Відео

Sir i humbly request if you have Eviews 13-14 kindly provide me

I anticipate

If variable are a mix of I (0) and I (1) what kind of cointegration test should I use in this case to know if there is cointegration?

So Refreshing

Good morning, sir. Can one use the impulse response function after using the ARDL-ECM tests.

How do I generate the ECM equation to get my ECM result?

Please sir, how did you get the T. statistics... Because if I copy the stuff from eviews and paste, I don't see where to get t-stat figures from

Support me the app free i am students of Economics from Ethiopia

Hi,,, Good morning Doctor Can you teach us the QARDL Method, I hope you create a video about this model.

Hi,,, Good morning Doctor Can you teach us the QARDL Method, I hope you create a video about this model.

Bonjour Monsieur, Comment interpréter ou analyser une relation de deux variables non cointegrée?

Fantastics

If p-vales are insignificant in long run how to make them significant?

Very helpful, thank you dr😊

With this video... Nigerians have earned my 💯 respect. You are the best people to make videos on econometrics....I mean the clarity alone is amazing

I have a question: how can I understand how to insert the fixed lags when I want to compute MIDAS regression? What is the rationale behind this selection?

Please what could be the possible explanation where I have 3 variables in my LR ARDL reault while the SR result has only 2 variables excluding the 3rd one. My observation is 33

Thank you sir

Meka sir

Meka sir

Meka sir

Wow 🎉

Well done sir

Can u plz explain the CS-ARDL model

Wow

How about using box plots for the identification of outliers?

Nice one

🙌🏽👏👏

🙌🏽 Watching from iaue level 100 Po . Science

Thank you sir ❤ Nadum Miracle level 100 Political science IAUE

🙌

👏👏👏👏👏 Good one Boss

Great job bro. I am originally a Ghanaian. Great explaination of Summary stats. Thank you.

Sir can we use of this method for Granger causality between 2 variable

Don't try this at home

Wonderful presentation. How did you arrive at 2.3 at the significant t-statistic?

Interesting

Thank you

Sir, when I put 3 market prices easily calculated Johnson multiple cointegration but when put 4 or 5 market show insufficient number of observations .. sir plz solve my problem

Why in lag length criterion with LR lag 0 the result is NA?? Will this affect the model that will be produced, whether it is good or not like that or what?

Greetings dr, please need video on PCA using eview and interpretation

Good day Dr, May you kindly assist. I am struggling to find ECT- and ECT+, the decomposition of the ECT (Error Correction Term). Thanks in advance for your assistance. Kind regards, Mohale Tumelo Arthur

Can you please make video on quantile ARDL

🙌🙌🙌🙌🙌

I love this man's explanations

Thank you for this Sir.... I love you

Nice one Sir

Good one my mentor.

Awesome. Thanks sir

This is indeed eye opening. Thanks Sir. Victor . More eisdom