Threshold Analysis: Stata Specifics (xthenreg Syntax)
ฝัง
- เผยแพร่เมื่อ 7 ก.พ. 2025
- Re-Introducing CrunchEconometrix-Teachable P.E.R.B.A. School
cruncheconomet...
As at today (28/07/2021), 47 videos are published in the School (with more videos to be uploaded in due course). Specifically, videos on threshold analysis (static, dynamic, time series and panel data) using Stata and EViews will be uploaded in the next coming days.
A one-time payment of USD200.00* (two hundred US dollars only) allows you access to ALL tutorial videos in addition to datasets, Stata dofiles, pdf files (not all) on lecture materials, articles, references, links to other sites etc. Tutorial videos will initially be done using Stata, EViews and as time permits extends to using SPSS and the R software.
Subject to terms and conditions and limited to paid enrolments, CrunchEconometrix P.E.R.B.A. comes with added perks and benefits:
• Personalised professional guide
• Insights on data mining
• Access to some classified Stata dofiles,
• Collaborative research (restricted to experienced researchers with evidence on high-impact publications in Scopus-indexed Journals).
So, come on-board and let’s crunch together.
Hoping to have you and your network for the long haul.
Thanks and God bless.
Bosede Ngozi ADELEYE, PhD
Creator and Tutor, CrunchEconometrix
Facilitator, CrunchEconometrix P.E.R.B.A.
*Note: Depending on your country, VAT may be applied on your purchase at checkout.
CrunchEconometrix videos should be supported by relevant readings from econometrics textbooks, journal articles and other resources to properly harness the simplicity of the video tutorials.
Good evening ma. As a novice in econometrics, I've watched your videos on ARCH models and they were very simple to understand. Thank you for explaining in very simple terms 🤗.
Thanks for the encouraging feedback, Ijeoma. Deeply appreciated!
we are waiting for a data application to fully understand the approach. thank you for the effort you provide
Hi Aiboud, this is available when you enrol on Teachable cruncheconometrix.teachable.com
You always come to my rescue..Thanku
Thanks!
Dear Ma'am,
Thank you for the explanation.
I am currently working with this model and i just wanted to know if the model already takes into account year and country fixed effects or not. If not how can I include them. Also how do i make the s.e robust as neither robust or vce work with it.
Detailed videos on this technique is on my Teachable paid platform cruncheconometrix.teachable.com
Thanks Dr.
I learnt alot from this.
Glad to hear that, Jo...thanks!
Thanks for this Dr.
Your videos are of great help. Thank you for sharing. Could you please tell whether we can get thresholds in a cross-section data with tobit model? Also, please share any material you have.
Hi Shila, thanks for the positive feedback. But I have no idea about the approach mentioned. You may want to check out other online resources. Thanks.
This is very interesting. I am familiar with Hansen sample splitting and threshold analysis. Wanted to know more about Seo at al. Thanks for the video
Hi Horvey, thanks for the positive feedback. You can join me on Teachable platform cruncheconometrix.teachable.com to watch 12 easy-to-understand videos on threshold analysis in Stata and EViews covering time series, panel data, static and dynamic thresholds.
Mam very nice and interesting
Thank you Dr for this explanation. A stata demonstration will do more.
Practical hands-on examples are available on my Teachable platform cruncheconometrix.teachable.com
Hello. Please how can I cary-out a J-test after estimating with the GMM threshold model?
No idea about the J-test. You may want to check out other online resources.
It was very useful; however, I was expecting an empirical demonstration of the command in Stata and explain the threshold output. Thank you.
Hi Mr. Kamrul, you will have access to those on my CrunchEconometrix-Teachable platform.
@@CrunchEconometrix Thank you so much. You have been a great source of knowledge.
Thanks for the positive and encouraging feedback, Kamrul...appreciated!
Good Evening Dr Adeleye. Thank you so much for your videos - they are always so insightful. Please I would like to ask a question regarding the kind of panel data this regression can be applied on - can it be used when T is greater than N? I look forward to your kind response. Kind regards, Angie
Yes, Angie.
