Econistics Research and Consulting | Chapter 3 – Quantile ARDL Model in R
Econometrics, Data Science, Research Methods, Statistics, STATA, R,
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Chapter 3 – Quantile ARDL Model in R

21 Jun Chapter 3 – Quantile ARDL Model in R

Quantile regression is used when the variables are not normal and there appropriate transformations are not feasible. Consider a case of a variable which can have negative values and zeros so taking a log will not help in making data normal. Following tutorial will guide you how to estimate quantile regression for non stationary variables.

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