Загрузка страницы
Все видеоНовые видеоПопулярные видеоКатегории видео

Building a Vector Error Correction Model in R

This video goes through building a VECM model in R together with diagnostics, IRFs, and FEVD post estimation.

Created by Justin S. Eloriaga

Code and Dataset here:
https://drive.google.com/drive/folders/1U63OgZzcHBpCDaSEbwhf0OCTU4SmAvCW?usp=sharing

Video on Johansen Cointegration: https://www.youtube.com/watch?v=VjMLj7crVkw

Видео Building a Vector Error Correction Model in R канала Justin Eloriaga
Показать
Комментарии отсутствуют
Введите заголовок:

Введите адрес ссылки:

Введите адрес видео с YouTube:

Зарегистрируйтесь или войдите с
Информация о видео
13 августа 2020 г. 20:58:27
00:15:23
Justin Eloriaga
Теги
Правообладателям
Жалоба
Комментарии
Другие видео канала
Johansen Cointegration Test in RJohansen Cointegration Test in RLecture 5: VAR and VEC ModelsLecture 5: VAR and VEC ModelsCointegration - an introductionCointegration - an introductionGranger Causality, Impulse Response, Variance Decomposition, and Forecasting in VAR using RGranger Causality, Impulse Response, Variance Decomposition, and Forecasting in VAR using REconometrics - Vector Error Correction Model: Johansen TestEconometrics - Vector Error Correction Model: Johansen TestStructural Vector Autoregression in RStructural Vector Autoregression in RError correction model - part 1Error correction model - part 1How to run Vector Error Correction Model in R StudioHow to run Vector Error Correction Model in R StudioBuilding an ARDL Model in RBuilding an ARDL Model in RHOW TO DO VECTOR ERROR CORRECTION MODEL (VECM) EVIEWSHOW TO DO VECTOR ERROR CORRECTION MODEL (VECM) EVIEWSVAR Diagnostics in RVAR Diagnostics in RVECM Granger Causality test in EviewsVECM Granger Causality test in EviewsBuilding a VAR Model in RBuilding a VAR Model in RTesting for Non-Stationarity in RTesting for Non-Stationarity in Rco-integretion and Vector error correction Model VECM in R studioco-integretion and Vector error correction Model VECM in R studioModule 6: Session 1: Introduction to Cointegration and Error CorrectionModule 6: Session 1: Introduction to Cointegration and Error CorrectionJohansen Cointegration test in R StudioJohansen Cointegration test in R StudioIntegration, Cointegration, and StationarityIntegration, Cointegration, and StationarityVector Auto Regression : Time Series TalkVector Auto Regression : Time Series TalkCointegración y Modelos de Corrección de Error en RstudioCointegración y Modelos de Corrección de Error en Rstudio
Статистика портала
Яндекс.Метрика
© 2008-2024 «Информационно-развлекательный портал города Верхняя Салда»
| Карта портала | Реклама | Контакты | Сообщить об ошибке | Соглашения
salda.ws salda.ws@mail.ru
Сейчас на сайте: 512 Статистика портала