Відео

How to test for autocorrelation, etc in case of a Panel ARDL with PMG?

We need to use CD test for each variable independently? I see many of videos, where they use xtpmg+fe or re to generate residuals first, and then apply the CD test to those residuals. That has totaly confused me, since, I do not use linear fixed effects model but Panel ARDL+ECT and DFE with (2 2 2 2 2 ) optimal lags. Would I need to estimate the complete Panel ARDL model first with all the laged variables, run it, predict the residuals and then apply the CD test on those residuals? Or is it sufficient just to test each separate variable for CD like you did in your video, in my case? Thank you.

Useless, everyone is showing how to run a ARDL (1 1 1 1 ), why can't anyone turn his brain and start with a complex one? That is what people are usually looking for, not some BS, where you need to input stuff like in the manual.

Hello Sir, thank you so much for making this video, can you please share the coding in description ?

And where is the ardl? laged variable, diferences, etc?

Thank you very much for your valuable videos sir🌸 Can you please tell me if I should check for heteroskedasticity and serial correlation after conducting this analysis?

Dear sir, can you please clarify whether the same can be used for panel ARDl using MG, PMG in R?

Can I get the do-file for these

I think the website already upgrade and its diffrent with your vidio, how to use that, can you give the new vidio if you dont mind thank you

Thank you sir, for this very helpful demonstration can you please help me to understand how could i create tidyverse library or how could i stack my data in these required format, that will be a great help.

Thanks When explaining any data, we must also adhere to the limitations or potential issues with these data sets. In the case of Google Trends data, there may be multiple problems, including: Data Accuracy: Google Trends does not provide the exact number of searches for a given keyword. The results are based on the aggregate number of searches for all keywords within a specific time/region/city, etc. Ratio Computation: A ratio is computed by dividing the keyword-specific search count by the total search count. This ratio is then multiplied by 100 to derive a relative measurement for the keyword’s search volume. Data Quality: Google Trends non-real-time data (available since 2004 and updated daily) suffer from sampling noise compared to real-time data (updated hourly and available for the last seven days). Researchers use non-real-time data in nowcasting and forecasting, which may have the following issues: Sampling Noise Downward Trend Seasonality Therefore, we must address these limitations before using Google Trends data. Reference: NOWCASTING THE GROWTH RATE OF THE ICT SECTOR; OECD Digital Economy Outlook, 2024

Can we do factor analysis in R?

I did it. But how can I store the mg results?

Hey can we obtain Dynamic Multipliers for Panel Data??

Can you please tell me if we want to use same lag order for both variables and and want to estimate countrywise results how should we write the command ? I am using these two but r is not producing results. (pgrtt <- pgrangertest(GDP ~ SDI, data = dff.pd, order = c(rep(9L, 9L))) pgrtt$indgranger

When I upload my data from excel, it doesnt give me option to do everything with all variables. I can only do something with companies and years that I have, but not with the rest of variables. What can I do to fix that, because it recognizes all variables when choosing for times serias and cross section.

Hi, thank you for your amazing video. but please give uk your data (csv) so we can write along with you, and me can learn better

in xtserial why "no observations" r(2000)

Hello Arshed sir Wanted to ask if we can include time dummies in qardl model? If so then those dummies to be treated as independent variables or any other procedure to be followed ?? Also if anything changes with respect to panel data

Thank you so much for this video!!! I have a very quick question. When you declare the panel data, you create a new object call "df.pd" but this is only an object to declare the panel data right?. After that when I will run models like fixed effects or random effects (or others), I should always use the original dataset, in your case "df" right? I was confused because I thought I needed to use the new object "df.pd" because it was the one that was "transformed d " to panel data.

Hello , After running the fgls model how can I do post estimation diagnostic tests? To check of the problems have been solved ?

please sir i need help for the problem of too many variable specified in MG estimation model. xtpmg d.lTC d.lPr d.lgv d.liv d.lov d.lter d.De , lr(l.lTC l.lPr l.lgv l.liv l.lov l.lteR l.De ) replace mg Here is my MG regression but when I run on stata 17 I see the error too many variable specified

Thank you very much for the video sir. Please sir I am looking for the short -term and long -term effects of exchange rate deterrents. To achieve I did the dependence tests (there is dependence), a second generation unitary root test; There is heterogeneity and lack of corner. And I wanted to see what is the appropriate estimate method sir? Thank you sir

hiii, thanks for your tutorial it's amazing!! But i got some problems while merging the data using code "reduce". I received an error message saying could not find function "reduce<-". Could you please help me with this issue? Thankssss

Can u do it on eviews

Thank you a lot for this wonderful video. I have two questions: In my thesis, the scale that I adopted is mainly from the literature, with a few items from my qualitative research. My question is: should I do an EFA or CFA? According to your video, since I already have items related to the latent variable, I need to perform only a CFA. Am I right? Also, if I opt for CFA, which option should I follow please: Option 1:performing only CB-SEM, to assess the measurement model (calculate - CB SEM algorithm), and the structural model (calculate - CB SEM Bootstrapping)using SmartPLS . Option 2: Do a CFA with SPSS by specifying the number of factors in data reduction (not AMOS), and then use PLS-SEM to assess the measurement model again (calculate - PLS SEM algorithm)and the structural model (calculate - PLS SEM Bootstrapping). Thank you

Hi Dr, how to get command adjusted scale for OIRC? If use yscale, nothing changed.

What is the meaning of df

Aoa sir can you please answer that what are 2nd generation dynamic panel data techniques for short panel

Sir how to multiple citations in same papers?

Thank you so much!!!! I was having a lot of problems to do this procedure. I finally did it with your guidance!! I was wondering if you will make a video for extrapolation with panel data, That would be great. Also, I have an additional question, I have panel data, in which some provinces do not have a linear progression during years while some of them do (the another variable indicates the number of poor people in a province) .I was wondering if you could provide me some advice on which is the best way to proceed in that type of case. Thank you a lot again!!!

Can you please refer a base study this particular method, that would be really helpful(one step Ecm )

Thank you for the video! Should I add -1 and -2 if I want to go forward 1 year and 2 years?

sir i have one question sir can i run pcse model and then apply panel ardl is it correct to proced with since i think by using pcse it correct csd present in static model and tgen we can apply first gen unit root or is there any alt

hello! can we use quantile regression for time series data? can we simply use "qreg" by Koenker using stata? please guide

Thankyou Sir. I want to ask you some question. While I run bound f test there is cointegration and I run UECM the long run variable which is statically significance, but when I run multiple(ardl) the variable is insignificant . Is there any problem with this? Please help me !

Hi Dr. Which result should we interpret after remove all problems? Is it the last output?

Hi Sir, Please upload videos and concepts on complete GMM model steps

Aoa sir May i have your email address please.i neend guidelines for the use of cs-ardl technique in my research project. As i am facing alot of issue n am also a new stata user

Hi Noman, many thanks for your video. It is a perfect guide. Please I have subscribed to your channel. I would also like to know if you happen to have a video on the GMM model. Thanks

Dr. Noman. Hope you are doing great. I love you videos and the way you explain them. Will you please suggest me some tutorials for non parametric causality test? Is VECM Granger causality test would be considered as non parametric causality test?

Very much informative. Sir can you do an excel example for it to have a complete understanding of it.