Thank you Sir. My question is, can a panel PMG (using the xtpmg command in stata) model be used with a dummy variable? EG. i.region. i.e when region is a dummy.
@Pat Obi , I am learning very much from your videos. I humbly request you to please upload more videos on econometrics especially about DYNAMIC PANEL DATA MODELS, GMM Technique and 2nd Generation analysis techniques. Thanks
Thank you for your information but, my question is what will be the model specification if the number of observations are greater than the time period (N>T). i am looking forward for your answer sir.... thanks for your time..
Not sure I follow. You mean number of groups (N) greater than number of time periods? If so, I strongly recommend dynamic panel GMM. My playlist: th-cam.com/play/PL6Y8SvWdPo08BIszhwcL2jydMgBXMCKwb.html
Great explanation, prof, but I want to ask something. What's the meaning of the ARDL model below the notation for the sigma p and q? There is k=1 and k=0? Does k represent a unit or group sample from a cross-section or something else?
Loved your work but if its done around data science tools, or python (juypter etc) to code from. As i am interested in quant research . still these are good .
Woooow. You explain very simple. Thank you soooo much sir. I really appreciate it
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@Pat Obi the best econometric videos. When is the episode about the NARDL panel?
Thank you Sir. My question is, can a panel PMG (using the xtpmg command in stata) model be used with a dummy variable? EG. i.region. i.e when region is a dummy.
I believe you can, but please ask your econometrics professor for guidance on Stata.
hi, but it's not correct to use ARDL with the dependent variable that is i(0); because there is no long-run relationship. am I wrong?
Yes, you can but you would be running a long-run model only.
@@PatObi but i read long-run relationship for a stationary dependent variable does not make sense.
Next video is now published: th-cam.com/video/q5u60o30eqY/w-d-xo.html
@Pat Obi , I am learning very much from your videos. I humbly request you to please upload more videos on econometrics especially about DYNAMIC PANEL DATA MODELS, GMM Technique and 2nd Generation analysis techniques. Thanks
I'll work on it
Next video in the series is now published: th-cam.com/video/q5u60o30eqY/w-d-xo.html
@@PatObi Many thanks... Looking forward for more videos in future specially GMM & 2nd generation techniques related ....
Thank you for your information but, my question is what will be the model specification if the number of observations are greater than the time period (N>T). i am looking forward for your answer sir.... thanks for your time..
Not sure I follow. You mean number of groups (N) greater than number of time periods? If so, I strongly recommend dynamic panel GMM. My playlist: th-cam.com/play/PL6Y8SvWdPo08BIszhwcL2jydMgBXMCKwb.html
Great explanation, prof, but I want to ask something. What's the meaning of the ARDL model below the notation for the sigma p and q? There is k=1 and k=0? Does k represent a unit or group sample from a cross-section or something else?
k is the number of lags. Since Y is the dependent variable, lags can only start from k = 1 (one period back).
I miss your videos already
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Please sir explain second generation unit root test for panel data🙏🙏🙏
Muchas gracias
Loved your work but if its done around data science tools, or python (juypter etc) to code from.
As i am interested in quant research . still these are good .
dear sir, can u please release the next video as early as possible
Sorry for the delay. Will do so shortly.
Next video is now published: th-cam.com/video/q5u60o30eqY/w-d-xo.html