Same for all values, so what do i do at this stage? Thanks
@hirarahman10 күн бұрын
May i know the code for opening psid data set in stata?
@ifeanyi_maduka2 ай бұрын
Thank you, that was very useful
@SulemaneNdoOvono2 ай бұрын
good day sir. Please how can i run a J test after estimating with the xthenreg command. Than you
@SulemaneNdoOvono2 ай бұрын
good day Sir. Please how can I carry-out a J-test after estimating with xthenreg. Thank you
@Boatengprince-ok9bd5 ай бұрын
How did you create the cross id for the different companies
@nikolaizaicev92975 ай бұрын
Hi, what if one is using Panel ARDL-ECT with DFE? as ARDL (2 2 2 2 2 ), does one need to use xtpmg+dfe first to run this estimated model and to generate first residuals? And then use these residuals in xtcd? I see that many people use as an example xtreg + fe, but, not everyone is using linear fixed effects models, or that does not matter for CD tests?
@saifullah43205 ай бұрын
Well explained. Really appreciate the effort, professor
@sherin75925 ай бұрын
Hi! Im using STATA 12. I cannot run the false variables by just adding d. It says - "factor variables and time series operators not allowed". why is that? what can i do about this?
@sandhyasurapalli25385 ай бұрын
Clear explanation
@andytan99175 ай бұрын
Hi thanks for the video. However I notice that the pooled OLS results are exactly the same as those for random-effects model. I think the right syntax for pooled OLS should be regress lninvest lncapital lnshare
@ashfaquegilal75426 ай бұрын
It's very good but sound quality is very poor very hard to listen and understand
@Midara_0036 ай бұрын
why do you log the variables?
@josephlanre6 ай бұрын
To make the variables more normal or symmetric in distribution.
@juringunsalam37567 ай бұрын
Why tbr is not log
@josephlanre6 ай бұрын
Because tbr is in percentage(already transformed). The essence of logging variables is to transform them for better distribution.
@wittykits11547 ай бұрын
thank you
@albashirusman12517 ай бұрын
this is really Helpful thanks
@renugarenuga23877 ай бұрын
Thank you for the guidance. Can you teach how to conduct wavelet coherence in Rstudio ?
@josephlanre6 ай бұрын
Will look into it
@nishthamittal99057 ай бұрын
Can I apply ARDL if my data has heteroskedasticity and serial correlation problem???
@josephlanre6 ай бұрын
I will advise you transform your variables (log) or divide your regression into subgroups to correct to heteroskedasticity. If serial correlation persists, you can increase the number of lags in the model. Overall. Your results should pass serial correlation and heteroskedatocity Test.
@pirateking90528 ай бұрын
i am working on a research. I can not write down my GMM code on stata. Can anyone give me the code for below variables? Dependent variables are :- OP ROA ROE TQ and independent variables are:- LnAdv LR IR DR NPL Size. Please someone provide me a code for two step GMM.
@AnassWajib-w6o8 ай бұрын
Cheers for the detailed tutorial! Correct me if I'm wrong but can you draw the same graph using an eloquent regression that mimics what you've just done? My prof. was asking me to put logGDP as a dependent variable and use year as independent with squared time period as well. But using your method here, I've reached the same result. Thanks
@ivansteven76319 ай бұрын
Thank you for your informative videos. I have a question about choosing between the ARDL and FGLS models given my data's characteristics (T>N, but T=16 and N=7, heteroskedasticity, and slope heterogeneity). In this case, can the FGLS model be used in place of the ARDL model when some variables are stationary at I(1) and I(0) and there is cointegration between them? Sorry if my question sounds basic. I am new to these types of models. Appreciate your insights.
@josephlanre6 ай бұрын
Yes, That would be correct. FGLS model is potent, especially with variables exhibiting heteroskedasticity and or autocorrelation
@CLANSYECONOMICS10 ай бұрын
THANK YOU SIR👏👏
@economicsmadesimple747710 ай бұрын
Hi how much quantile are important to run from 0.1 to 0.9 Because 0.1 to 0.9 only 3 results are significant in my research
@josephlanre6 ай бұрын
That would depend on your target
@economicsmadesimple74776 ай бұрын
@@josephlanre could you guide how to run IV-QR If you have an email then could be share
@meenakshigautam945710 ай бұрын
hi but when i am doing test exchratedecrease= excharateincrease it is showing no variable found
@benjaminmibaam303710 ай бұрын
A good video
@stayfit_ng63310 ай бұрын
God bless big joe
@wendyaledon911010 ай бұрын
good day sir, in running for cointegration tests, are we going to use the level form or the stationarized data? thank you.
