Lecture 5: VAR and VEC Models
1:35:03
Lecture 6: Modelling Volatility and Economic Forecasting
1:35:01
2008 Methods Lecture, James Stock, "Recent Developments in Structural VAR Modeling"
28:34
Cointegration - Engle and Granger method in EViews
55:15
Econometrics - Estimating VAR model in R
14:57
How to estimate and interpret VAR models in Eviews - Vector Autoregression model
1:34:58
1st Lecture Introduction to Advanced Macroeconomic Analysis
27:46
13. Vector Error Correction Model (VECM) using EViews || Dr. Dhaval Maheta
2:01:36