08:31
How to Create Index Using Principal Component Analysis #pca #index #principalcomponentanalysis
08:56
Introduction to Principal Component Analysis (PCA) #pca #principalcomponentanalysis #eigenvalues
10:50
Mitigate Missing Values Using Averaged Data #missingvalues #interpolation #multipleimputation #fiml
06:06
Sargan IV Exogeneity Test
10:06
Wu-Hausman IV Exogeneity Test
03:01
Multivariate Results_IV Estimations
04:31
Multivariate 2SLS ivreg&ivregress_IV Estimations
05:25
2SLS Multivariate_IV Estimations
03:14
IV Multivariate_IV Estimations
04:02
OLS Multivariate_IV Estimations
04:29
Bivariate Results_IV Estimations
06:45
2SLS (ivreg&ivregress)_IV Estimations
09:10
2SLS_IV Estimations on Bivariate Models
05:20
IV_IV Estimations on Bivariate Models
08:09
OLS_IV Estimations on Bivariate Models
16:14
Master Instrumental Variables in 10 Minutes!
13:48
The Must-Watch PERBA Videos on Teachable
02:21:37
Avoid These Mistakes: Your Guide to UK Global Talent Migrant Visa
13:52
Stata16: Estimate Panel Data Models using FGLS Technique
16:17
Stata16: Estimate Panel Data Models using PCSE Technique (Part 2)
17:04
How to Estimate Models with PCSE Technique: Pre-Estimations
16:45
Contemporaneous Correlation Demystified: Know the Techniques
24:07
Models, Functional Forms & Interpretations
50:32
Launching CrunchQueen Space on FB...Yaay!
23:08
CrunchQueen Space - Multicollinearity: Causes & Treatment
10:00
(EViews10): Moderation Modelling using Time Series Data (Part 1)
11:19
(Stata16): Moderation Modelling using Panel Data (Part 1)
23:09
Introduction to Moderation Modeling
11:02
Dummy Variables in Panel Data (Part 1)
13:12
What are Dummy Variables, and How do they Work?
07:02
Introduction to Quadratic Modelling and Turning Point
10:18
Introduction to Quantile Regressions
05:28
Threshold Analysis: Stata Specifics (xthenreg Syntax)
12:01
CrunchEconometrix-Teachable P.E.R.B.A. Launch
06:32
(Stata16): Heteroskedasticity and Robust Standard Errors #vcerobust #standarderrors #gls #wls #ols
06:11
(EViews10): Heteroskedasticity and Robust Standard Errors #vcerobust #standarderors #gls #wls #ols
10:01
(Stata16): Heteroskedasticity and Weighted (Generalised) Least Squares #gls #wls #ols #weights
10:07
(EViews10): Heteroskedasticity and Weighted (Generalised) Least Squares #gls #wls #ols #weights
05:04
(Stata16): Heteroskedasticity and Functional Forms #log-log #log-level #archtest
07:29
(EViews10): Heteroskedasticity and Functional Forms
12:47
(Stata16): How to Detect Heteroskedasticity #archlm #graphs #plots #errorvariances #gls #wls #ols
15:53
(EViews10): How to Detect Heteroskedasticity #errorvariances #graphs #plots #variances #archlm
09:59
Understanding Heteroskedasticity #errorvariances #gls #wls #ols #homoscedasticity
05:10
(Stata16): How to Perform Panel Sub Sample-Analysis #paneldata #pooledols #dummyvariables
07:05
(Stata16): Two-way Error Component Models #lsdv #pooledols #errorcomponent
07:56
(Stata16): How to Perform Stepwise Regressions with Dummy Variables #stepwise #pooledols #dummies
06:21
(Stata16): How to Perform Stepwise Regressions #stepwise #pooledols #dummyvariables
08:09
(Stata16): One-way Error Component Models, Time (Part 3) #lsdv #pooledols #errorcomponent
07:25
(Stata16): One-way Error Component Models, Regions (Part 2) #lsdv #pooledols #paneldata
13:11
(Stata16): One-way Error Component Models, Countries (Part 1) #lsdv #pooledols #paneldata
09:55
Understanding Error Component Models #errorcomponent #paneldata #heterogeneity #lsdv #pooled
13:04
How to Write Equations with Equation Editor #equations #models #word #equationeditor
08:13
(EViews10): Forecasting GARCH Volatility #forecast #garchforecasts #volatilityforecast
14:12
(EViews10): How to Perform GARCH Diagnostics #garch #diagnostics #garchdiagnostics #archdiagnostics
07:45
(EViews10): How to Estimate Exponential GARCH Models #garchm #tgarch #egarch #igarch #cgarch #arch
10:45
(EViews10): How to Estimate Threshold GARCH (GJR-GARCH) #garchm #tgarch #egarch #gjr-garch
07:52
(EViews10): How to Estimate GARCH-in-Mean Models #garchmodels #garchm #tgarch #volatility #egarch
05:51
(EViews10): ARCH vs. GARCH Models (Estimations) #garch #arch #parsimony #volatility
14:25
(EViews10): How to Estimate Standard GARCH Models #garch #arch #volatility #clustering #archlm
07:07
Basics of GARCH Modeling #garch #garchmodeling #financialeconometrics #garch-m #tgarch #egarch
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About
Bosede Ngozi ADELEYE is the founder of CrunchEconometrix. She is currently a lecturer and researcher in the Department of Economics at the University of Lincoln, United Kingdom. An alumni of Ogun State University, Nigeria, and University of Sussex, UK. She has over 30 years of industry experience in banking and academia. Teaching the subject of ECONOMETRICS to beginners and intermediate users is her passion. She uses 3 analytical tools: Stata16, EViews10, and Excel, and will add SPSS23 very soon. The channel is dedicated to teaching the rudiments of applied econometrics with simplicity and utmost clarity.
Subscribe to this channel for easy-to-understand econometrics topics....and share the link with your social media and academic community 😉.
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