(EViews10): Moderation Modelling using Time Series Data (Part 1)

CrunchEconometrix videos should be supported by relevant readings from econometrics textbooks, journal articles and other resources to properly harness the simplicity of the video tutorials.
This video is the Part 1 to "Moderation Modelling using Time Series Data". The continuation and subsequent videos on panel data, time series, and cross-sectional analysis using Stata and EViews will be uploaded to my Teachable paid platform cruncheconomet....
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[@adebayojjulius6056]

Dr Ngozi, I can't thank you enough for the great and wonderful knowledge u are imparting to students and d society, two days ago I presented my MSc thesis in economics and I was awarded an A which was also d highest among all other presenters. Not only that, I broke a record of such high grade in thesis at d department as the professor of economics confirmed. I couldn't have done this but I made ur channel my best friend, used it as a guide to analyse my data by myself with excellent interpretation of results. Thanks so much, God bless u. Plz continue d good work.

[@CrunchEconometrix]

Wow!!! Glad to hear this, Mr. Julius. Huge, huge congratulations!!! 🥂🍾🤸💃🤸💃🤸💃

[@sonu4ever]

hello from Pakistan. I am your very old subscriber and I also learn a lot from you about EVIEWS and STATA. you really did a great job. please keep sharing your knowledge.

[@CrunchEconometrix]

Hi Nafees, I'm so encouraged by your kind words. Thanks very much, Sir! 🥰🙏

[@ericnasution8687]

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

[@CrunchEconometrix]

Not at all. A moderating variable is an EXPLANATORY variable. Thanks for your kind words, deeply appreciated 🙏💕

[@SharafatAliPK]

Great job Adeleye

[@CrunchEconometrix]

You are welcome, Sharafat☺️

[@mahinurmimi9782]

Dear Professor, I always try to follow your tutorial. Do you have any tutroial about how to find CUP-FM and CUP-BC estimator using stata?

[@CrunchEconometrix]

Hi Mahinur, thanks for following my video content. Deeply appreciated. Unfortunately, I do not have any videos on the mentioned techniques. You may want to check out other online resources. Thanks.

[@farazraza6785]

Thanks for sharing this with us

[@CrunchEconometrix]

You are welcome, Sir 🥰🙏

[@aymanissa6722]

Could you make a video for using matching propensity score? and discussing how to manage non-integers existing in treatment variables Thanks

[@CrunchEconometrix]

Hi Ayman, suggestion is noted but it will be uploaded to my Teachable paid platform whenever I create the content on Propensity Score Matching (PSM) techniques.

[@getoli4422]

Dear Professor! I benefited a lot from your tutorial. Would you make a tutor on Artificial Neural Networks? Thank you!

[@CrunchEconometrix]

Thanks so much for your encouraging words... deeply appreciated 🙏. But I have no idea about the technique you suggested. Thanks 🥰

[@ajmalhussain7425]

First of all Thanks for sharing a such informative video! I have one question, I performed hausman test to select best option among PMG, MG but the prob value is equal to one which is unusaul. Can you explain it for me. Is it problematic if not how to explain. Thanks in anticipation!

[@CrunchEconometrix]

Ajmal, your query is unrelated to this video. Kindly re-post correctly. Thanks.

[@farhanfarzam4278]

Dear ma'am could you pls shed some light on moderation analysis using GMM models. Thank you in Advance.

[@CrunchEconometrix]

Hi Farhan, it's the same approach. Just include the interaction term to the GMM model.

[@mohamedabdullahinor3983]

Mam, how can I get this video's part 2, that you have promised to interpret detaily. Thanks my dear tutar.

[@CrunchEconometrix]

Hi Mohd, detailed interpretations are available on my Teachable paid platform. Here's the link cruncheconometrix.teachable.com a one-off fee of $200 grants you access to all videos published in the School. Thanks

[@mcdonaldgarai3445]

Doc, can you do a video on endogenous switching regression modelling

[@CrunchEconometrix]

Hi McDonald, not at the moment.

[@abdullhalfadli581]

Dr Ngozi, can we convert annual data to quarterly data, is it true or false in econometrics? is there specific software for it? can we use Eviews software for convert? Thanks so much.

[@CrunchEconometrix]

Yes, Abdullh you can.

[@AjuluOkeke]

Greetings Dr. Ngozi. If the moderating variable is a dummy, should it be done differently from what you did or the same?

[@CrunchEconometrix]

It depends on the type of dummy variables. I have videos on DUMMY VARIABLES on my KZbin Channel. You may want to watch them. Thanks

[@otekanonso7059]

Dr Ngozi greetings and Many thanks for this video plz can a moderation variable be a growth rate like population growth rate? what if a lot of the growth rate for the various years are negative will this still be ok to use for moderation or does it have to be positive?

[@CrunchEconometrix]

Any variable can serve as a moderator.

