Learn R Programming

xtpqardl (version 1.0.1)

pqardl_sample: Simulated Panel Data for PQARDL Estimation

Description

A simulated panel dataset for demonstrating Panel Quantile ARDL estimation. Contains 10 countries observed over 30 years with variables suitable for error correction modeling.

Usage

pqardl_sample

Arguments

Format

A data frame with 300 rows and 9 variables:

country

Factor indicating the panel unit (10 countries)

year

Integer year variable (1990-2019)

y

Dependent variable in levels (e.g., GDP per capita)

x1

First explanatory variable in levels (e.g., investment)

x2

Second explanatory variable in levels (e.g., trade openness)

L_y

Lagged dependent variable (y at t-1)

d_y

First difference of y

d_x1

First difference of x1

d_x2

First difference of x2

Details

The data are simulated from a panel error correction model with heterogeneous adjustment speeds across countries. The true long-run relationship is:

$$y_{it} = \beta_1 x_{1,it} + \beta_2 x_{2,it} + \mu_i + \varepsilon_{it}$$

with error correction dynamics:

$$\Delta y_{it} = \rho_i (y_{i,t-1} - \beta_1 x_{1,i,t-1} - \beta_2 x_{2,i,t-1}) + \gamma_1 \Delta x_{1,it} + \gamma_2 \Delta x_{2,it} + u_{it}$$

where \(\rho_i \sim U(-0.6, -0.2)\) varies by panel.

Examples

Run this code
data(pqardl_sample)
head(pqardl_sample)

# Check panel structure
table(pqardl_sample$country)

Run the code above in your browser using DataLab