R Studio - Timeseries Quantile ARDL Model for Non-stationary Non-normal Outlier based Variables

This tutorial describes the #timeseries #quantile regression for #non-normal and #non-stationary variables while considering the #autoregressive #distributed lag specification. Further there is tutorial for #normality test, calculation of #lags and quantile regression #plots.
The #shortrun and #longrun are plotted in this video

The codes are available at https://econistics.com/2020/06/chapte...
**NOTE: you can adapt the model for the case of panel data using appropriate method to generate lags
   • Learn how to Generate Lags and 1st Di...   **


In This Video You Will Learn About the:
"R Studio - Timeseries Quantile ARDL Model for Non-stationary Non-normal Outlier based Variables"

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