How did you create the cross id for the different companies

Hi, what if one is using Panel ARDL-ECT with DFE? as ARDL (2 2 2 2 2 ), does one need to use xtpmg+dfe first to run this estimated model and to generate first residuals? And then use these residuals in xtcd? I see that many people use as an example xtreg + fe, but, not everyone is using linear fixed effects models, or that does not matter for CD tests?

Well explained. Really appreciate the effort, professor

Hi! Im using STATA 12. I cannot run the false variables by just adding d. It says - "factor variables and time series operators not allowed". why is that? what can i do about this?

Clear explanation

Hi thanks for the video. However I notice that the pooled OLS results are exactly the same as those for random-effects model. I think the right syntax for pooled OLS should be regress lninvest lncapital lnshare

It's very good but sound quality is very poor very hard to listen and understand

why do you log the variables?

Why tbr is not log

thank you

this is really Helpful thanks

Thank you for the guidance. Can you teach how to conduct wavelet coherence in Rstudio ?

Can I apply ARDL if my data has heteroskedasticity and serial correlation problem???

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.

Cheers for the detailed tutorial! Correct me if I'm wrong but can you draw the same graph using an eloquent regression that mimics what you've just done? My prof. was asking me to put logGDP as a dependent variable and use year as independent with squared time period as well. But using your method here, I've reached the same result. Thanks

Thank you for your informative videos. I have a question about choosing between the ARDL and FGLS models given my data's characteristics (T>N, but T=16 and N=7, heteroskedasticity, and slope heterogeneity). In this case, can the FGLS model be used in place of the ARDL model when some variables are stationary at I(1) and I(0) and there is cointegration between them? Sorry if my question sounds basic. I am new to these types of models. Appreciate your insights.

THANK YOU SIR👏👏

Hi how much quantile are important to run from 0.1 to 0.9 Because 0.1 to 0.9 only 3 results are significant in my research

hi but when i am doing test exchratedecrease= excharateincrease it is showing no variable found

A good video

God bless big joe

good day sir, in running for cointegration tests, are we going to use the level form or the stationarized data? thank you.

Thank you, Mr. Joseph, for this detailed explanation.

Thank you Sir

This was really insightful🤲🤲🤲

Thanks.. I watched your video on how to convert annual data to quarterly or monthly data. After the conversion, i tried summing the values of the first four quarters of a particular year and took the average, but it di not give me the initial annual value. Same for all values, so what do i do at this stage? Thanks

hi can anayone plz copy and paste this command to two step system gmm here

But the hansen test p>0.3, ??? ideal to be within the range of 0.1 and 0.3 as a rule of thumb

Nice one friend. More power to your elbow

You tutorial is fantastic but can you help us do a tutorial on data arrangement and uploading 🎉

Thanks sir 🎉😊

could you send me your do file 😢?

Hello Sir, Could you please make another video or explain, how can we estimate threshold analysis in EViews or Stata for panel data?

can you elaborate on the third command pls ?

Thanks for this video, Joseph. Very helpful. By the way, there seems to be a small mistake with the code for increases in the exchange rate. Assuming dexchr<=0 represents a decreasing rate (as you did), it would be incorrect for dexchr>=0 to represent an increasing rate since "=0" has already been taken as part of decreasing. The correct code for an increasing rate would be dexchr>0.

Hi Joseph, Thank you for this. I have weekly data to convert to daily. However, some of the panel options exhibited in your demonstration are not available in my Eview. Im using a Student version of it. Please shade me some light. Appreciated

I have 24 crosssection and 32 variables for 11 years how to conduct random effects model on eviews

I am so so thankful for this video. God bless you.

Thank you.

Hi, can we change the number of thresholds in eviews to 2?

Thank you this was clear

Hi mr, I want to ask, does the FMOLS method not require a classical assumption test?

Hi Sir. May i know if these steps are applicable to the threshold model developed by Khan & Senhadji (2001)? Another question is also applicable for time series that have stationary variables?

If I have 42 firms with 10 years of performance, can these models be used to estimate? Thank you sir.

hi.could you tell the importance of taking lag.and how many lags are optimum for detecting stationarity.because when i take different lags ,it affects the stationarity.or if data becomes stationary after taking first difference.can we include diffeenced form of the varaible in the data.how could it affect the interpretation.dont we need stationarity for stationary panel estimations techniques like fe/re.even if we have shorter time periods

Thank you very much. This was helpful

hi sir i have a question, what "nomata" means? because when i put nomata on my syntax there is pop up " Missing values in time variable (year)"

Sir please guide me in one paper he writes the CD test , Corr , abs corr and Im-Pesaran-Shin test for level in data table but in result Breusch Pagan LM, Pesaran Scaled LM and Pesarean CD test. please guide about it. thank you in anticipation

please kindly share your contact how we can reach you

Which version of eview you have applied