Which Econometrics book do you use for teaching? please recommend me the best reference book
@datax-analytviews8009 Жыл бұрын
Hello Sir, how can we download your lecture notes?
@jeongsungmin20239 ай бұрын
Actually saved me a lot of time, cheers mate. Gave you a good like
@pradeepdangi96145 жыл бұрын
Excellent video from starting phase......... Any way thank you for your effort of uploading and sharing this video....
@TheEnyoy4 жыл бұрын
ECM not VECM right? VECM only when all 3 ARDL equations are cointegrated
@PatObi2 жыл бұрын
Yes.
@chakraacharya4094 жыл бұрын
Thanks, Very intuitive, best one,
@fz914254 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!
@sitighazali62894 жыл бұрын
Hi, its wonderful video..just wonder how to treat Dummy Variable in ARDL equation. Do you have video on that
@PatObi4 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.
@sitighazali62894 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?
@PatObi4 жыл бұрын
@@sitighazali6289 I believe so. But please verify with others.
@sitighazali62894 жыл бұрын
@@PatObi Thanks you very much. I will verify it
@nomaswazinkosi89184 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.
@4158195 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!
@PatObi5 жыл бұрын
Absolutely
@PatObi5 жыл бұрын
Just change the target variable each run. And thanks for the feedback.
@SarikaRakhyani4 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?
@PatObi4 жыл бұрын
@@SarikaRakhyani You can do either. Depends on your hypothesis.
@SarikaRakhyani4 жыл бұрын
Thank You so much Pat! You make really good videos and reply really fast. Thanks for your time.
@YusuffNurudeen-jz7fz3 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