Econometrics is scary for me. This is one of the best lecture I have ever seen. Excellent presentation. It's a request to upload more videos on time series and panel data modelling. I would love to learn from all of them.
Thank you so much sir ..really i have no words for ur way of teaching and explaning this ..after watching your vedeos made me happy and contended..thanks a lot ..your videos are just waoooo
Thank you for watching and for you comment. I am glad to know it helps. Lecture notes and datasets are available on my website Hanomics.com here is a link hanomics.com/mnm038/
one more thing, I would like to know that, what is the economic meaning when the number if the lagged value of error variance becomes high. For example, is it meaningful to compare the ARCH (1) AND ARCH(8), especially the time measurement is the year?
Excuse me Dr.. i need your help.. i want to make "exchange rate volatility variable".. some paper told me that i can use ARCH model.. in your presentation you use DLNEX.. does it mean Difference of LN exchange rate? Thanks from Indonesia..
Muhammad Murtaza thanks for watching and for your kind comment. Lecture 2 was recorded audio only but I am still happy to share. Will upload it in the weekend.
I'm doing statistics but this best Econometrics presentation ever
Thank you very much, this is a quality lecture clearly explaining a complicated topic. It is a pleasure to listen to you teach.
Thank you so much. its a pleasure to listen to your teaching even though this was recorded 4 years ago.
Econometrics is scary for me. This is one of the best lecture I have ever seen. Excellent presentation. It's a request to upload more videos on time series and panel data modelling. I would love to learn from all of them.
Thank you so much Sir ! I have been looking for volatility modelling concept hopelessly. Your lecture saved my thesis.
I am glad to know it helped.
Thank you so much sir ..really i have no words for ur way of teaching and explaning this ..after watching your vedeos made me happy and contended..thanks a lot ..your videos are just waoooo
Very good. Great presentation Dr Hanni, thank you a lot for the video. A wonderful lesson in econometrics , look forward to your next vedio.
Dahmani mohamed driouche thank you Dr. Dahmani for watching and for your kind words - such an honour. Thank you!
fantastic presentation!
Thank you so much, very interesting, and I gained valuable knowledge on Time series data models.
Excellent lectures! I am studying for an exam on your videos! Could you also post the slides file?
Thank you for watching and for you comment. I am glad to know it helps. Lecture notes and datasets are available on my website Hanomics.com here is a link hanomics.com/mnm038/
Thanks professor this is a nice lecture
Great lecture! Highly appreciated!
great presentation and explanation !
Thanks for your comment.
one more thing, I would like to know that, what is the economic meaning when the number if the lagged value of error variance becomes high. For example, is it meaningful to compare the ARCH (1) AND ARCH(8), especially the time measurement is the year?
Excuse me Dr.. i need your help.. i want to make "exchange rate volatility variable".. some paper told me that i can use ARCH model.. in your presentation you use DLNEX.. does it mean Difference of LN exchange rate? Thanks from Indonesia..
thumbs up. sir lecture 2 of this series is not there.plz upload.
Muhammad Murtaza thanks for watching and for your kind comment. Lecture 2 was recorded audio only but I am still happy to share. Will upload it in the weekend.
Does this model apply for measuring volatility of gold? Plz do reply sir
Dr you are great
I want to contact you regarding volatility modelling for my PHd thesis
nice
Good presentation Dr. You should be in my university 😂😂
Thank you for your comment. I am glad to hear it helped.
thank you