STATA: plotting and interpreting quantile on quantile for Non-Stationary Variables

Noman Arshed
Noman Arshed
926 بار بازدید - پارسال - #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 ◾◾◾◾◾Quantile ARDL Playlist ◾◾◾◾◾    • Econometrics made easy with Stata (Co...   ◾◾◾◾◾Learn Quantile ARDL◾◾◾◾◾ https://www.seevid.ir/fa/w/uThwAg4D-RM https://www.seevid.ir/fa/w/NXudlQZ2MQc https://www.seevid.ir/fa/w/klyPk74xus4 https://www.seevid.ir/fa/w/Mryya3cRvaA https://www.seevid.ir/fa/w/uThwAg4D-RM https://www.seevid.ir/fa/w/YYhNRFUqiWs ◾◾◾◾◾ Let's Connect! ◾◾◾◾◾ 📢 Whatsapp GroupChat: https://chat.whatsapp.com/GhHArwbYpyo... 📢 Linkedin: https://www.linkedin.com/in/noman-ars... 📢 Facebook: https://www.facebook.com/The.Noman 📢 Twitter: https://twitter.com/post_econistics 📢 Instagram: https://www.instagram.com/econistics ◾◾◾◾◾ Hashtags ◾◾◾◾◾ #stata #ardl #quantile #Basics #dataanalysis #regression #econometrics #statatutorial #introduction #interpret ##whatis #datascience #robust #estimate #statistics #interpret #timeseries #data #learn #quartile #longrun #economics #regression #shortrun #Plot #quantileonquantile #noman #arshed #Econistics #Test #autoregressive #Concepts #lag #nonstationary #models #estimate #QARDL #nonstationary #autocorrelation
پارسال در تاریخ 1402/05/16 منتشر شده است.
926 بـار بازدید شده
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