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Great job. Thank you Sir!

Please tell me how to calculate longrun coefficient of all individual components in panel

Very clear and detailed explanations throughout all your videos! These are the most well-explained and comprehensive reviews of these methods I've found by far. Thank you so much, your work has really helped me in my Master's thesis!

Thanks for the video. Please i was wondering how you got the $ return/frequency figures. in columns K and L.

How do you test for the persistence of the Y(t) in the model?

Economist here, Pat. Love your approaches - highly "coveted"!

wow

Great 👍

fantastic videos. thank you

Yes sir! this is perfect

How if short run all probability not significant ?

Thank you so much <3

Good work

Very nice, thank you Pat.

Help!! How does one get the case?

Thank you for your video. This video helps me and a ton of my friends a lot.

Thank you so much for this series. You have saved my thesis literally.

Thank you!!

Thanks Prof.

You saved me, I have exams tomorrow and our Prof is shit

Thank you very much

So brief and accurate. Godbless🙏🙏

That was impressive, the concepts are now clear

Thank you thank you you are the best teacher I have ever seen🎉

You are amazing ❤🎉 thank you so much

Share Data file

where can i get dataset?

I’ve paused the video to add this comment because I believe it is a must. Thanks for being the one and only person who is really knowing what to say about this topic, because I have seen so many people who just copped each other where all of them have just memorized the information instead of understanding it. Thanks a bunch man you’re the best

Thank you for this video But I have a question how to run TVP Var in Eviews ?

Excellent and informative series. Could you please share the dataset? Many thanks!

May I ask what if there are no results for AR(2)? There are only results for AR(1)

My j-statistics is less than 0.05. However, i dont have any AR(2) serial correlation. Should I rely on my model. How to interpret this situation?

Can you please conduct a walkthrough for an event study of 200 M&A transactions using the Market method? How do I perform t-test on the cross-sectional average abnormal return for these 200 M&As over 200 days of estimation period and 20 days of event period?

What about a 7- day VaR

hey sorry…on the interpretation part is it a must we use 1% increase? and is it appropriate to use other word like 1unit??

Hi Dr.Obi, thanks for the video, I did the same, but Eviews says that "d is not defined or is an illegal command". Do you know why?

I am not able to download the sheet

You really saved me a day before exams. Thanks Pat Sir!

One thing I’ve noticed about Finance Lectures, the tutors assume u know what they know

Can I please have the slides please

Thank you very much Prof OBI for the 5 series video and the added references showing the latest research on GMM empirical work. I wanted to ask if there is any chance you could explain the Lewbel IV method. Thank you.

Thanx a lot , i can now her heart❤️

Hi Sir, I hope you are well. This was a terrific video. I appreciated it. I want to ask if cov(x,y) and S^2 xy, which correspond to the MSE or SSE/n-2, are the same thing?

Its a Masterclass. God bless you abundantly, Prof.

is there a good way to run Fixed Effects for 300 companies without calculating means for each in Excel?

Good day Can I please have your email I would like to request for the slides of Panel VAR model and Bayesian VAR model and VECM

👏🏽👏👏🏽

Hi Dr. Obi, thanks for the nice explanation. Would you send me a link to find both system equations that you pasted in proc->system while estimating the System GMM model , please. In fact I tried hard but don't know how to find both equations.

Simple thanks are not enough for you, but thanks again.

Thank you, your analysis process is just outstanding.