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Joseph lanre
United States
Приєднався 22 бер 2013
Відео
How to conduct Hodrick prescot filter in stata: Real business cycle analysis
Переглядів 8346 місяців тому
How to make sophisticated regression table using outreg2 in STATA.
Переглядів 6446 місяців тому
#worddocument#Excel#Stata#econometrics
Panel data analysis in STATA - Pool OLS, Fixed effect model, Random effect model, Hausman test.
Переглядів 4 тис.7 місяців тому
#stata #panel #statistics #statas
How to conduct and interpret descriptive statistics on EVIEWS#descriptivestatistics#interprt#eviews
Переглядів 5877 місяців тому
How to interpret regression coefficients.#simplified
Переглядів 182Рік тому
Simplified explanations regression coefficients for level equation model, log-log model, semi-log models.
How to estimate and interpret quantile regression model
Переглядів 2,3 тис.Рік тому
How to conduct cross-sectional dependence test and how to correct it
Переглядів 9 тис.2 роки тому
How to estimate Panel Threshold Regression.
Переглядів 9 тис.2 роки тому
How to estimate a panel non-linear (Asymetry effects) ARDL model in stata
Переглядів 6 тис.2 роки тому
#Non-linear PANEL ARDL model
How to estimate heterogeneous panel model/Panel ARDL in stata
Переглядів 4,1 тис.3 роки тому
#heterogeneouspanel#panelARDL#Longpanel#panelunitroot#panelcointegration
How to conduct panel cointegration test in STATA
Переглядів 10 тис.3 роки тому
#paneldata#cointegrationttest#longrunrelationship#panelardl
How to conduct panel data stationary test using menu driven approach in STATA
Переглядів 7 тис.3 роки тому
#paneldata#heterogeonouspanel#panelunitroot#panelstationarity#panelardl
How to conduct causality test in eviews
Переглядів 9913 роки тому
#bidirectionalcausality, #Unidirectionalcausality, #nocausality
How to conduct cointegration test in eviews.
Переглядів 2,4 тис.3 роки тому
When is cointegration test necessary? When is cointegration test not needed? What are the methods of conducting cointegration test, and under what condition does each applies
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?
To make the variables more normal or symmetric in distribution.
Why tbr is not log
Because tbr is in percentage(already transformed). The essence of logging variables is to transform them for better distribution.
thank you
this is really Helpful thanks
Thank you for the guidance. Can you teach how to conduct wavelet coherence in Rstudio ?
Will look into it
Can I apply ARDL if my data has heteroskedasticity and serial correlation problem???
I will advise you transform your variables (log) or divide your regression into subgroups to correct to heteroskedasticity. If serial correlation persists, you can increase the number of lags in the model. Overall. Your results should pass serial correlation and heteroskedatocity Test.
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.
Yes, That would be correct. FGLS model is potent, especially with variables exhibiting heteroskedasticity and or autocorrelation
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
That would depend on your target
@@josephlanre could you guide how to run IV-QR If you have an email then could be share
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 🎉
Well noted. Thank you
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?
Hi. Please, check my previous videos. I had uploaded a video on panel threshold on stata
@josephlanre Sir, I appreciate your reply. I have checked that video of you and run regression based on that code. But it's not working. If I may request you, please make a detailed video on Stata or eview for the panel.
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.
Yes, it can
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
Good day. You can reach me via joecee001@gmail.com. Thank you
Which version of eview you have applied