System GMM: Video 5 of 5

This video describes the estimation of System GMM on EViews.
Difference GMM: • Difference GMM and Sys...
Results & diagnostics: • Interpretation of Pane...
Persistence (lagged dependent variable): • The Persistence Effect...
Introduction of Panel GMM: • Introduction to Dynami...

[@gifmbewe537]

You are the best teacher man. You just saved me

[@KelemMengstu]

I am very interesting tanks more

[@sarahahmedchawsheen5455]

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.

[@jackie-sd6lc]

Wow your lecture is gold! Clearly explained and distinguished from others with examples and implementation. Would you mind making videos on non-parametric methods like Kernel, MARS, Quantile regression, and survival analysis techniques? I would certainly like to pay for your classes if you have one and will make sure to spread words on your channel.

[@PatObi]

Much appreciated. I'll work on your request.

[@TheTimeline4001]

Kindly tell, if the T=15 years and N=5 countries then can I apply System GMM?

[@danielefraietta9904]

Hello professor, I also find your lectures to be very clear and helpful! I was wondering if you have any plans to create a video (or videos) on how to conduct simulation and scenario analysis using EViews.

[@PatObi]

I'll look into that even as I try to improve the quality of the current videos 🙂

[@sharonmodiba8533]

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.

[@changyuwang7341]

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?

[@changyuwang7341]

And it is in System GMM

[@rohtashbhall2671]

As per your video No of INSTRUMENT should less than No of GROUP and DV and IDV used as INSTRUMENTS VARIABLES.
For if there are 5 countries and 8 variables then we can apply or not D-GMM and S-GMM?

[@Lyzel134]

Hi, I used 2 lags for estimated GMM. And how to make the equation model? Thank you

[@PatObi]

In that case, I think you're better served with PMG in a panel ARDL setting (I have the video).