Interpreting a Nonlinear ARDL Model 2023 - Quantile Based Thresholds MTNARDL Model

Estimating the coefficients having discontinuous distribution leads to utilization of regime change variables, previously Asymmetric Effects NARDL model used two regimes, one for positive growth and second for negative growth basing around zero. But in reality the thresholds could present at some other location of the data in such cases the Non linear ARDL model should allow multiple thresholds. This video explores the Multiple Thresholds Nonlinear ARDL (MTNARDL) model with 3 thresholds discussing the base paper along with it. Special thanks to the blog by https://www.blogger.com/profile/15396... to help in understanding the model.

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Interpreting a Nonlinear ARDL Model 2023 - Quantile Based Thresholds


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#regression #eviews #dataanalysis #tutorial #introduction #econometrics #interpret #estimate #tutorialforbeginners #measures #quantile #regressionanalysis #running #datavisualization #generating #timeseries #nonlinear #plots #model #datascience
#interpretation #econistics #datascience #Diagnostics #full #quantilewise #effects #model #pairwise #quantile #regression #Explaining #Quantile-on-Quantile #Regression #RStudio #learn #non #constant #slop #quantile #impacts #Interpreting a #Nonlinear #ARDL #Model #2023 #Quantile #Based #Thresholds #howto #estimate #NonLinearARDL #using #eviews #variable #multiple

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