Econometrics - Estimating VAR model in R

[@thejakumari7587]

This was very very helpful for my research. Thanks a lot! 🥰

[@Creatinous]

Very well explained and massively helpful. Thanks a lot!

[@ignacioandresfernandezspul2812]

Really useful and informative vifdeo. Thank you very much!!

[@lucasgoncalves7331]

What a great tutorial! Thank you very much!

[@oscarlu9919]

Thank for the explanation, very informative. However, could you also introduce something about VAR estimation using rolling window, it will be really helpful for me.

[@Philantrope]

Great tutorial. Thank you!!

[@Hanomics]

Thank you!

[@futurdatascientist3851]

Very well explanation ,continue

[@Joker-No-Commentary]

wow i just finished my essay in one hour THANKS!

[@kvafsu225]

Very very useful. Thank you.

[@Hanomics]

Glad it was helpful!

[@luqmanabubakari4302]

Very concise but exhaustive presentation

[@pitchas8261]

Thank you so much!

[@liliansinyangwe9661]

Very useful videos!

[@danteremagit9996]

Can you please share the link to the video where you simulated your data?

[@fisheralfred6683]

Thanks professor

[@fvc1612]

Nice video. Plz a video of VECM estimation

[@renzo52764]

Thank a lot for the brilliant tutorial! I have a query. When I try to plot the irf, it shows me 2 graphs, together as sharing the X-axis, instead of an unique graph. Can you help me please?

[@florinaliu5489]

fantastic explanation , thank you

[@misshannah119]

hi, thank you ! When i fit a var model with more than two variables how can i test granger casuality between any two

[@blackangelofthedead]

I have the same question

[@mohamedhame5187]

شكرا دكتور هاني
if i want to run VAR my data must be stationary at level or should be at the same order

[@Hanomics]

If the series are not stationary, you could first test for cointegration and estimate a vector error correction model if series were cointegrated. Otherwise, you may estimate a VAR model on data integrated of first-order i.e., I(1) after taking the first difference to make it stationary.

[@hodaelabbadi970]

Thank you for all these super helpful videos. Would you please guide on how to do a presentation using LaTex? Thanks a lot

[@raulgodinez3638]

amazing bro, thanks you so much!

[@Hanomics]

You are welcome!

[@almontheralmonther9712]

جزاك الله كل خير

[@Hanomics]

جزانا واياكم

[@cl3761]

thank you, it helps!

[@fritzalva6642]

Is there a way to specify the sign of the shock? I don't mean to sign restriction, i just want to specify, for example, the response of x1 variable to a negative shock of x2 variable.

[@OneGynFitness]

Thank you.

[@yashpandey5484]

Hey sir
Will you please tell me that weather I use var model when I have more than 2 variables ??

[@hamazonegirlonfire7800]

thanks for all

[@Hanomics]

Most welcome

[@chandankumargautam8039]

Any video for SVAR

[@mattiasrodrigogallegosnovo5070]

Can we estimate a transitory and permanent shock of any variable to the others? How?

[@Suwaniify]

Thank you!!

[@ronaldbaronirojasguerrero7831]

Could do you do SVAR example ????, thanks

[@borknagarpopinga4089]

That'd be great

[@chandankumargautam8039]

Thanks You

[@yaichewarda1229]

Please you have. VaR with lambda distribution

[@rimmeriem5883]

slm Sir, do you have a video about 'Midas -ardl' in R thank you

[@michaelhu8545]

it would be better to add residual serial correlation in the test

[@The_Mindful_Scholar]

plz do for CaviaR model

[@ciroweinstein8627]

vector autoregressive (VAR)...owwwww I thought you meant Value at Risk VaR

[@nevergiveupallahwithyou9646]

Please sir provide us data

[@billfrug]

y2 is the same as y1 should be y$y2

[@OpenMicDropNight]

Please call it "V", "A", "R".