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13:36
YouTube
CrunchEconometrix
(Stata13): VAR Estimation and Discussions #var #Johansen #lags #serialcorrelation #normality
How can you explain a vector autoregression (VAR) model? The word “autoregressive” indicates the presence of the lagged values of the dependent variable on the right-hand side of the equation. The word “vector” implies that the system contains a vector of two or more variables. A VAR model is constructed only if the variables are ...
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