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[@devonlimbeek8303]

Great video on Toda Yamamoto , perfect explanation

[@zabulmarwat6190]

Great effort professor and Hats off to you respected sir! Stay happy and Blessed.

[@HKofficial15]

Thanks kaliwala khushal osey

[@jwandparast163]

Learnt alot from these videos.. Thank you sir

[@HKofficial15]

Very good keep learning

[@Waqar71-b8r]

Good job, informative video

[@oussamazennati2084]

verry clear mister tahnk you

[@HKofficial15]

I highly acknowledge the contribution of Dr. D. Gile via his blog Econometric Beat. I learn a lot from his blog and use his knowledge in my practical examples in my video(s).

[@smsm314]

Essalamo Alaykom You are right my Professor.

[@HKofficial15]

Thanks Mr. Zahid khan

[@shrabantimaity4242]

Please upload a video on Hsiao's version of Granger Causality in EViews

[@rupinderkatoch3007]

Dear Sir its a wonderful work done by you. would be thankful to you if you tell the which data has been used so that I can also use same data to understand your working accurately. Regards Dr.Rupinder Katoch

[@hildalei9783]

Bunches of thanks. and do you know how to conduct Bauer and Maynard (2012) testing?

[@selliahsivarajasingham3769]

good lecture usefull

[@tabitajannatul6736]

Thanks for such detail explanation and helpful videos, sir. I have a question, as you said if there’s is autocorrelation, then one need to increase the lag length... But in ARDL model reducing lag length gives no autocorrelation! Can it be justified in any sense?

[@ShivaYadav-wh5jg]

I am getting confused one thing is that to run Toda Yamamoto model, whether variables in level data is to be used or after making variables stationary?

[@rabibahmunir6571]

is johansen cointegration still valid if we have variables cointegarted at I(0), I(1) and I(2) in one equation??

[@smsm314]

Essalamo Alaykom Hello my Professor, Thank you for your honorable research. To make predictions (modeling); we have to take the Var(p) model found in the procedure of TY (model in the levels of the data and no extra lags), Or it is necessary to restimate another model, and in this case the, which model? Cordially.

[@HKofficial15]

I have not worked a lot on prediction/forecasting but I will check and then upload another video when done. Thanks

[@smsm314]

Please Sir, If we have 5 variables I(1), 1 variable I(0) and 1 variable I(2), in order to test cosality, the procedure of TY must be practiced. so we go to estimate of var(p), and after we will estimate the model var (p+2). The results found are just remarks on the cosality ! I really understood all that. But my problem is; We know that the econometrician is always looking for the model that expresses the studied phenomenon ..., in this case what do we do? Best wishes

[@smsm314]

@@HKofficial15 I mean by predicting modeling

[@tabitajannatul6736]

@@smsm314 i have similar problem in my thesis work, can you tell me which econometric model you finally used for such situation?

[@adisuabebaw5518]

Thanks alot

[@touristscommunity8421]

👍

[@HKofficial15]

Thanks Abdul Waris stay tuned for my future videos

[@touristscommunity8421]

thanks sir for sharing such a informative video with us 👍