Noman Arshed

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440 videos

Noman Arshed's YouTube platform provides discussions on economics, #econometrics, research methods and data analysis using #video #tutorials under the websit...

Latest Videos

Benchmarking the Regression Slope Coefficients - Defending Regression results using Contexts

Balancing the Unbalanced Panel Data in Stata by Independently Selecting Cross-Section or Year Counts

Estimating FGLS model for Large N and Small T in Stata using XTGLS2

Panel Polynomial Regressions in Stata using XTPCMG

Nomograph Nomolog Plots for Least Square Regression Models in Stata included in REGPROJECT

Estimating CupFM, CupBC and BaiFM Panel Data Models under cross sectional dependence in Stata.

XTBREAKMODEL A Stata program for identifying multiple structural breaks in the panel data.

XTPQCS model to estimate quantile regressions under cross sectional dependence

Integrating Endogeneity and Cross-sectional Dependence in XTIVREG2 and XTCCE models

Plotting Quadratic Moderating Effects using Regression Coefficients in Stata

My Slope Coefficients are Too Big and Too Small - Use COEFCONV program in Stata

regproject Visualising Regression Projections in Stata (cross-section, panel & time series)

Bootstrap Panel Cointegration Test Westerlund Edgerton 2007 in Stata

How to Get Country-Specific Effects from Quantile Regression in Stata

Multiple Matching Scores Based Models to Establish Robustness in Stata

Family of Timeseries ARDL models in Stata - Basic, Fourier, Bootstrap, Asymmetric, Quantile & Hybrid

Second Gen Panel Cointegration test with multiple breaks in Stata

Estimating Second Gen. Panel Cointegration Test with Breaks in Stata

Testing for Cross Sectional Dependence across Quantiles in Stata

Slope Homogeneity Tests across Quantiles in Panel Data

Performing Timeseries Causality tests - Toda-Yamamoto, Fourier, and Quantile Variants in Stata

Timeseries Modelling Estimating Rolling Window ADF, ARDL and Granger Causality Tests in STATA

Estimating Johanson VECM model for mixed order time series data in Python

Estimating Simple Difference in Differences DiD Regression in Stata

Advanced Time Series - Fourier Based Cointegration and Multiple Threshold Nonlinear ARDL in Stata

Performing General to Specific Tests for Structural Break Detection in Panel Data using STATA

Handling Periodic Seasonal Cyclic high frequency time series data using Fourier Quantile ARDL

Performing Fourier Toda Yamamoto and Quantile Causality Tests in Panel Data

'Bend it like Beckham' Modelling - You can confirm nonlinear hypothesis using TPTEST in Stata.

Estimating Panel Quantile Unit Root Tests with breaks across cross sections in Stata