I have seen so many people who just copped each other where all of them have just memorized the information instead of understanding it. Thanks a bunch man you’re the best

Thank you for this video But I have a question how to run TVP Var in Eviews ?

Excellent and informative series. Could you please share the dataset? Many thanks!

May I ask what if there are no results for AR(2)? There are only results for AR(1)

My j-statistics is less than 0.05. However, i dont have any AR(2) serial correlation. Should I rely on my model. How to interpret this situation?

Can you please conduct a walkthrough for an event study of 200 M&A transactions using the Market method? How do I perform t-test on the cross-sectional average abnormal return for these 200 M&As over 200 days of estimation period and 20 days of event period?

What about a 7- day VaR

hey sorry…on the interpretation part is it a must we use 1% increase? and is it appropriate to use other word like 1unit??

Hi Dr.Obi, thanks for the video, I did the same, but Eviews says that "d is not defined or is an illegal command". Do you know why?

I am not able to download the sheet

You really saved me a day before exams. Thanks Pat Sir!

One thing I’ve noticed about Finance Lectures, the tutors assume u know what they know

Can I please have the slides please

Thank you very much Prof OBI for the 5 series video and the added references showing the latest research on GMM empirical work. I wanted to ask if there is any chance you could explain the Lewbel IV method. Thank you.

Thanx a lot , i can now her heart❤️

Hi Sir, I hope you are well. This was a terrific video. I appreciated it. I want to ask if cov(x,y) and S^2 xy, which correspond to the MSE or SSE/n-2, are the same thing?

Its a Masterclass. God bless you abundantly, Prof.

is there a good way to run Fixed Effects for 300 companies without calculating means for each in Excel?

Good day Can I please have your email I would like to request for the slides of Panel VAR model and Bayesian VAR model and VECM

👏🏽👏👏🏽

Hi Dr. Obi, thanks for the nice explanation. Would you send me a link to find both system equations that you pasted in proc->system while estimating the System GMM model , please. In fact I tried hard but don't know how to find both equations.

Simple thanks are not enough for you, but thanks again.

Thank you, your analysis process is just outstanding.

Thanks for this video. However, I ran a panel ardl with 1,0,0,0,0,0,0 lag structure and the short-run result came out with only the ECT coefficient without the coefficients of the other variables. What should I do? how do I report this?

Could you share this template? Thank you for the video.

You are the best teacher man. You just saved me

thankyou Mr Obi, your explanation very clearly

Muchas gracias

Thank you! 🙂

🎉🎉🎉🎉🎉 thank you very much

Thanks a lot!!

It's a great explanation, thank you very much

If i have a model where the p value as a whole is not significant, but one independent variable is significant, can it still be reported?

Thank you so much for your understandable videos. But maybe something is wrong in terms of the coefficient of ECT. I think the system corrects about 11% (instead of 0.11%) of the deviation from long-run equilibrium in each period.

good example, good analysis

Thank you Sir. for this series

can someone help me with finance?? i have an exam in few days and iam finding these chapters/topics quite difficult.

Eviews doesn't have panel var, I think in your estimation it treats your data as pooled data. Moreover, when specifying a VAR equation, there should be lag terms only on the right hand side but in your equation there are variables of the current period, would it be a problem?

thank you for the clear explanation!!

Thank you! Could you please upload a video calculating the cost of debt gathering the data from a 10-K?

i dont know where this video was when i was looking everywhere to learn this model, thank god i finally found it. very easy to understand and well detailed

Nice! Can you show how to do the Heckman Test ??

So it is not possible to place dummy variables as independent variables?