Panel ARDL - The Concept

[@thussain4609]

Woooow. You explain very simple. Thank you soooo much sir. I really appreciate it

[@PatObi]

Next video is now published: kzbin.info/www/bejne/p2bYZ2OlaJWYp7s

[@BlazejS]

@Pat Obi the best econometric videos. When is the episode about the NARDL panel?

[@abdullahbinomar3390]

@Pat Obi , I am learning very much from your videos. I humbly request you to please upload more videos on econometrics especially about DYNAMIC PANEL DATA MODELS, GMM Technique and 2nd Generation analysis techniques. Thanks

[@PatObi]

I'll work on it

[@PatObi]

Next video in the series is now published: kzbin.info/www/bejne/p2bYZ2OlaJWYp7s

[@abdullahbinomar3390]

@@PatObi Many thanks... Looking forward for more videos in future specially GMM & 2nd generation techniques related ....

[@jonahgo7743]

I miss your videos already

[@PatObi]

Next video is now published: kzbin.info/www/bejne/p2bYZ2OlaJWYp7s

[@paulespinozaipanaque340]

Muchas gracias

[@ngusbekele2920]

Thank you for your information but, my question is what will be the model specification if the number of observations are greater than the time period (N>T). i am looking forward for your answer sir.... thanks for your time..

[@PatObi]

Not sure I follow. You mean number of groups (N) greater than number of time periods? If so, I strongly recommend dynamic panel GMM. My playlist: kzbin.info/aero/PL6Y8SvWdPo08BIszhwcL2jydMgBXMCKwb

[@dinobrown5956]

Thank you Sir. My question is, can a panel PMG (using the xtpmg command in stata) model be used with a dummy variable? EG. i.region. i.e when region is a dummy.

[@PatObi]

I believe you can, but please ask your econometrics professor for guidance on Stata.

[@jokosusilo9009]

Great explanation, prof, but I want to ask something. What's the meaning of the ARDL model below the notation for the sigma p and q? There is k=1 and k=0? Does k represent a unit or group sample from a cross-section or something else?

[@PatObi]

k is the number of lags. Since Y is the dependent variable, lags can only start from k = 1 (one period back).

[@r.alireza]

hi, but it's not correct to use ARDL with the dependent variable that is i(0); because there is no long-run relationship. am I wrong?

[@PatObi]

Yes, you can but you would be running a long-run model only.

[@r.alireza]

@@PatObi but i read long-run relationship for a stationary dependent variable does not make sense.

[@PatObi]

Next video is now published: kzbin.info/www/bejne/p2bYZ2OlaJWYp7s

[@ramsharma8843]

Please sir explain second generation unit root test for panel data🙏🙏🙏

[@obezipacademy]

Many thanks for this video Prof. Could you provide the reference for this write up, so we can read more about it. Greatly appreciate the video

[@PatObi]

You're welcome. The two key references are provided...in the sections where I suggest you pause the video to review the material.

[@PatObi]

Next video is now published: kzbin.info/www/bejne/p2bYZ2OlaJWYp7s

[@Satyam1010-N]

Loved your work but if its done around data science tools, or python (juypter etc) to code from. As i am interested in quant research . still these are good .

[@AbdulJabbar-vv6hr]

dear sir, can u please release the next video as early as possible

[@PatObi]

Sorry for the delay. Will do so shortly.

[@PatObi]

Next video is now published: kzbin.info/www/bejne/p2bYZ2OlaJWYp7s