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Chimere Iheonu
Приєднався 18 січ 2020
Panel Quantile Regression with Fixed Effects STATA
At 4:17-4:22 of the video. I meant to say still significant, not still positive.
Переглядів: 4 858
Відео
Panel Quantile Regression without Fixed Effects STATA
Переглядів 1,2 тис.Рік тому
Panel Quantile Regression without Fixed Effects STATA
Westerlund Panel Cointegration using STATA
Переглядів 3,3 тис.Рік тому
This is a panel cointegration test in the absence of cross-sectional dependence. The Westerlund command in the presence of cross-sectional dependence is xtwest.
Pedroni Panel Cointegration Test with STATA
Переглядів 3,6 тис.Рік тому
The Pedroni test requires that all the variables in the model must be stationary after first difference.
Panel Dynamic OLS, Fully Modified OLS and Canonical Correlation Regression Using STATA
Переглядів 4,5 тис.Рік тому
The panel DOLS, FMOLS and CCR are long run estimators in the absence of cross-sectional dependence.
Fixed Effect (FE) Model with Driscoll and Kraay Standard Errors STATA
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The FE Driscoll and Kraay Model accounts for Serial Correlation, Group Wise Heteroskedasticity and Cross-sectional Dependence.
Augmented Mean Group (AMG) and Common Correlated Effects Mean Group (CCEMG) Part Two STATA
Переглядів 1,1 тис.Рік тому
Augmented Mean Group (AMG) and Common Correlated Effects Mean Group (CCEMG) Part Two STATA
Augmented Mean Group (AMG) and Common Correlated Effect Mean Group (CCEMG) Part One STATA
Переглядів 2,6 тис.Рік тому
AMG and CCEMG Panel Data procedures are long run estimators that account for cross-sectional dependence.
Slope Homogeneity Test Panel Data STATA
Переглядів 3,1 тис.Рік тому
Slope Homogeneity Test Panel Data STATA
Two Stage Least Square 2SLS STATA
Переглядів 1,6 тис.Рік тому
The 2SLS aids researchers account for endogeneity
Panel CIPS Unit Root Test STATA
Переглядів 7 тис.Рік тому
This is a second generation panel unit root test that accounts for cross-sectional dependence.
Panel CADF Unit Root Test STATA
Переглядів 3,2 тис.Рік тому
The CADF panel unit root test is implemented in the presence of cross-sectional dependence. This is a second generation procedure.
Im, Pesaran and Shin (IPS) Unit Root Test Panel Data STATA
Переглядів 3,1 тис.Рік тому
The IPS test is employed to test for stationarity of the variables in a panel data in the absence of cross-sectional dependence. It is a first generation panel unit root test.
Cross Sectional Dependence Test of Pesaran, Friedman and Frees STATA
Переглядів 12 тис.Рік тому
Cross Sectional Dependence Test of Pesaran, Friedman and Frees STATA
this method is not applicable when the time period is small. in that case we have to use that jackknife correction. can you please tell how to use that?
Dear Chimere Iheonu, thanks so much for the video. I found it really intriguing and useful. Could I ask if you are familiar with Instrumental variable quantile regression panel data (IV-QRPD) in Stata? It would be very useful if you can do a video in STATA about IV quantile regression panel data
Thank you so much. I will make a video of this soon.
You have to check if your data meet the moments conditions before you apply this method.
Hi, my data spans from 1988-2022. I followed your steps for FE however this error message appears: "It is not possible to identify the conditional quantiles with T<3; the estimator is > valid only for large T" Any idea why this is? Any help will be much appreciated! Thank you
Hello, please did you xtset your data? If you did, you can share the code you used with me.
you have to use the jackknife correction when the time period is small
V good sir...please prepare a video on same methodology for daily data and 6 years
The procedure should be the same. However, in panel data, emphasis should be on the number of cross-sections and not the number of time period.
Very good
Thank you