Beloved guest/subscriber, you have discovered my amazing UA-cam Channel tailored specifically for you and other beginners and intermediate users. Please do not keep me to yourself (lol). Kindly share my videos and links with your students, colleagues and academic community so that they too can SUBSCRIBE and learn with ease….and for the global community to be aware that applied econometrics can be simplified. My teaching approach is very practical. I adopt a do-as-I-do style. Many thanks to those who have supported me by telling others. Once again, CrunchEconometrix loves to teach, support my Channel with your subscription, likes, feedbacks and sharing my videos with your cohorts. Follow me on Facebook, Twitter and Reddit. Love you all, greatly!!!
Hi Bartek, I am encouraged and humbled by your positive feedback. Deeply appreciated! Please may I know from where (location) you are reaching me? Thanks.
Thank you for teaching the basics. Right now, I am researching on the effects of exchange rate volatility on FDI and I have gotten my data on exchange rate, please how do I go about forecasting the exchange rate volatility on Stata to carry on with my research? I would really appreciate a quick reply, thanks.
Prof. Ma, thank you always. I'm working on Exchange rate volatility and inflation in SSA. I wish to generate Volatility and estimate it in the model. How do I go about measuring the volatility for the panel data.
A big thank you from, India. you teach so well. Learned a lot from your wonderful videos. Did you write a book on time series or planning to write one? that would be so good.
Does constant mean mode means unconditional mean model? There is a question in an ARCH model assignment says perform the constant mean model. I am confused do I perform it as y= c +u or y= c + yt-1 + u
Firstly, i cordially acknowledge your good work....secondly, i want to ask, is it important to develop and run ARCH/GARCH models for both dependent and independent variables in a study? if yes, can we do it in a single equation?
@@CrunchEconometrix dear mam. I see some video's , but I want send all slide related Arch-models and Garch-models basic and advanced with data file Email: shahy4800@gmail.com . I am waiting your response as soon as
Thanks Sudiksha for the positive feedback. Deeply appreciated! I hope you understood the slides I read out. If not, kindly go through the references listed at the end of the video.
Hi Troop, kindly post your query (keep them very brief) on the comment section of the respective UA-cam video for others to benefit from the discussion. I will respond to you. Thanks.
![Lp. Сердце Вселенной #60 РОЖДЕНИЕ ЛОЛОЛОШКИ [Финал] • Майнкрафт](http://i.ytimg.com/vi/YoR0pAV9FVQ/mqdefault.jpg)
Beloved guest/subscriber, you have discovered my amazing UA-cam Channel tailored specifically for you and other beginners and intermediate users. Please do not keep me to yourself (lol). Kindly share my videos and links with your students, colleagues and academic community so that they too can SUBSCRIBE and learn with ease….and for the global community to be aware that applied econometrics can be simplified. My teaching approach is very practical. I adopt a do-as-I-do style. Many thanks to those who have supported me by telling others. Once again, CrunchEconometrix loves to teach, support my Channel with your subscription, likes, feedbacks and sharing my videos with your cohorts. Follow me on Facebook, Twitter and Reddit. Love you all, greatly!!!
U didn't explain more, u just said what was written.
Thank you I have shared this video to 10 person, it is very helpful
Thanks so much, Rohit, for sharing. Deeply appreciated 💖
Thank you so much for these videos!
While I use R for econometrics and data analysis, the steps that You present are very clear and helpful.
I'm encouraged by your feedback, Orkeer...love ya!!! May I know from where (location) you are reaching me?
Thanks for your videos, I m writing my Bachelor thesis about econometrics model, and u
you translate it in a friendly way.
Hi Bartek, I am encouraged and humbled by your positive feedback. Deeply appreciated! Please may I know from where (location) you are reaching me? Thanks.
your way of teaching and the methods is very clear mam!
looking forward to clearing more of my econometrix doubts!
I'm humbled by your encouraging feedback, Vineet. Deeply appreciated! Please may I know from where (location) you are reaching me?
I m from india, mam
Thank you for teaching the basics. Right now, I am researching on the effects of exchange rate volatility on FDI and I have gotten my data on exchange rate, please how do I go about forecasting the exchange rate volatility on Stata to carry on with my research? I would really appreciate a quick reply, thanks.
Hi Michaela, the video is still in the works. You may need to check other online resources. Thanks.
How come using annual data is less reliable in comparison to daily values 3:10?
Because high frequency data is required.
@@CrunchEconometrix I'm asking why is high frequency data required?
Is it that you didn't watch the introductory video to understand the need for high frequency data?
@@CrunchEconometrix proabably.
Alright, please do.
Quite helpful
Thanks, Agha for the positive feedback. Deeply appreciated! May I know from where (location) you are reaching me?
Prof. Ma, thank you always. I'm working on Exchange rate volatility and inflation in SSA. I wish to generate Volatility and estimate it in the model. How do I go about measuring the volatility for the panel data.
Hi Ayodeji, I have no such video. You may want to check out other online resources. Thanks
Should we use Errors from model for instance ARMA or absolute values (U )of statioary series?
Kindly watch my ARMA videos and follow the guide. Thanks.
A big thank you from, India. you teach so well. Learned a lot from your wonderful videos. Did you write a book on time series or planning to write one? that would be so good.
Thanks, PK for the encouraging feedback...deeply appreciated! I will eventually compile these tutorials into a book. Thanks a lot!
The slogan should be "Get your pens, notebook, data and lets crunch" @5:36
I have to agree, Vincent... thanks! 🙏
I am searching for the data you used, but could not
find provided link.
No data used in this video.
Good day Dr. Please can I use ArCh modeling for pandemics and money market indicators ?
Hi Tosin, yes you can if the model exhibits ARCH effects. That is the key underlying condition for engaging ARCH/GARCH modeling.
Does constant mean mode means unconditional mean model? There is a question in an
ARCH model assignment says perform the constant mean model. I am confused do I perform it as y= c +u or y= c + yt-1 + u
Hi Tina, you may clarify that with your tutor. Thanks.
Firstly, i cordially acknowledge your good work....secondly, i want to ask, is it important to develop and run ARCH/GARCH models for both dependent and independent variables in a study? if yes, can we do it in a single equation?
Hi Samiuddin, your query is unclear. I don't quite understand what you mean.
hello Madam, Can we run these time series models on Net asset value of mutual funds
Hi Ramandeep, sure you can.
@@CrunchEconometrix THANK YOU MADAM
what is b?
The constant.
@@CrunchEconometrix dear mam. I see some video's , but I want send all slide related Arch-models and Garch-models basic and advanced with data file Email: shahy4800@gmail.com . I am waiting your response as soon as
and very good research this field
it would be helpful if you can actually explain in your own words in simple terms (rather than reading from the slides). good job nonetheless
Thanks Sudiksha for the positive feedback. Deeply appreciated! I hope you understood the slides I read out. If not, kindly go through the references listed at the end of the video.
Hello, can I please have your email. I have some questions, and hoping you can help
Hi Troop, kindly post your query (keep them very brief) on the comment section of the respective UA-cam video for others to benefit from the discussion. I will respond to you. Thanks.
Sorry i hard to undertand your english
Hi Mairah, sorry about that.
Very helpful
Thanks for the positive feedback, Nikhil!