Econometrics Workshop: VAR, VECM and ARDL

[@gontortv]

Thank you for this explanation

[@anilraj9908]

varsoc command should be run for each variable used for testing the optimal lag or should it run for the model ?

[@smsm314]

Good morning, thank you very much
Please Sir, what is the exact formula of log of the likelihood "logl" for a VAR model?
thank you in advance

[@thebesthits240]

good job keep this work up and up like sky high

[@alexisnewton8602]

thanks for this video. But I would like to know which model I can perform when I have I(1),I(2),I(3)

[@mahmoudhachem4034]

In this case, u must throw ur laptop and burn ur house for this result😂😂😂😂😂

[@nadiaasghar8878]

Hi,
It was a good input from your side. I have few questions if u can guide me, please;
1. If all variables are stationary at level in a model of one dependent and 5 independent variables. One should use Multiple regression or VAR.
2. When we use VAR, any condition.
3. Can we use VAR instead of Multiple regression.
Hope you can guide me.

[@aneccenterforeconometricsr3698]

If you run an OLS model and its assumptions are not violated with the stationary variables, we can go with confidence. If the variables shows autocorrelation and endogeneity (most probable in time series data in OLS models due to trending and fluctuations in data and spuriosity), we can use VAR and check for causality.

[@faizanaz8149]

SIR, if dependent variable stationary at level while other variable are stationary at level should i use ARDL?

[@philipthompson8904]

no

[@waheedahmad1510]

i need video about panel ARDL and other diognestics tessts thanks anyone help me

[@daciovillarreal4742]

Kindly check this RUclips channel: ruclips.net/channel/UCK9hD254JKbCZ4Bf8Iz1s7g Hope this helps. Best regards.

[@VSP4591]

Interesting example but difficult to understand!!!!