R - Studio - Dynamic Panel Data Cointegration Models (PMG, DPMG, CCEMG) 1st and 2nd Generation
For the case of data having number of years more than 19, variables may show #non-stationary and #cross-sectional #dependence pattens in #panel #data. This video explores the #dynamic panel data for models for long #timeperiods like Pooled Mean Group #PMG, #Demeaned #Pooled #Mean #Group #DPMG and #Common #Correlated #Effects Mean Group #CCEMG models. The models like DPMG and CCEMG are suitable in the presence of cross sectional dependence and are known as #second #generation panel data models.
This video is R version of Stata video which is widely viewed - https://youtu.be/_t5R8CKI7aU
Видео R - Studio - Dynamic Panel Data Cointegration Models (PMG, DPMG, CCEMG) 1st and 2nd Generation канала Noman Arshed
This video is R version of Stata video which is widely viewed - https://youtu.be/_t5R8CKI7aU
Видео R - Studio - Dynamic Panel Data Cointegration Models (PMG, DPMG, CCEMG) 1st and 2nd Generation канала Noman Arshed
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