This tutorial will guide in selecting appropriate specification in unit root tests, interpretation of unit root tests (ADF and Unit root with structural break), estimating #VAR model, #lag #selection #criterion, #exogenous #variables, #cointegration #test specification determination, #normalized coefficients, Long run and short run coefficients, post regression diagnostics of #autocorrelation, #heteroskedasticity, #normality, #stability tests, Short run causality, Impulse response function and variance #decomposition.
- Күн бұрын
Eviews - 9 - Johanson VECM Model Estimation and Diagnostics
- Рет қаралды 10,136
Пікірлер: 27