STATA: plotting and interpreting quantile on quantile for Non-Stationary Variables
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11 ماه پیش
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#Estimating quantile
#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-qua...
Title: STATA: plotting and interpreting quantile on quantile for Non-Stationary Variables
◾◾◾◾◾Quantile ARDL Playlist ◾◾◾◾◾
Econometrics made easy with Stata (Co...
◾◾◾◾◾Learn Quantile ARDL◾◾◾◾◾
Making Outlier and Distribution Robus...
R Studio - Timeseries Quantile ARDL M...
Estimating Panel Quantile ARDL with C...
Estimating Time Series Robust / Quant...
Making Outlier and Distribution Robus...
Panel Outlier Robust / Quantile Regre...
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📢 Linkedin: LinkedIn: noman-ars..
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◾◾◾◾◾ 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
The codes are available here: https://econistics.com/estimating-qua...
Title: STATA: plotting and interpreting quantile on quantile for Non-Stationary Variables
◾◾◾◾◾Quantile ARDL Playlist ◾◾◾◾◾
Econometrics made easy with Stata (Co...
◾◾◾◾◾Learn Quantile ARDL◾◾◾◾◾
Making Outlier and Distribution Robus...
R Studio - Timeseries Quantile ARDL M...
Estimating Panel Quantile ARDL with C...
Estimating Time Series Robust / Quant...
Making Outlier and Distribution Robus...
Panel Outlier Robust / Quantile Regre...
◾◾◾◾◾ Let's Connect! ◾◾◾◾◾
📢 Whatsapp GroupChat: https://chat.whatsapp.com/GhHArwbYpyo...
📢 Linkedin: LinkedIn: noman-ars..
📢 Facebook: Facebook: The.Noman
📢 Twitter: Twitter: post_econistics
📢 Instagram: Instagram: 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
- #education
- #quantile_on_quantile_for_non_stationary_variables
- #estimating_partial_qantile_on_quantile_for_non_stationary_variables
- #ardl_model_quantile_on_quantile_for_non_stationary_variables
- #how_to_estimate_and_interpret_quantile_on_quantile_regression_model
- #stata_plotting_and_interpret_quantile_on_quantile
11 ماه پیش
در تاریخ 1402/05/15 منتشر شده
است.
790
بـار بازدید شده