If you subscribe, I will share the coding with you. Thank you a.faizulayev@kimep.kz #systemgmm #twostepsystemgmm #stata #econometrics
Пікірлер: 24
@FredKroeger3 жыл бұрын
Офигеть. Я думал, что слушаю какого-то индийца, а потом увидел Алишмана Файзулаева. Респект!
@alimshan164211 ай бұрын
spasibo)
@amina46472 жыл бұрын
you are a king, this video saved my life
@taj_e_jannat Жыл бұрын
Sir, can you please make a video on changing the endogenous and exogenous variables, the terms lag4,2 etc, how to reach to the perfect model? Maybe a full tutorial on understanding two step GMM. I randomly ran more than 300 command, but couldn’t seem to figure it out for my model.
@Jatindersingh-wo5hf11 ай бұрын
Same happens with me
@alimshan164211 ай бұрын
thank you i will
@samairabatool7033 Жыл бұрын
In your model, the coefficient of lag of dependent variable is with negative sign but it is insignificant. My question is that, is it necessary for lag of dependent variable introduced as independent variables should be significant and negative ? or we can keep it even if it is not coming significant ?
@waititstiiina3 ай бұрын
Quick question for GMM if my ar(1) : is 0.027 , and Ar(2) is 0.199 then does that mean I should do the GMM with two lags? My GMM model was xtabond2 `depvar’ L.`depvar’ D_carbon lnGDP D_tariffrate D_nrrents, gmm (L.`depvar, collapse ) is (ghpindex Kyoto ) twostep robust . Where the D_vars are variables that have been differenced due to unit root.
@ubaidwahla31263 жыл бұрын
in GMM we include lag dependent variable to make is dynamic. can we add more than one lags to make our model diagnostics acceptable??
@ghoussounhacheni14382 жыл бұрын
is it always the dependent variable who's endogenous?
@laraibjaspal68824 жыл бұрын
In gmm style instruments( ) we use endogenous variable...how much lags of a endogenous variable could be used....only 1 or 2 or 3 could be used?please clear it
@danielkrupah3 жыл бұрын
Sir, please I need your paid service for the GMM method. How can I get connected
@Coutinho7482 жыл бұрын
Me too, please
@alimshan16422 жыл бұрын
a.faizulayev@kimep.kz
@tiashaislam18402 жыл бұрын
Can you please tell me when you write gmm(........,lag(.4)), what does this lag(.4) mean?
@pirateking90525 ай бұрын
i am working on a research. I can not write down my GMM code on stata. Can anyone give me the code for below variables? Dependent variables are :- OP ROA ROE TQ and independent variables are:- LnAdv LR IR DR NPL Size. Please someone provide me a code for two step GMM.
@jyotiprakashdas40692 жыл бұрын
while I am giving "xtabond2" command, STATA showing unrecognized command, Is any another way to do a Two-step system GMM in STATA
@dileshrawal71372 жыл бұрын
you first need to install it. you can do it by typing this command . ssc install xtabond2
@jacobwilsonsey8504 Жыл бұрын
please can i get a help in running my model
@sadiaashraf98122 жыл бұрын
Respected sir, i am facing different type of problem when put this command ...error show and say tha "Unknown egen function sum" can u helps me , how i can solve this problem , can you join meeting on zoom , or can you share your email by that i can conatcts to u. Regards,
@qadeerislam19222 жыл бұрын
endorse please guide
@ghoussounhacheni14382 жыл бұрын
what was the command ?
@sadiaashraf98122 жыл бұрын
@@ghoussounhacheni1438 xtabonds2 with one lag or two lag