Lecture 5: VAR and VEC Models
1:35:03
Lecture 6: Modelling Volatility and Economic Forecasting
55:15
Econometrics - Estimating VAR model in R
28:34
Cointegration - Engle and Granger method in EViews
18:15
Econometrics - VAR model (construction)
15:22
Building a Vector Error Correction Model in R
45:56
Econometrics II: Vector Autoregressive Model (VAR)
27:46
13. Vector Error Correction Model (VECM) using EViews || Dr. Dhaval Maheta
7:50