Estimating Panel Quantile ARDL with Cointegration in R for Non-Stationary Non-Normal & Outlier data

Описание к видео Estimating Panel Quantile ARDL with Cointegration in R for Non-Stationary Non-Normal & Outlier data

For the case of #paneldata with #non-normal and #non-stationary variables Panel #Quantile #Autoregressive #Distributed Lag Models are used. This video provide guidelines in estimating the Panel Quantile regression using #one-step #ECM method with #Dynamic #Fixed #Effect Specification corresponding to Panel ARDL Models.

This video has used a lag and difference generation method which may lead to wrong result on every first observation of each country following video will help in sorting this issue.
   • Learn how to Generate Lags and 1st Di...  

Комментарии

Информация по комментариям в разработке

Похожие видео