thanks alot for the efforts. is there any video in which you gave applied GMM for mediation analysis. kindly share the link
@ChekwubeMadichie3 жыл бұрын
Not yet
@ononiwukelechiclinton2596 Жыл бұрын
Please what is the solution to this? Kindly give a video or explanation to demonstrate this issue I had while running the gmm what does this mean kindly explain 'number of instruments greater than number of observations'
@vaishnavibalaji6811 Жыл бұрын
Sir i have run three models. In that for two models AR(1) and AR(2) p values are shown as NA. And in the third model pvalue of AR(1) is 0.963. please explain sir most of the AR p values are shown as NA. What does it mean. Does it mean it's a bad model
@mohamedseddiksakai94474 жыл бұрын
how did you work to graduate a model panal generalized method , i did not show me this model just model generalized method and in this model there is on test bond seriel and there a problem with an application @DYN ??
@rizalaelatsaro44964 жыл бұрын
Hello thanks for your video. I dont know how to input data excel to eviews on this process. Is it the same as entering data in panel data?
@ChekwubeMadichie4 жыл бұрын
You should first arrange your data in Excel and then copy to the Eviews to set up your workfile or you can set up a workfile in Eviews and then input your data manually. I will make a separate video for that.
@ChekwubeMadichie4 жыл бұрын
Dear Riza Laela Tsaro, you can now watch how to input time-series and panel data into the Eviews workfile @ kzbin.info/www/bejne/ap3Ucnmvhs2Zirc
@barbragwokyalya94834 ай бұрын
Thanks for the detailed explanations. At what point do we have descriptive statistics and correlation analysis? What comes first? diagnostic tests for normal distribution, unit root, serial correlation, heteroskedasticity, multicollinearity or all these are catered for by the regression estimation? I observe that differencing/lagging caters for unit root, endogeneity is also managed here. When is the co-integration test done? What if n if less than t? what estimation techniques should be used? How do we establish whether data requires internal instrumental variables?
@foroughesmaeily64793 жыл бұрын
Hello thanks for sharing the valuable information.
@ChekwubeMadichie3 жыл бұрын
Welcome
@ismailaganiyou78793 жыл бұрын
Hello Professor, Thank you for this very rich video for us first-time researchers. I am currently performing an analysis and need to use the Generalized Moment-Based Regression (GMM) method. I wanted to know how to determine the number of lags to include in the endogenous variables.
@ChekwubeMadichie3 жыл бұрын
There's no formal procedure for determining the number of lags to include as instruments for endogenous variables. Lag 1 is usually the default for instrumenting the endogenous regressors while lag 2 of dependent variable is used to instrument the predetermined regressor (ie lag 1 of dependent variable).
@mahesadavaw3 жыл бұрын
Why there is no Intecept in the regression? please help
@ChekwubeMadichie3 жыл бұрын
A constant is specified but it doesn't come visible in the results.
@ChekwubeMadichie4 жыл бұрын
Thanks to y'all for watching. Kindly support my channel by sharing this video to your friends and colleagues. God bless you.
@gudinagoda6945 Жыл бұрын
Thanks for your helpful video tutorial. I want to ask you if we should test the unit root in the Panel Generalized Method of Moment (GMM)? If our variabes are of different order of integration (some are stationary at level and some are stationary after first difference), can we use the Panel Generalized Method of Moment (GMM)?
@lequotidien54413 жыл бұрын
Hello Pr. How can we interprete J-statistic in output of panel System GMM ? How can i obtain sargan-Hansen test with eviews? How can we interprete the output of system GMM model? When you have two equations. I work with eviews 10. Thanks !
@nazialatif51122 жыл бұрын
Very helpful and informative lecture. Thank You so much, sir. Please can You tell us how to find the Wald test statistics and Hansen test for instruments?
@khaledzubdeh13264 жыл бұрын
Hi. thanks for the valuable information, I tried on my model but keeps rejecting it and giving msg that: Number of instruments greater than number of observations. what do in this case? thanks again
@ChekwubeMadichie4 жыл бұрын
Revisit the instrument specification and follow my guidelines in the video. If the problem persists, re-estimate with fewer instruments. Also, be mindful of the size of N and the number of k as you specify the instruments.
@ndouniamaonionguivanbrenta86183 жыл бұрын
@@ChekwubeMadichie it's not working Teacher! What should i do please? Thanks for your answer. I'm PhD student.
@ahmadzaki5622 жыл бұрын
dear Prof., how to solve the problem "number of instruments greater than number of observations" appeared when running GMM panel data, pls.
