Econometrics II: Vector Autoregressive Model (VAR)
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YouTubeGerminal G. Van
Econometrics II: Vector Autoregressive Model (VAR)
This tutorial is about the Vector Autoregressive Model (VAR). It starts with a review of multivariate regression analysis before moving into the VAR part. The reason why this tutorial starts with the multivariate regression analysis rather than the VAR is that the VAR is a multivariate type of regression analysis that is strictly designed for ...
21.4K viewsMar 24, 2021
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