Co-integration analysis using R

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  • Опубликовано: 11 сен 2024
  • This video contains the following methods of cointegration analysis with R
    Engle and Granger Method
    Phillip Ouliaris Methos and
    Johansen Approach
    It also shows how to generate the short run dynamics using either VECM or VAR as the case may be.
    Last but not the least, it shed some lights on forecasting and impulse response charts

Комментарии • 2

  • @daudikabui7000
    @daudikabui7000 Год назад +1

    Thanks prof for making this helpful video. We would appreciate it if you add another video using ARDL approach. Thank you