Very straightforward explanation. what if i have a panel data of daily basis of 4 years for 6 variables and 65 cross sections. Cross sections dependence is present, all are I(0), and there is an issue of endogeneity. Would FMOLS and DOLS be suitable ? Thanx
@@Dr.Munshi-Naser Thank you for your reply. But as data is large i can assume it is normally distributed and use DOLS right? then i can use both and compare on basis of testing normality of errors and RMSE? would you recommend this?
Thanks dr. Naser for this amazing vedio. I have a panel data N=7 and T=22 years, my DV and most of Iv's are cross sectional dependent, using 2nd gen unit root test they are stationary at level and 1st deference, and heterogenous slops. In your opinion which method should I adopt in order to build a linear model, please?
Thank you verry much for this video. i understand better with this method. but i have a question. I've done tests (sargan test, abond test, unfamiliarity test) to choose between the SYSGMM and FDGMM models as the best model. but the results obtained in both models do not meet the Sargan test. so which model should i choose? is it ok for me to use the FEM model while still including the variable dependent lag
thank you very much for this amazing explanation , I have a problem with my xtcointreg command that I use to apply fmols and dols models However, after installing xtcointreg and cointreg packages, I still receive an error message saying that the command is unrecognized or a function error? How can I resolve this issue? Thanks a lot in advance
Thank you Dr Naser. This was very helpful.
Thank you for your information, very Important
Very informative video. Thank you sir.
Most welcome dear
Thank you soooo much sur for explaining the background theory .... very helpful in clearing concepts ❤
Most welcome...
Very straightforward explanation. what if i have a panel data of daily basis of 4 years for 6 variables and 65 cross sections. Cross sections dependence is present, all are I(0), and there is an issue of endogeneity. Would FMOLS and DOLS be suitable ? Thanx
FMOLS is better.
@@Dr.Munshi-Naser Thank you for your reply. But as data is large i can assume it is normally distributed and use DOLS right? then i can use both and compare on basis of testing normality of errors and RMSE? would you recommend this?
Yes, I suggest. You can use both.@@aminaahmedalibelal5676
@@Dr.Munshi-Naser than you so much
Thanks for the explanations. Where can i get the practical explanations of these analysis using the STATA software. Thanks
Very well explaining
Thanks 👍
Very helpful. Thank you
Welcome
Great. Thanks
Thanks dr. Naser for this amazing vedio. I have a panel data N=7 and T=22 years, my DV and most of Iv's are cross sectional dependent, using 2nd gen unit root test they are stationary at level and 1st deference, and heterogenous slops. In your opinion which method should I adopt in order to build a linear model, please?
Thanks for your kind words. I will get back to you. Email me munshi.naser@gmail.com
@@Dr.Munshi-Naser I will , thanks.
Thank you verry much for this video. i understand better with this method. but i have a question. I've done tests (sargan test, abond test, unfamiliarity test) to choose between the SYSGMM and FDGMM models as the best model. but the results obtained in both models do not meet the Sargan test. so which model should i choose? is it ok for me to use the FEM model while still including the variable dependent lag
Yes, it's ok to use.
great stuff Dr, my data is 2nd diff and significantly cointegrated, there is no autocorrelation and there is high correlation, can i use DOLS??
Yes, you can. But the only problem is 2nd diff. But still you can.
thank you very much for this amazing explanation , I have a problem with my xtcointreg command that I use to apply fmols and dols models However, after installing xtcointreg and cointreg packages, I still receive an error message saying that the command is unrecognized or a function error? How can I resolve this issue? Thanks a lot in advance
I will get back to you. Here is my email address munshi.naser@gmail.com. You can email me your problem, I will help you.
Very helpful Sir. Can I get your mail id for discussing more regarding this topic?
munshinaser-eco@sust