Відео

This is a master class. I am looking forward to you doing a video on the ARDL. Am sure it will be superb like the rest of your videos

Thank you for your video. I have a question. I read studies used firstly ARDL then used VAR or VECM. When do we use firstly ARDl then VAR orVECM?

Excellent. The simplest way defenitively. Just suggest to use: \begin{minipage}{\textwidth} to avoid to specify the size of the table.

My data start at 2022, but when i comand for daily its start form 1960, is there any solution?

Excellent work. For me very helpful in learning and understanding the concept with practical example.

great tutorial. thanks so much. God bless you.

Greetings can you please do year on year changes using quarterly data

Thank you so much. Can you give us please the link or the website where you take your Data, for exemple the gap of Brazil and Argentina in your previous video ? Thank you :)

A request to have a seperate vidoe on explain how to use the SVAR option menu for the Identification. A*, B*, S and F matrix

Hello. I would like to buy the evews work file but the link is broken

How do you create time series variables with minute interval. I tried using tc() but does not work ???

does not work for me. when I type the same gen command the variables are created with no values inside

Great!

Hey Juan, i am master student in Economics and your videos are of high quality and really help to understand the NK-framework! Thank you!

thanks a lot , it is very clear and easy to apply

there is no any wasted second in the video. just the facts and short video. hats off.

Please start working on octave

Invaluable video! Thanks!

How can we get the predicted values?

Very very Helpful.. Thanks a ton!

Amazing tutorial JD!!!

Hi, thanks for sharing. When I try to estimate the rho, I have this error “=expo not allow”. Will it be because I have more shocks?

Hi, thanks for sharing. How can we write the equation if we have to periods forward instead of one?

The GARCH approach helps to model parsimonious volatility effects compared to the ARCH approach. This is beautiful.

Thanks for sharing this. May I please know what version of EViews you used in this video?

Sigo tu canal desde hace 1 año. Muy prolijas e intuitivas exposiciones. Ojalá algún día hagas un video sobre Modelos de espacio de estado y filtro de Kalman. Saludos

Great and well educating video 👍 Please, what should I do when my Engle and Granger and P. Oularis cointegration P-values are greater than 0.05 level of significance?!

Never find such a useful video on UA-cam. Thank You Sir keep it up.

I need a good video for ARDL models and System GMM. Ill be grateful.

Dear Sir, I tried to replicate the results of Stock and Watson (2001, JEP) using quarterly data from 1960:q1 to 2023:q4, but I found that while inflation and unemployment rates are stationary, but the Federal funds rate is non-stationary. Is it okay to for them to simply use the original series of the Federal funds rate to construct the VAR model?

Hi,whenever i am trying to do the forecast in stata i am getting r(198) everytime even though i have set the time variable "fcast compute fc,step(10) the time variable may not be missing r(198); can you please help ?

The link to download the free dataset doesn't work...

For unit root test, how should i know whether to use intercept or intercept & trend option? One of my variables shows non-stationary at first difference in intercept but stationary when I choose intercept & trend.

Hi Juan! I just want to know how I could resolve the model with the Uhlig's toolkit. Could you help me with that please?

thank you

i checked on S&P 500 but after estimating a ARCH 2 model, my mean equation ar(1) ma(1) that was significant when i estimate ls ar(1) ma(1) ,are not significant any more. likewise my arch(2) coefficients are significant . what is the problem?

hi thanks for your good video my problem is sum of my coefficients in arch model bigger than one but i have good response on ARCH estimate, in this case we should use GARCH model too?

Great. This video is very helpful. Thank you very much. Very much appreciate your time and effort

Excellent, you helped me thank you

My data are missing coz they're negative, in the step add variabel with log. Pls help

Johansen?

I would like to thank you for this video!!! I have to say I felt so lost with these statistical experiments, and now after i received the same result as you showed, by myself, i feel i can achieve anything in this world. I am deeply grateful to your work!!

what is the 1.645?

Thank you so much for your video, very helpful and informative

Didn't see where you impose the zero value of the cholesky decomposition, tanks!

Hello, I want to ask. So let say the data now is stationary and we can apply the model (let say ARIMA) and get the forecast data, but right now the forecast data is the transform after the logs and multiply right ? Is this values was the actual data that we can use right now or I still need to transform it again for the actual values ?

Thanks! incredibly helpful