VAR model estimation | Short run | Granger Causality | Explained VAR | STATA
"In this video lecture, I provide a comprehensive guide on how to apply the Vector Autoregression (VAR) model using STATA. Learn the step-by-step process of setting up your VAR model, from data preparation and stationarity checks to selecting the optimal lag order and interpreting the results. Whether you're a beginner or an experienced researcher, this tutorial will help you effectively use VAR for multivariate time series analysis."
VAR model estimation | Short run | Granger Causality | Explained VAR | STATA
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Money,
Inflation,
Interest rate,
GDP,
GNP,
HDI,
Cost,
Theories,
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unitroot,
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unit root test
stationarity
ADF test
Regression
Rsquare
R-square
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Auto
Autocorrelation
Dummy
Dummy variable
Model
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serial correlation
LM test
BP test
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Johansen
ARDL
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Auto regressive Distributed Lagged Model
VAR
Vector error correction model
ECM
Error correction model
Error correction term
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Generalised method of movement
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cross sectional data
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data
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