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Estimating Dynamic Panel ARDL (MG, PMG, DFE) Models for STATA - Applied Econometrics with STATA

Noman Arshed

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Estimating Dynamic Panel ARDL (MG, PMG, DFE) Models for STATA - Applied Econometrics with STATA

40 641 просмотр · 6 лет назад
Noman Arshed
7,33 тыс. подписчиков
40 641 просмотр · 6 лет назад
#stata #statistics #Paneldata #econometrics #ARDL #analysis #estimate #dataanalysis #appliedeco #mg #pmg #dfe #panelardl Welcome to Our YouTube Channel, this channel will help you with your studies with the research and data analysis of your projects and many more. Today we Will learn "Estimating Panel ARDL (MG, PMG, DFE) Models in STATA - Applied Econometrics with STATA" When your panel data has years per cross-section of more than 20. Then the data becomes long panel data thus simple OLS (FE / RE) may not work. This tutorial provides an illustration of how to install xtpmg module and how to estimate three variants of the panel ARDL model which are pooled mean group (PMG), mean group (MG), and dynamic Fixed effect (DFE). And later on, compared the PMG and MG models using the Hausman test. There are two new videos on Panel ARDL in which the addition of new lags and sorting of the missing output issue has been done. Its updated version is available here    • Tutorial in updated version of XTPMG model...   Estimating this model in EViews -    • Estimating Panel ARDL (MG, PMG, and DFE) m...   Learn Asymmetric Effect Panel ARDL -    • STATA - Estimating Dynamic Panel Non-Linea...   Adjusting Lag Order in Panel ARDL -    • Estimating Panel ARDL (MG, PMG, DFE) Model...   You can also learn this model in R -    • R - Studio - Dynamic Panel Data Cointegrat...   Learn Quantile Panel ARDL -    • Making Outlier and Distribution Robust Est...   second Generation Panel ARDL model in STATA -    • 2nd Generation Panel Cross Section ARDL Mo...   Learn how to estimate it in EViews    • Estimating Panel ARDL (MG, PMG, and DFE) m...   Thank you for watching, don’t forget to subscribe the channel because many more videos. If you have any suggestions Let us know in the comments below hope you guys like and enjoy the video. Linkedin:   / noman-arshed-67ab5119   Facebook:   / the.noman   Twitter:   / post_econistics   instagram:   / econistics