Learn Timeseries Quantile ARDL for Non-Normal, Non-Stationary and Outlier Variables in EViews

Описание к видео Learn Timeseries Quantile ARDL for Non-Normal, Non-Stationary and Outlier Variables in EViews

In #timeseries data #ARDL model is used when the variables are expected to have mixed order of #integration as a result of #unitroot tests. Further if the variables are #non-normal or have #outliers, it will make standard #OLS based estimates #redundant. In this video we learn how to #estimate #quantile ARDL in #eviews using #two-step #ECM model. Further it includes some #diagnostics tests and the #quantileplots of the #coefficients.

Комментарии

Информация по комментариям в разработке

Похожие видео