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Dear Dr Alimshan you are doing amazing work. Regards

Hello Prof. I'm learning a lto with some of your videos. Thanks. But can I ask you about the step: "local df=e(N_g)-1" - WHY it was necessary to do it?! And also the step "lrtest hetero homo, df(104)" - WHY 104? From where it comes this value 104??? THANKS so MUCH :)

Quick question for GMM if my ar(1) : is 0.027 , and Ar(2) is 0.199 then does that mean I should do the GMM with two lags? My GMM model was xtabond2 `depvar’ L.`depvar’ D_carbon lnGDP D_tariffrate D_nrrents, gmm (L.`depvar, collapse ) is (ghpindex Kyoto ) twostep robust . Where the D_vars are variables that have been differenced due to unit root.

How can I contact with this wonderful professor?

Wonderful contribution Dr. I hope I can contact you

Ребята, у Вас очень упрощенный подход к эконометрике. Многофакторную линейную модель необходимо рассматривать с основных гипотез, методов оценки параметров и т.д.

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.

Thanks Prof pls any one know his name

Thanks very much continue

Promo-SM

I have been waiting for your comment ever since this announcement. Thank you so much Chorko. I love your content, sir. Dey give us gbasgbos

Very useful and helpful 😊 thank you so much

Sir analysis portion of this lecture is missing. can you make it visible

Amazing, awesome!

Sir please make a video on whole step by step process on finding best two step GMM. Thank you for all your videos. These are all lifesavers.

Sir, can you please make a video on changing the endogenous and exogenous variables, the terms lag4,2 etc, how to reach to the perfect model? Maybe a full tutorial on understanding two step GMM. I randomly ran more than 300 command, but couldn’t seem to figure it out for my model.

Thank you so much

What is the dependent variable and independent variable here?

please can i get a help in running my model

Hi.. Thanks for this tutorial

Awesome Prof., your step-by-step presentation really opened up to me, a lot of things I have read but could not understand. I am really grateful

Excellent video

I want to know why d(104)? Is it valid for all types of observations?

In your model, the coefficient of lag of dependent variable is with negative sign but it is insignificant. My question is that, is it necessary for lag of dependent variable introduced as independent variables should be significant and negative ? or we can keep it even if it is not coming significant ?

From where can i upload the pdf

Can you please tell me when you write gmm(........,lag(.4)), what does this lag(.4) mean?

is it always the dependent variable who's endogenous?

Respected sir, i am facing different type of problem when put this command ...error show and say tha "Unknown egen function sum" can u helps me , how i can solve this problem , can you join meeting on zoom , or can you share your email by that i can conatcts to u. Regards,

you are a king, this video saved my life

Insightful video. Thank you!

while I am giving "xtabond2" command, STATA showing unrecognized command, Is any another way to do a Two-step system GMM in STATA

is PCSE for T>N?

In my thesis i take one country , 60 banks and 10 years. which data analysis is applicable? Pannel data or time series?

How technological expansion can help an financial institution better to exploit economies of scale and economies of scope?

From where can i upload the pdf

Thank you so much. I have project to do this but my teacher doesn’t even told us where to get the dataset. You save me. Thanks again.

Alimshan Faizullaev best professor at KiMEP, thank you !

in LR test command: lrtest hetero homo, df (104)...why 104 taken ?pls reply

I'm so grateful to find your videos. You are superb. Thank you.

Hi, what about the R square and adjusted R square? Both of the values are extremely low. Good and acceptable models that can be used in a thesis usually require R square and adjusted R square to be more than 50%. Can you please provide some guidance about what to do if the F statistic is less than 5% but R square is extremely low as in your case? Can the model still be considered fit?

ı think you should expand your data, because you haven't enough data. your time dimension too short

the best on you tube

Sir, please I need your paid service for the GMM method. How can I get connected

amazing, thank you so much!

type force after corr(ar1) it will solve the problem you search at the end of video. your lecture was amazing, i learned alot.

thanks for useful and clear lecture.

Multicollinearity does not cause bias and heteroscedasticity does not necessarily originate due to lack of normality

tremendous lecture! thank you

HI DEAR, CAN YOU TEACH HOW TO WORK FROM THE STAT THEME COMNVERGENCE

Офигеть. Я думал, что слушаю какого-то индийца, а потом увидел Алишмана Файзулаева. Респект!