How to estimate a panel non-linear (Asymetry effects) ARDL model in stata

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  • Опубликовано: 9 сен 2024
  • #Non-linear PANEL ARDL model

Комментарии • 15

  • @quadriumarfaruq6675
    @quadriumarfaruq6675 2 года назад +1

    This is a great job Jo. Keep it up

  • @SagangaKapaya
    @SagangaKapaya Год назад +3

    Nice presentation, but also the same results for transforming the increase and decreases can be achieved by a much simpler code as follows, assuming 'x' is the variable of interest and 'dx' is its differenced variable, then the codes would be:
    gen dx = d.x
    gen x_pos = max(0, dx)
    gen x_neg = min(0, dx)
    drop dx
    otherwise the thanks for the presentation, I was looking for this presentation.

    • @princewillokwoche6845
      @princewillokwoche6845 9 месяцев назад

      Dear @SagangaKapaya, this seems like something. Can you provide an intuitive explanation of what this code is doing? I compared the generated variables with those of Joseph and got different values.

  • @princewillokwoche6845
    @princewillokwoche6845 9 месяцев назад

    Thanks for this video, Joseph. Very helpful. By the way, there seems to be a small mistake with the code for increases in the exchange rate. Assuming dexchr=0 to represent an increasing rate since "=0" has already been taken as part of decreasing. The correct code for an increasing rate would be dexchr>0.

  • @anniethu-haan2266
    @anniethu-haan2266 2 года назад +1

    Thank you so much for your perfect explanation. Could you please kindly share the coding? thank you!

    • @josephlanre
      @josephlanre  2 года назад +1

      Hi Annie. Please reach me via joecee001@gmail.com

  • @mohammedalnour318
    @mohammedalnour318 Год назад

    Thank you for this wonderful presentation. If I have more than one independent variable in a regression, does the some estimation strategy apply ?

  • @amritkantmishra6167
    @amritkantmishra6167 2 года назад

    Really very informative. I just wanted to know that if we want to see the country wise asymmetric effect then what would be the command.

  • @meenakshigautam9457
    @meenakshigautam9457 7 месяцев назад

    hi but when i am doing test exchratedecrease= excharateincrease it is showing no variable found

  • @michelliasantosa8478
    @michelliasantosa8478 2 года назад

    Great explanation! I would like to ask if the control variable is necessary. Can I exclude the control variable?

  • @michaeliawidjaja7791
    @michaeliawidjaja7791 2 года назад

    How can we calculate the coeffiecient of the long and short run asymmetry test?

  • @michaeliawidjaja7791
    @michaeliawidjaja7791 2 года назад

    How to show the coefficient/ tstatistic of the long and short run asymmetry test?

  • @alvenaanees2865
    @alvenaanees2865 2 года назад

    Sir kindly tell us how can we apply nardl granger casuality test on stata

  • @toqeerabbas6634
    @toqeerabbas6634 2 года назад

    Hello sir, how to interpret results of non liner pmg and MG in long run and short run, which one is best