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Pat Obi
Registrace 18. 09. 2011
My CZcams channel consists of educational videos in three areas: Finance, Statistics, and Financial Econometrics.
Interest Rate Swap Explained
If you’re a Finance student, practitioner, or curious learner, this primer on Interest Rate Swaps is guaranteed to provide a solid foundation on the concept and calculations of this widely used financial derivative. For swaps designed to reduce debt cost: czcams.com/video/8KEqoN3Eu_E/video.html
Income GAP analysis: czcams.com/video/1_F4X9BcSYo/video.htmlsi=xPpiEth3g4ExP6Q1
Income GAP analysis: czcams.com/video/1_F4X9BcSYo/video.htmlsi=xPpiEth3g4ExP6Q1
zhlédnutí: 4 297
Video
System GMM: Video 5 of 5
zhlédnutí 2,8KPřed 9 měsíci
This video describes the estimation of System GMM on EViews. Difference GMM: czcams.com/video/EH6NHQwx8mw/video.htmlsi=OZJ2M4j2Cqze5di2 Results & diagnostics: czcams.com/video/Ao7IGdppfxs/video.html Persistence (lagged dependent variable): czcams.com/video/gODby64xXsE/video.html Introduction of Panel GMM: czcams.com/video/Ou4BwR4M6do/video.html
Difference GMM and System GMM: Video 4 of 5
zhlédnutí 4,8KPřed 9 měsíci
This video describes Difference GMM and System GMM. EViews is used to demonstrate the estimation process for Difference GMM. Also, the basis for deciding on the appropriate estimator is explained. System GMM: czcams.com/video/ahLLU0-amGg/video.html Results & diagnostics: czcams.com/video/Ao7IGdppfxs/video.html Persistence (lagged dependent variable): czcams.com/video/gODby64xXsE/video.html Intr...
Interpretation of Panel GMM Result: Video 3 of 5
zhlédnutí 2,4KPřed 9 měsíci
This video explains the tests of significance and provides an interpretation of each of the test statistics. System GMM: czcams.com/video/ahLLU0-amGg/video.html Difference GMM: czcams.com/video/EH6NHQwx8mw/video.html Persistence (lagged dependent variable): czcams.com/video/gODby64xXsE/video.html Introduction of Panel GMM: czcams.com/video/Ou4BwR4M6do/video.html
The Persistence Effect in Panel GMM: Video 2 of 5
zhlédnutí 2,2KPřed 9 měsíci
This video explains the practical implications of the COEFFICIENT of the LAGGED DEPENDENT variable in the Dynamic Panel GMM. This is the 2nd of a 5-part series ending with how to use EViews to estimate Difference GMM and System GMM. Please watch all 5 videos. Thank you. System GMM: czcams.com/video/ahLLU0-amGg/video.html Difference GMM: czcams.com/video/EH6NHQwx8mw/video.html Results & Diagnost...
Introduction to Dynamic Panel GMM: Video 1 of 5.
zhlédnutí 5KPřed 9 měsíci
This video provides a basic, easy-to-understand introduction to Dynamic Panel GMM estimation. It is the 1st of a 5-part series ending with how to use EViews to estimate Difference GMM and System GMM. Please watch all five videos to learn the development of the concepts and models. Thank you. System GMM: czcams.com/video/ahLLU0-amGg/video.html Difference GMM: czcams.com/video/EH6NHQwx8mw/video.h...
Panel ARDL - EViews Example
zhlédnutí 12KPřed rokem
This video demonstrates the use of EViews to estimate Panel ARDL using the PMG estimator. It's fun and sweet, you'll love it! :-) Link to the PDF file: drive.google.com/file/d/1WMnCLwMUxvibAV1CEHWb6pBOKyFZf7sE/view?usp=drive_link
Panel ARDL - The Concept
zhlédnutí 9KPřed 2 lety
This video explains the concept behind the estimation of Panel ARDL Cointegration model, which applies to a mix of I(0) and I(1) variables. Link to the PDF file: drive.google.com/file/d/1WMnCLwMUxvibAV1CEHWb6pBOKyFZf7sE/view?usp=drive_link
Panel VECM
zhlédnutí 9KPřed 2 lety
Panel VECM is the path to modeling cointegrated I(1) time series variables. This video provides a working example and interpretation using EViews.
Panel VAR Modeling
zhlédnutí 11KPřed 2 lety
This is the modeling process for non-cointegrated I(1) time series. Using panel data, this video explains the estimation process with EViews.
Panel Cointegration Test - on EViews
zhlédnutí 10KPřed 2 lety
Cointegration tests allow us to determine if I(1) time series have a long-run relationship. This video demonstrates the testing process with panel data using EViews.
Panel Unit Root Test
zhlédnutí 8KPřed 2 lety
Panel unit root test allows us to determine whether to run Panel VAR or Panel VECM.
Panel VAR - Introduction
zhlédnutí 15KPřed 2 lety
This video explains the the data structure and estimation process for Panel VAR, the goal of which is to examine the long-run and short-run dynamics of variables using panel data.
Confidence Interval - Variance
zhlédnutí 2,1KPřed 2 lety
This video uses manual computations and Excel spreadsheet functions to demonstrate how to perform confidence interval estimation for population variance.
Heteroscedasticity: Breusch-Pagan Test on Spreadsheet
zhlédnutí 9KPřed 2 lety
This video explains the regression problem of heteroscedasticity and shows how to perform the test on spreadsheet using an easy-to-understand example.
Panel Data Regression 9of9 - Hausman Test
zhlédnutí 16KPřed 3 lety
Panel Data Regression 9of9 - Hausman Test
Panel Data Regression 8of9 - Random Effects on EViews
zhlédnutí 12KPřed 3 lety
Panel Data Regression 8of9 - Random Effects on EViews
Panel Data Regression 7of9 - Random Effects
zhlédnutí 16KPřed 3 lety
Panel Data Regression 7of9 - Random Effects
Panel Data Regression 6of9 - Fixed Effects WG
zhlédnutí 15KPřed 3 lety
Panel Data Regression 6of9 - Fixed Effects WG
Panel Data Regression 5of9 - Fixed Effects on EViews
zhlédnutí 19KPřed 3 lety
Panel Data Regression 5of9 - Fixed Effects on EViews
Panel Data Regression 4of9 - Pooled v. Fixed Effects
zhlédnutí 26KPřed 3 lety
Panel Data Regression 4of9 - Pooled v. Fixed Effects
Panel Data Regression 3of9 - Fixed Effects LSDV
zhlédnutí 42KPřed 3 lety
Panel Data Regression 3of9 - Fixed Effects LSDV
Panel Data Regression 2of9 - Pooled OLS
zhlédnutí 52KPřed 3 lety
Panel Data Regression 2of9 - Pooled OLS
Panel Data Regression 1of9 - Introduction
zhlédnutí 75KPřed 3 lety
Panel Data Regression 1of9 - Introduction
Duration Matching - Bullet Immunization at Banks
zhlédnutí 5KPřed 3 lety
Duration Matching - Bullet Immunization at Banks
Interest Rate Risk & Maturity Mismatch at Banks
zhlédnutí 8KPřed 3 lety
Interest Rate Risk & Maturity Mismatch at Banks
Lopez Margaret Williams Barbara Garcia Dorothy
I am very interesting tanks more
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?
And it is in System GMM
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.