@omotenioladawodu722710 ай бұрын
Thank you, Mr. Joseph, for this detailed explanation.
@Truthwithruth10 ай бұрын
Thank you Sir
@Truthwithruth10 ай бұрын
This was really insightful🤲🤲🤲
@louissevitenyi696410 ай бұрын
Thanks.. I watched your video on how to convert annual data to quarterly or monthly data. After the conversion, i tried summing the values of the first four quarters of a particular year and took the average, but it di not give me the initial annual value. Same for all values, so what do i do at this stage? Thanks
@sadiafazil6911 ай бұрын
hi can anayone plz copy and paste this command to two step system gmm here
@yankhomadula216111 ай бұрын
But the hansen test p>0.3, ??? ideal to be within the range of 0.1 and 0.3 as a rule of thumb
@wasiuademola282611 ай бұрын
Nice one friend. More power to your elbow
@ayodejinajeemiziaq916611 ай бұрын
You tutorial is fantastic but can you help us do a tutorial on data arrangement and uploading 🎉
@josephlanre11 ай бұрын
Well noted. Thank you
@fadumomohamed222911 ай бұрын
Thanks sir 🎉😊
@ATIAAKTER-m4w11 ай бұрын
could you send me your do file 😢?
@bilalbaraki927811 ай бұрын
Hello Sir, Could you please make another video or explain, how can we estimate threshold analysis in EViews or Stata for panel data?
@josephlanre11 ай бұрын
Hi. Please, check my previous videos. I had uploaded a video on panel threshold on stata
@bilalbaraki927811 ай бұрын
@josephlanre Sir, I appreciate your reply. I have checked that video of you and run regression based on that code. But it's not working. If I may request you, please make a detailed video on Stata or eview for the panel.
@farhanfarzam427811 ай бұрын
can you elaborate on the third command pls ?
@princewillokwoche6845 Жыл бұрын
Thanks for this video, Joseph. Very helpful. By the way, there seems to be a small mistake with the code for increases in the exchange rate. Assuming dexchr<=0 represents a decreasing rate (as you did), it would be incorrect for dexchr>=0 to represent an increasing rate since "=0" has already been taken as part of decreasing. The correct code for an increasing rate would be dexchr>0.
@senseiacademico2397 Жыл бұрын
Hi Joseph, Thank you for this. I have weekly data to convert to daily. However, some of the panel options exhibited in your demonstration are not available in my Eview. Im using a Student version of it. Please shade me some light. Appreciated
@michaelatalla3673 Жыл бұрын
I have 24 crosssection and 32 variables for 11 years how to conduct random effects model on eviews
@rakiyayakubu4768 Жыл бұрын
I am so so thankful for this video. God bless you.
@romanoperillo8208 Жыл бұрын
Thank you.
@dishakheterpal7185 Жыл бұрын
Hi, can we change the number of thresholds in eviews to 2?
@takudzwamwanza6621 Жыл бұрын
Thank you this was clear
@egidestiani6758 Жыл бұрын
Hi mr, I want to ask, does the FMOLS method not require a classical assumption test?
@nesaa3664 Жыл бұрын
Hi Sir. May i know if these steps are applicable to the threshold model developed by Khan & Senhadji (2001)? Another question is also applicable for time series that have stationary variables?
@tundeomotehinse514 Жыл бұрын
If I have 42 firms with 10 years of performance, can these models be used to estimate? Thank you sir.
@josephlanre Жыл бұрын
Yes, it can
@junaidhaider4395 Жыл бұрын
hi.could you tell the importance of taking lag.and how many lags are optimum for detecting stationarity.because when i take different lags ,it affects the stationarity.or if data becomes stationary after taking first difference.can we include diffeenced form of the varaible in the data.how could it affect the interpretation.dont we need stationarity for stationary panel estimations techniques like fe/re.even if we have shorter time periods