NARDL Bounds Test - 4of5 (Asymmetry Tests)

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Pat Obi

Pat Obi

Күн бұрын

This video describes the process for formulating and interpreting the long-run and short-run asymmetry tests in the Wald Test framework. Please refer to and cite my published work at www.mdpi.com/1....

Пікірлер: 18
@rvm50
@rvm50 3 жыл бұрын
Thank you so much for the excellent work. I have a question to ask you, in the conclusions of the short-term asymmetric test you say that "the positive impact of LADR_NEG on LOR is significantly greater than the positive impact of LADR_POS , as the t-stat of -4.86 indicates". could you tell me how you got to this conclusion?.
@JoojoAkyeamfo
@JoojoAkyeamfo 2 жыл бұрын
Thank you, Prof for the presentation. It is so useful. I do have a question. LGDP-POS was 30.578 and the p-value was 0.002. With this, we can tell that it is significant. Why do we have to go on to do the computations you are doing in this video? How different is that from the p-value in the table?
@micah_rosenberg
@micah_rosenberg 2 жыл бұрын
Hi Pati, many thanks for the video. A great refresh for me! Just a quick question, if the coefficients (Pos vs Neg for a regressor) in the conditional ECM are insignificant, can we still use a Wald test to say that there is an asymmetry in response to + vs - ? (What if we find that the Wald test indeed says the difference is significant! Although both the Pos vs Neg coefficients are insignificant). Thank you
@michelliasantosa8478
@michelliasantosa8478 2 жыл бұрын
Thank you for the explanation. I have a question, I've tried this NARDL model on eviews 10 using panel data. But, it turns out to show a different output layout when I click the "make NARDL" add-ins. Moreover, I can't find the Long Run Form and Bound Test menu on the coefficient diagnostic list. Is it because the data is panel?
@yaokouwonou795
@yaokouwonou795 2 жыл бұрын
Hi Sir, is there yet a way to perform panel data nonlinear ardl model using eviews? Thank you for the great work
@ameliasalsabila6253
@ameliasalsabila6253 2 жыл бұрын
I want to ask. If there are only negative variables in the short-term ECM regression, while the positive variables do not appear, does that indicate the absence of asymmetry in the short term?
@SHANYUPIAO-jf5ok
@SHANYUPIAO-jf5ok 2 жыл бұрын
I would also like to know, and how to solve the problem of not having a short-term wald test
@chandnirana369
@chandnirana369 2 жыл бұрын
Thank you so much sir 🙏
@ahmedelrefaaiemam1895
@ahmedelrefaaiemam1895 2 жыл бұрын
Where the presentation prof?
@haripaudel2615
@haripaudel2615 4 жыл бұрын
Pls add video on logistic smooth transition autoregrasive model ...espionza taravistra
@ranaijaz6584
@ranaijaz6584 4 жыл бұрын
Can you please send me your all ppts related to ARLD and NARLD mail.. ranaijaz232@yahoo.com Thank you
@maxweber2253
@maxweber2253 4 жыл бұрын
Sir can u share this PPT? This will be very useful for me.
@angeleren8393
@angeleren8393 4 жыл бұрын
Sir, what if wald test result showed symmetry? Is it still non linear or linear?
@PatObi
@PatObi 4 жыл бұрын
Linear
@troyzan1608
@troyzan1608 2 жыл бұрын
@@PatObi kindly do a video on how to install NARDL add-ins. Thanks very much.
@ameliasalsabila6253
@ameliasalsabila6253 2 жыл бұрын
I want to ask. If there are only negative variables in the short-term ECM regression, while the positive variables do not appear, does that indicate the absence of asymmetry in the short term? Thank you
@SHANYUPIAO-jf5ok
@SHANYUPIAO-jf5ok 2 жыл бұрын
Did you solve this problem, please?
@ameliasalsabila6253
@ameliasalsabila6253 2 жыл бұрын
Didn't yet
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