thank you sir ....ihave learn a great deal

ربي يجعلهم في ميزان حسناتك

جزاك الله خير الجزاء و بارك الله فيك

Dear Sayed Hossain Greetings I hope this email finds you well. In fact I am one of those who have benefited a lot from your educational videos on econometric and eviews software. Thank you very much for the efforts you devoted to help people learn. Today I am approaching seeking help in one of the issues that complicate my work. That is, I am trying to use the natural logarithm of GDP per capita and the natural logarithm of squared GDP per capita in the same equation. The software refused to estimate the equation. Could you help me please ? I will be very grateful to you Best regards Mohammed

Thank you sir❤

Said

Pdf available?

Hi, I have some questions. What if gamma is not statistically significant ? What about the sign of alpha? How to interpret a negative alpha and a positive one? With alpha i’m referring to the asymmetry term, while gamma refers to the leverage term. Moreover, what if gamma is not significant while alpha and beta are both significant? How should we comment these results? Pls help me!!

Thank you for the Video. Your videos have impacted on my data analysis ability. Prof, I wish to ask a question about the required sample to run a Panel data. Should we have large sample of countries (e.g. having up to 30 countries or only 5 countries before performing panel cointegration) and period (e.g. year like 1960-2022 or is 2010 -2022 appropriate period) selected before running cointegration, VECM or any other method? In other words, what is the condition for data sample and country sample for cointegration, VECM, etc? Anyone can respond to my question. Thank you

This is indeed didactic! I love your teaching, sir.

hi, many thanks for your detailed explaination, I also get stagger and I know the reason-- after spending such a long time in reading and writing, getting along with journal articles and data bases, everyone got stagger, so dont be sorry, that is a proof of your knowledge and effort.

Excellent and clear, Keep it up

You helped me bruh Thanks for this video

Sir, do you have the procedure for GARCH Model with panel data?

sir im facing a problem when i estimate the equation (near singular matrix error may be the regression is perpectly collinear)statment appear what should i do please guide me please

is it okay to R-squared have a negative sign, so we can use the model to interpretation?

Thank you for your great explanation about ARDL model.

Excellent

C🎉

Thanks sir after 11 years it's yet useful

if I want to set several control variables, what should I do?

Professor, thanks for the video. I see you used a small-size option during the estimation. How do you determine whether the sample size is small or not? I have a monthly data set from 2004 to 2020 with 7 explanatory variables. can that also be used as a small sample? because my Granger coefficient is getting better when I use the small size option as you showed in the video.

Not quarterly data but monthly

Thanku so much sir...

Thanku sir

very nice explanation of time series on panel data

gOOD JOB

Sir, How to get coefficients and t-value of independent variable for each individual in FMOLS?

Sir, while i was checking the ARDL model's lag,I got the lowest value of AIC with lag 2,but i got lowest value of SIC with lag 6. What to do if such discrepencies occur,i mean is it necessary to occur the lowest value of AIC and SIC in the same lag as you've got in lag 2 in this video? Thank you!

Very clear and useful video even 10 years later :)

Which method should be used in case both the series are of I(3)?

Bakit po kayo may dummy variables? (in english: why dummy variable is there?)

Thank you

Thank you Sir. Can we always use lag 1 in Levin-Lin-Chu test? Or we need to use any criteria to select optimal lag?

Bonjour cher Expert j'ai bien suivis la vidéo sur l'analyse de la causalité des variables, pour ce j'aimerai savoir la principale raison ou avantage lorsque nous choisissons plus de rang? Merci.

As always, thank you so much prof

very helpful. Thank you Prof and happy 2023

Thank you for simplifying the whole concept with such a clarity

Great video and a great class. Thank you!

Just giving definition not explaining the results of serial correlation LM test-out of topic video

you explained so smoothly, its great

the process of teaching is good and easy to understand.

Do people still use EVIEWS? or there's new software packages for financial and economic data analysis?

I have Eviews 12 but i don't have this option of fixed effects and random effects why?

Very straight forward. Thank you.

Please make video on how to run system gmm / partial adjustment model in eviews

very valuable video, thank you.

can u be little speed

Check your R2 value please

Now i can do my research on my own, thank u