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[@devonlimbeek8303]

Great video on Toda Yamamoto , perfect explanation

[@zabulmarwat6190]

Great effort professor and Hats off to you respected sir! Stay happy and Blessed.

[@HKofficial15]

Thanks kaliwala khushal osey

[@jwandparast163]

Learnt alot from these videos..
Thank you sir

[@HKofficial15]

Very good keep learning

[@Waqar71-b8r]

Good job, informative video

[@HKofficial15]

I highly acknowledge the contribution of Dr. D. Gile via his blog Econometric Beat. I learn a lot from his blog and use his knowledge in my practical examples in my video(s).

[@smsm314]

Essalamo Alaykom
You are right my Professor.

[@oussamazennati2084]

verry clear mister
tahnk you

[@rupinderkatoch3007]

Dear Sir its a wonderful work done by you. would be thankful to you if you tell the which data has been used so that I can also use same data to understand your working accurately. Regards Dr.Rupinder Katoch

[@HKofficial15]

Thanks Mr. Zahid khan

[@selliahsivarajasingham3769]

good lecture usefull

[@shrabantimaity4242]

Please upload a video on Hsiao's version of Granger Causality in EViews

[@tabitajannatul6736]

Thanks for such detail explanation and helpful videos, sir. I have a question, as you said if there’s is autocorrelation, then one need to increase the lag length... But in ARDL model reducing lag length gives no autocorrelation! Can it be justified in any sense?

[@hildalei9783]

Bunches of thanks. and do you know how to conduct Bauer and Maynard (2012) testing?

[@smsm314]

Essalamo Alaykom
Hello my Professor,
Thank you for your honorable research.
To make predictions (modeling); we have to take the Var(p) model
found in the procedure of TY (model in the levels of the data and no
extra lags), Or it is necessary to restimate another model, and in this
case the, which model?
Cordially.

[@HKofficial15]

I have not worked a lot on prediction/forecasting but I will check and then upload another video when done. Thanks

[@smsm314]

Please Sir, If we have 5 variables I(1), 1 variable I(0) and 1 variable I(2), in order to test cosality, the procedure of TY must be practiced.
so we go to estimate of var(p), and after we will estimate the model var (p+2).
The results found are just remarks on the cosality !
I really understood all that.
But my problem is; We know that the econometrician is always looking for the model that expresses the studied phenomenon ..., in this case what do we do?
Best wishes

[@smsm314]

@@HKofficial15 I mean by predicting modeling

[@tabitajannatul6736]

@@smsm314 i have similar problem in my thesis work, can you tell me which econometric model you finally used for such situation?

[@adisuabebaw5518]

Thanks alot

[@ShivaYadav-wh5jg]

I am getting confused one thing is that to run Toda Yamamoto model, whether variables in level data is to be used or after making variables stationary?

[@rabibahmunir6571]

is johansen cointegration still valid if we have variables cointegarted at I(0), I(1) and I(2) in one equation??

[@touristscommunity8421]

👍

[@HKofficial15]

Thanks Abdul Waris stay tuned for my future videos

[@touristscommunity8421]

thanks sir for sharing such a informative video with us 👍