where are other parts? thank you

For monthly data but unbalanced

how to set the commad for lag order of (1111)? could you show in your example. I am conducting panel ardl . The result of the Stata is quite different than that of the Eveiw. Maybe there is problem in right use of lags.

I always come to this channel to remained my self on how to interpret the test. Love this channel❤🎉

thanks a lot

Hi I am not able to run the cusum6 command in Stata? could any one help me

"Your efforts in academic content creation are impressive. I have watched all your videos regarding Stata and would like to inquire about the mediator variable in panel data. How is the regression analysis conducted for it, and how do you determine statistical significance?" 4o

Dear Professor Ngozi, Is OLS still a valid estimator if the data is serially correlated?

Professor Adeleye, thank you for sharing. Can the moderating variables be a dependent variables? Thanks for the answer. Look forward to learn from your next moderating function with E-views. Thanks

Thank you for your contributions to econometrics. When I estimate the model with EKKY and look at the diagnostic tests, I encounter the autocorrelation problem. I tried autoregressive models to solve this. The problem persists. Will it help if I try it with GLS/GLM? In the final stage, I will perform diagnostic tests again. There is no heteroscedasticity problem in your application, but the coefficients are statistically insignificant. Why did you ignore the coefficients? I wanted to learn this. Thanks, Kind regards.

Are the t-statistics for ARMA coefficients adjusted for the bias of the estimator? there is no really a good way to estimate ARMA coefficients bias free like in a regular regression setting. if not, they are wrong even in large samples as the bias is very persistent and consistency kicks in in the limit.

This just saved my life and honors thesis, THANK YOU SO MUCH!!!!!!

Thanks for your explanation. I have a question regarding IRF. When we talk about "10 periods", does this refer to the period over which the data is collected? For example, if my data is daily, does "10 periods" mean 10 days? I have another question: in the case where the impulse response is not clear, how do we interpret the results? For example, if we observe a decrease in the first few periods (1 to 2), followed by an increase (3 to 5) before fading away in the 6th period, how do we determine if the overall impact is positive or negative?

How do we know the maximum lag on the code for "ardl y x1 x2, maxlags (!!!) aic"?

Dear Dr. Adeleye, Many thanks for your insightful and easy way to learn Econometrics videos. In the reference [1] article (Adeleye et al., 2022) ...Does Globa..) you formulated two turning point figures for energy-emissions and globalization-emission paradox. Would you please tell me how you did that? What were the Stata commands for plotting the turning point figures? Thank you!

Continue as you have

Dr crunch queen space,this is amazing and results of hard work and didecation to impacting your generation. More uncommon grace more uncommon strength in good health IJMN. It amazing. 7:51

Hello. Please how can I cary-out a J-test after estimating with the GMM threshold model?

Hello. Thank you so much for the explanation. One question that I am struggling with. I have a panel and a have to estimate a set of regressions out of it, I have carried out the hausman test and the conslusion I got is that I have to employ fixed effects, however, I have a long panel data with heteroscedasticity and autocorrelation, then one of the alternatives I have found for this issue is estimating a PSCE model, I have already done the cross sectional dependence test and this model is still the best option. My question is: For controling the unobserved characteristics that might vary across units (which in my case are developing countries) is it necessary to include country dummies?

Sorry but how can you correct for serial correlation and/or heteroskedasticity if present?

You're an intelligent economics crunching queen. My dad is, but I'm rubbish with numbers 😂😂😂 This is fancyfire🔥

Thank you for your video !!

If N=T like 20 countries and 20 years data, can I use this FGLS technique?

Great

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.