ARDL Bounds Test - 1of6 (Intro)

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Pat Obi

Pat Obi

Күн бұрын

Пікірлер: 30
@Azam_Pakistan
@Azam_Pakistan 5 жыл бұрын
Much awaited video.
@TheBusinessWorld9
@TheBusinessWorld9 Ай бұрын
Which Econometrics book do you use for teaching? please recommend me the best reference book
@datax-analytviews8009
@datax-analytviews8009 Жыл бұрын
Hello Sir, how can we download your lecture notes?
@jeongsungmin2023
@jeongsungmin2023 9 ай бұрын
Actually saved me a lot of time, cheers mate. Gave you a good like
@pradeepdangi9614
@pradeepdangi9614 5 жыл бұрын
Excellent video from starting phase......... Any way thank you for your effort of uploading and sharing this video....
@TheEnyoy
@TheEnyoy 4 жыл бұрын
ECM not VECM right? VECM only when all 3 ARDL equations are cointegrated
@PatObi
@PatObi 2 жыл бұрын
Yes.
@chakraacharya409
@chakraacharya409 4 жыл бұрын
Thanks, Very intuitive, best one,
@fz91425
@fz91425 4 жыл бұрын
hello, can you please make a video on augmented ARDL?, my dependent variable is I(0) and as i know to run ARDL one of the main conditions is that the dependent variable should be I(1), so by reading articles to surpass this problem they use Augmented ARDL!
@sitighazali6289
@sitighazali6289 4 жыл бұрын
Hi, its wonderful video..just wonder how to treat Dummy Variable in ARDL equation. Do you have video on that
@PatObi
@PatObi 4 жыл бұрын
I don't. Sorry. But treat dummies same way as in a regular regression, unless you're using a dummy to mark a structural break.
@sitighazali6289
@sitighazali6289 4 жыл бұрын
@@PatObi Thanks for prompt answer. Just want to confirm, if i use dummy to represent the structural break, so i need to treat the dummy variable as fix regressor, is it correct?
@PatObi
@PatObi 4 жыл бұрын
@@sitighazali6289 I believe so. But please verify with others.
@sitighazali6289
@sitighazali6289 4 жыл бұрын
@@PatObi Thanks you very much. I will verify it
@nomaswazinkosi8918
@nomaswazinkosi8918 4 жыл бұрын
Hi, I have two questions. 1.how do you manually derive a short run multiplier of yt+1 with respect to Xt, i.e dYt+1 ^dXt for a finite distributed lag model yt= 1,78+0.17Xt+0.2Xt-1+0,35Yt-1 2nd question. How do you Show and explain that as k→∞, dYt+k ^dXt→0.
@415819
@415819 5 жыл бұрын
Hi Pat - An excellent video series! i have shared this with my class. Quick question can i run an ARDL model with more than one explanatory variables? So for example VIX, Equity Prices and Interest Rates as the explanatory variables and Oil prices as the dependent variable? Thanks so much!
@PatObi
@PatObi 5 жыл бұрын
Absolutely
@PatObi
@PatObi 5 жыл бұрын
Just change the target variable each run. And thanks for the feedback.
@SarikaRakhyani
@SarikaRakhyani 4 жыл бұрын
Hi @@PatObi, is it necessary to change the target variable at each run? If yes, why? I mean can't I just have my dependent variable fixed?
@PatObi
@PatObi 4 жыл бұрын
@@SarikaRakhyani You can do either. Depends on your hypothesis.
@SarikaRakhyani
@SarikaRakhyani 4 жыл бұрын
Thank You so much Pat! You make really good videos and reply really fast. Thanks for your time.
@YusuffNurudeen-jz7fz
@YusuffNurudeen-jz7fz 3 ай бұрын
Hello sir This is Yusuff a PhD choosing to work on ARDL Kindly assist with the area I can have my PhD as requrd ARDL
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