STATA: plotting and interpreting quantile on quantile for Non-Stationary Variables
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#Estimating quantile on quantile using
#Estimating quantile on quantile using simple #quantile regression may lead to invalid estimates in the presence of #non-stationary variables. This video augments the #quantile-on-quantile model by using the #Quantile ARDL model rather than Quantile regression to generate the #autocorrelation robust long-run and short-run estimates. This video can also help in making a quantile-on-quantile model with #control variables which is known as a #partial quantile-on-quantile model. The visualization of the adjustment #coefficient also helps in assessing when the overall model will be effective.
The codes are available here: https://econistics.com/estimating-quantile-on-quantile-using-qardl-model-for-nonstationary-variables-in-stata/
Title: STATA: plotting and interpreting quantile on quantile for Non-Stationary Variables
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در تاریخ 1402/05/16 منتشر شده
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