@DineoJohane2 жыл бұрын
Thank you. From zero level I managed to understand. Keep sharing, you are a very good teacher!
@nguyenthile2796 Жыл бұрын
Thank you so much for a very informative and helpful lecture.
@vaishnavibalaji6811 Жыл бұрын
Thank you so much Sir for explaining all the information in a detailed manner
@sanseltandogan9406 Жыл бұрын
Hi, do we have any GMM version or method to use for the situation which T is bigger than M ?
@vibhatripathi9775 Жыл бұрын
Thank you for the video. How to frame an equation for system GMM. In the video you have copy pasted but I want to learn to frame an equation/estimations for system GMM. Can you help me? Or can you upload a video for the same.
@ChekwubeMadichie Жыл бұрын
Please become a member of my community to get help and support for your research
@mohamedseddiksakai94474 жыл бұрын
I don't have model 😞 gmm/dpd I have gmm in my EViews
@ChekwubeMadichie3 жыл бұрын
What version of Eviews do you use?
@korde41513 жыл бұрын
you need to create a panel data workfile on Eviews to unlock it, watch the link in the description is this video
@mdnaiemhossain60744 жыл бұрын
Can the time series data be used in gmm in eviews? If possibe how the data be arranged for gmm? Please help me
@ChekwubeMadichie4 жыл бұрын
Yes, the data is time series. You can arrange in excel and copy to Eviews or set the data up from Eviews. You need to know how to set up the cross-section ID and date ID. It's very simple.
@mdnaiemhossain60744 жыл бұрын
@@ChekwubeMadichie thanks..actually i am totally new in gmm method. And my data is time series..so i face some problems. I wish a vedio based on time series data not panel data in eviews..
@ChekwubeMadichie4 жыл бұрын
I have other videos on time series data analyses. Except you're talking about country-specific time series GMM, there are videos on time series on my channel. I will make a video on country-specific time series GMM soon.
@mdnaiemhossain60744 жыл бұрын
@@ChekwubeMadichie thanks
@vaishnavibalaji6811 Жыл бұрын
Sir , The autocorrelation at AR(1) should be significant whereas AR(2) should be insignificant (Beck et al., 2013 and Roodman, 2009). May i please know what must be the pvalues for AR(1) and AR(2)
@ChekwubeMadichie Жыл бұрын
The pvalues for AR(1) should be less than 0.05 (significant) while that of AR(2) should be greater than 0.05 (insignificant) for that condition to be met.
@vaishnavibalaji6811 Жыл бұрын
@@ChekwubeMadichie thank you so much for your reply Sir. Means a lot Sir. Thank you so much
@doziebenedict46454 ай бұрын
Nice video 👍
@jyotiprakashdas40692 жыл бұрын
It is Very much informative. But How can I get the Z-statistic value of variable in GMM Model @vidata solutions
@moyosoreadedapo-aisida98024 жыл бұрын
Is system GMM the same as orthogonal deviation?
@ChekwubeMadichie4 жыл бұрын
No, they're not the same. However, if the instrument condition is met, the usual system gmm can be estimated with the forward orthogonal deviation transformation.
@moyosoreadedapo-aisida98024 жыл бұрын
@@ChekwubeMadichie Alright thanks, would really appreciate a video on system gmm with Eviews.
@ChekwubeMadichie4 жыл бұрын
@@moyosoreadedapo-aisida9802 thanks for your reply. I'm working on a video for the system gmm in Eviews. Keep sharing and recommending my channel to your colleagues. Also turn on the notification bell so that you can get notified when I upload the video.
@H2yiz3 жыл бұрын
@@ChekwubeMadichieFirst of all thank you for the videos. You said that "if the instrument condition is met". What is instrument condition? What does it imly? Also, do you have a video about 2 step system gmm ? If you upload it it will be so good for us. Thanks in advance.
@ChekwubeMadichie3 жыл бұрын
The instruments must be strictly exogenous and must have larger impact on the regressors. I will make a video on two-step.
@afnanghanayem70164 жыл бұрын
Hello and thank you, should I apply diagnostic tests on panel data set before starting GMM? if yes which tests I should apply?
@ChekwubeMadichie4 жыл бұрын
You should start with endogeneity test and sargan test of overidentifying restrictions.
@afnanghanayem70164 жыл бұрын
@@ChekwubeMadichie do you have a videos about how to perform them?
@ChekwubeMadichie4 жыл бұрын
@@afnanghanayem7016 not yet. I will work on that.
@kunjanamalik67713 жыл бұрын
@@ChekwubeMadichie Where is the option of computing sargan test in eviews.. I am unable to find so in the current version. will request you to guide