VECM | Vector Error correction model | Long run | Short Run | Residuals | STATA
In this video, you'll learn how to apply and interpret the Vector Error Correction Model (VECM) in STATA. I guide you through the step-by-step process, from setting up your data to interpreting the key outputs of the model, including the long-run equilibrium relationships and short-term dynamics. Perfect for those looking to deepen their understanding of time series econometrics in STATA.
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VECM | Vector Error correction model | Long run | Short Run | Residuals | STATA
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Economics 101,
Economics lecture,
Economics introduction,
Money,
Inflation,
Interest rate,
GDP,
GNP,
HDI,
Cost,
Theories,
Supply,
Demand,
Market,
Equilibrium,
Regression,
Analysis,
Eviews,
unitroot,
Multicollenarity,
Autocorellation
Heterosadicity,
ARDL,
Autoregressivedistributedlagged
Cointegration,
Time series analysis
Panel data analysis
unit root test
stationarity
ADF test
Regression
Rsquare
R-square
Eviews
E-views
Multicollinearity
Auto
Autocorrelation
Dummy
Dummy variable
Model
Heteroscedastic
serial correlation
LM test
BP test
Null hypothesis
Alternative Hypothesis
Cointegration analysis
Johansen
ARDL
atuoregressivedistriubtedlaggedmodel
Auto regressive Distributed Lagged Model
VAR
Vector error correction model
ECM
Error correction model
Error correction term
Speed of adjustment
level of significance
unitroottest
Impluseresponcefunction
Impulse response function
level
first difference
first-difference
firstdifference
GMM
Generalised method of movement
lag
OLS
ordinary least square
ordinaryleastsquare
VECM
cross section
cross sectional data
IRF
granger casualty test
ARMA
ARIMA
second difference
seconddifference
ARCH
GARCH
Estimation
Estimate
data
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