(Stata13): Perform Panel ARDL Estimations (Steps 1 to 4)
Автор: CrunchEconometrix
Загружено: 2018-08-06
Просмотров: 58831
This video tutorial covers steps 1 to 4. (1) specify the re-parameterised ARDL- error correction model; (2) describe the data to show and explain the characteristics of each variable in the model and if possible as they relate to each group to engage a comparative analysis; (3) perform correlation analysis to show that the regressors do not have perfect or exact linear representations of one another (avoid multicollinearity); (4) perform unit root tests (URTs) to ascertain that no variable is integrated of order 2. Perform 1st and/or 2nd generation URTs. Using Stata13, this video shows you how to estimate a panel ARDL model. The link to the Stata dofile is on my website. Endeavour to have a Google account for easy accessibility.
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