[@otekanonso7059]

@@CrunchEconometrix I wanted to ask a question Ma I have variables that are dependent is I(2) while the independent variables are both I(1) and I(0) after testing for stationarity. I don’t know how next to proceed. Because of the I(2) stationarity. Kindly advise how to proceed

[@CrunchEconometrix]

Hi Nonso, for I(2) variables you may want to deploy the Toda-Yamamoto technique. Never used the technique before but I know it accommodates such. I'll advise you to check out other online resources for more information about the technique

[@michaelrop6213]

Hello, thank you so much for your videos. I used ARDL model in my Masters thesis courtesy of the explanations in one of your videos. For Phd, I intend to incorporate moderation analysis, with government effectiveness as the moderator. The World Bank Data on government effectiveness is from 1996 to 2021. Is this time period sufficient for moderation analysis ? Thank you and I appreciate.

[@CrunchEconometrix]

Hi Michael, thanks for your encouraging feedback. Deeply appreciated. Time series analysis should have at least 30 years observations to accommodate lags.

[@michaelrop6213]

@@CrunchEconometrix Thank you so much.

[@shintaamalina]

Hi Dr. Ngozi, regarding time-series data, is it allowed to conduct daily data and weekly data in one dataset? So my Independent variables use daily data, while my dependent variable is collected from weekly data.

[@CrunchEconometrix]

Hi Shinta, it is preferred to use variables with the same time dimensions. But you may seek further clarifications. Thanks ☺️

[@RizwanAli-ky1ji]

Mam please make a full detail video on GARCH.MIDAS MODEL

[@CrunchEconometrix]

Hi Rizwan, I've noted the suggestion. Thanks

[@RizwanAli-ky1ji]

@@CrunchEconometrix thanks mam make detailed video please i am waiting your video

[@zoyashah7826]

Mam can you please help me how to calculate remittances in real terms??

[@CrunchEconometrix]

Zoya, no idea. But I'm sure you can get that from any data source like WDI.

[@zoyashah7826]

@@CrunchEconometrix ok.thanks..I will try searching it out

[@worldscaperelaxation503]

What happens if you have more than 3 independent variables, how do you configure the interaction variable

[@CrunchEconometrix]

Detailed videos are available on my Teachable paid platform cruncheconometrix.teachable.com. A one-off sign up fee of $200 grants access to all videos published in the School.

[@abdulnasir3564]

Respected madam, If among the independent variables some are in the form of ratios, like trade openness or transfer of technology proxied by trade to GDP ratio and imports of machineries to GDP ratio respectively, can we take the natural log on them (ratio var.) too when all the other variables are taken in ln form ? Thanks in anticipation

[@CrunchEconometrix]

Yes, Nasir you can transform to natural logarithms.

[@abdulnasir3564]

@@CrunchEconometrix Thank you so much. May you be healthy and happy at all the walks of your valuable life.❤️❤️❤️❤️❤️❤️🤲🤲🤲🤲🤲

[@CrunchEconometrix]

Amen and amen and amen 🙏 🙌

[@obedoseitano3431]

Please is it possible to log the moderator only and use the raw form of the 1st explanatory variable? So in respect of your data the interaction term becomes (agric*lnfin) or otherwise. Thanks

[@CrunchEconometrix]

Hi Obed, I will suggest you use the same functional form in specifying the model to avoid INTERPRETATIONS problem.

[@obedoseitano3431]

Thank you. Please can one include an interaction term in a Granger causality test. Please I need help on this for my thesis

[@CrunchEconometrix]

Hi Obed, not sure if it's possible.

[@frmabhijit]

If the second explanatory variable is a dummy variable, then how do you go about it?

[@CrunchEconometrix]

The videos on DUMMY VARIABLES will be helpful in this regard. I will upload those related to TIME SERIES DATA very soon, thanks.

[@sketcherAman]

hello I am Aman from India . Final year student of galgotias University in B.A Economics honours and I need some guidance in writing a research paper , one of my friend suggests me to contact you that you might help me in this dissertation project.

[@CrunchEconometrix]

Hi Aman, thanks for reaching out. My involvement in dissertations is limited to the data analysis section. Fees, terms and conditions apply.

[@ayodejinajeemiziaq9166]

After have generated interraction value and model it in stata, it results to collinear. Please help me

[@CrunchEconometrix]

Hi Ayodeji, it indicates the interaction term is wrongly generated. Use: gen lnYK = lnY*lnK Where, gen lnY = log(Y) gen lnK = log(K) Ensure you generate the individual log forms BEFORE interacting them. Thanks

[@ayodejinajeemiziaq9166]

You are the best ,Ma. I'm still very much waiting for video on how to arrange the results in nice looking table as you have them in your articles. May Allah continue to bless you and strengthen you.

[@CrunchEconometrix]

Thanks for your encouraging feedback and prayers, Ayomide. Please watch my videos on EXPORT OUTPUT TO EXCEL AND WORD.