How to run Dynamic panel by Generalized Method of Moment GMM in Eviews

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  • Опубликовано: 27 окт 2024

Комментарии • 16

  • @statisticalmodelsforsocialscie
    @statisticalmodelsforsocialscie  3 года назад

    *If you are watching this video and it interests you, do not hesitate to subscribe by clicking on the red button at the bottom of the video to encourage me to produce more videos likely to help you and according to the requirements you can leave me as comment*

  • @ismailaganiyou7879
    @ismailaganiyou7879 3 года назад +1

    Hello Professor, Thank you for this very rich video for us first-time researchers. I am currently performing an analysis and need to use the Generalized Moment-Based Regression (GMM) method. I wanted to know how to determine the number of lags to include in the endogenous variables.

  • @AzzeddineBoudellioua-fr4nw
    @AzzeddineBoudellioua-fr4nw Месяц назад +1

    Deos the ggm method measur the impact in long term?

  • @lequotidien5441
    @lequotidien5441 3 года назад +1

    Hello Prof
    How can we run sargan-hansen test with eviews 10?

  • @nadalekhssassi6957
    @nadalekhssassi6957 Год назад +1

    Hello the model is very interesting can you share with me the DATA ??

  • @AnumGulzar-iy7tl
    @AnumGulzar-iy7tl 9 месяцев назад +1

    Respected sir, i watched your vide" How to run Dynamic panel by Generalized Method of Moment GMM in Eviews" when i run dynamic wizerd, an error message showes number of instruments greater than the number of observations. how i can solve this problem kindly guide me.

    • @statisticalmodelsforsocialscie
      @statisticalmodelsforsocialscie  9 месяцев назад +1

      *hello sorry for the late reply, try to reduce thé nomber of variables you use as instrument*

    • @AnumGulzar-iy7tl
      @AnumGulzar-iy7tl 9 месяцев назад +1

      @@statisticalmodelsforsocialscie thank you so much sir for the response. But if we even use any of one variable as a instrumental variables then error message showed.Data we use is total of 47 years and 120 countries. Kindly guide me.

    • @statisticalmodelsforsocialscie
      @statisticalmodelsforsocialscie  9 месяцев назад +1

      @@AnumGulzar-iy7tl *GMM in is is a method for few time observation and big number of individuals, so in this case GMM is not really appropriate for the analysis*

    • @AnumGulzar-iy7tl
      @AnumGulzar-iy7tl 9 месяцев назад

      @@statisticalmodelsforsocialscie Thank you so much respected sir

  • @saftainkhan5531
    @saftainkhan5531 3 года назад

    hellow sir i am using the GMM estimation but coefficients are coming negative can you upload another video ....when i try to use the lags its look like showing that the number of instruments are greather than the number of observation how to solve this please guide me

  • @chandan3851
    @chandan3851 Год назад

    Please sir can you share with me the data

  • @rusuradu4897
    @rusuradu4897 Год назад

    share workfile