Cross-Sectionally Augmented Auto Regressive Distributed Lagged Model (CS-ARDL) Stata 17

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This video explains the concept of Cross-Sectionally Augmented Auto Regressive Distributed Lagged Model (CS-ARDL). It is attributed to Dr Chudik and Hashim Pesaran. It is Econometrics help and Econometrics homework for those who want to apply this tool. Contemporary aspects of Panel data like Correlation effects, Slope Heterogeneity/Homogenetiy and cross-sectional dependence are addressed in it. This takes an example from empirical literature. Finally it conducts the CS-ARDL on STATA 17.

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#DBM #Drbilalmehmood #economania #CSARDL #stata #Stata5500 #statalogisticregression #drchudik #pesaran #correlationeffects #econometricshelp #econometricspython #statavsspss #econometricshomework #crossSectionalDependence
Regards,
DBM,
  1. Dr Bilal Mehmood
  2. Dr Bilal Mehmood
  3. econometrics
  4. BS Economics
  5. heterogeneous panels
  6. cross-sectional dependence test
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Комментарии
Автор

Thank you so much for this. Was stuck carrying out an analysis, and your video was really helpful and ive made significant progress.

hassanaumar
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Thank you for taking us through this analysis. However, can you also take us through video on the linear and non linear analysis you used in your study. Thank you

yemisiadeleke
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It would be great if you could provide an example of the analysis in the article you showed. Thanks lot.

demir
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Please, do you have more videos on CS-ARDL? Please make more videos on it. thanks

danielkrupah
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The pvalue of the CD test is significant. What does it mean ?

kingsleygyan
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Sir how to solve if the results are not significant? I have tried with or without log of both dependent and independent variables but my results are not significant

m.dawoodasri
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Dear Sir, i am only getting long run cofficients. Please tell me the problem.

goharzafar
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Aoa sir i am following your paper n work regarding cs-ardl and putting the same commands with my variables but it is not working. Stata shows different errors what would be the reason?

yasmeensarwarabbasi
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Thank you for posting this video. There aren't many resources on CS-ARDL since it's such a new estimation technique, so this was really useful. One question: how do you decide what value should cr_lags take? In your analysis you went with 0, why?

anamanu
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Sir, thank you for your efforts. Very helpful.
I want to ask some questions. I will be very grateful.
1- slopes have to be homogeneous or heterogeneous?
2- As the name of the model Augmented CSARDL, does dependent variable can be I(0), or it has to be I(1)?
Thank you again.

ugurarslan
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Sir panel dat stata 15.1 analysis needed vedio

muhammadasifiqbal