@@CrunchEconometrix Dear Dr Adeleye, thank you so very much for your kind response. Kind regards, Angie.
Hi
Can you give us example about Uncertainty Analysis to forecasting in the financial market. Using Stata or EViews
Hi Salah, I have no idea about the technique. Never heard of it.
How to obtain the postestimation result of xthenreg Syntax like sargan test and ar(1) and ar(2) test ?
I have detailed videos on threshold analysis on my Teachable paid platform cruncheconometrix.teachable.com. A one-off payment of $200 grants access to all videos published in the School. Best regards.
Can you please do a simulation of Threshold conintegration on Eviews. Thank you
Doha, hands-on application of threshold regression in Stata and EViews are published on my Teachable paid platform cruncheconometrix.teachable.com. A one-off fee of $200 gives you access to all videos published in the School.
Dear Maam, If the threshold variable (q) is endogenous how to deal with the command , can we put
xthenreg Y Q X1, endogenous(Q X2) inst( ,,,,) and in that case how can the program know which instrument belongs to which variable?
Hi fairouz, join me on Teachable platform cruncheconometrix.teachable.com to watch 12 easy-to-understand videos on threshold analysis in Stata and EViews covering time series, panel data, static and dynamic thresholds.
Hello, ma,
Your videos have been very helpful. i am currently trying to use stata to do a dynamic panel threshold analysis but I have unable to get the command right. i would appreciate if you could post a video of how to do and enter each of the commands on stata for a dynamic panel threshold analysis.
Hi Priscilla, thanks for the encouraging feedback. Videos on threshold analysis as explained in this clip are available on my Teachable platform https;//cruncheconometrix.teachable.com. You will need to enrol to watch them in addition to other videos published in the school. Thanks.
Please, would you give an empiraical example?
Hi Ruth, 12 videos on threshold analysis using Stata and EViews are available on my Teachable platform. Enrol cruncheconometrix.teachable.com and join us there.
Dear Dr.,
I read one of the papers u recommend (10.1002/mde.3262). The paper is very interesting. I can't divide the regimes to lower and upper regimes. and don't know as well how to run the post estimation codes.
Dear Dr., can you drop me the STATA codes for deciding the results into a low and high regimes and the codes for Post-estimation tests?
Thanks
Gabriel, videos on threshold analysis are available on my Teachable platform cruncheconometrix.teachable.com
It is my first time to estimate the threshold autoregression model called TAR model. How to test the seuil existence?
Hi Fabrice, join me on Teachable platform cruncheconometrix.teachable.com to watch 12 easy-to-understand videos on threshold analysis in Stata and EViews covering time series, panel data, static and dynamic thresholds.
Thank you very much
can you add example using stata plz
Practical examples are provided on my Teachable platform cruncheconometrix.teachable.com
sir please run this code in stata and also sir please tell about the codes of 2 regime threshold panel regression.
Hi Abdullahi, join me on Teachable platform cruncheconometrix.teachable.com to watch 12 easy-to-understand videos on threshold analysis in Stata and EViews covering time series, panel data, static and dynamic thresholds.
we are waiting for threshold regression using financial data in EVIEWS
Hi Manu, threshold regression videos in EViews and Stata have been uploaded to my Teachable platform cruncheconometrix.teachable.com since July 2021. You can use both economic and financial data to engage your analysis.
@@CrunchEconometrix perfect :)
Maam can you explan tar ,star and estar model tooo
Hi Asma, thanks for the suggestion. Noted.
I have published paper with Panel threshold regression
Glad to hear, Perhiar!
please give empirical examples
Hi Kanchan, detailed hands-on practical examples are provided on my Teachable platform cruncheconometrix.teachable.com
And eviews results of these models with interpretation
Hi Asma, they are available on my CrunchEconometrix-Teachable platform.
How i access that one
Enrol with USD200 to access all videos published in the School.