VECM |Vector Error Correction Model | Econometrics | VECM explained | EViews скачать в хорошем качестве

VECM |Vector Error Correction Model | Econometrics | VECM explained | EViews

#eviews #econometrics #regression #forcasting #vector In this video lecture, we'll discuss the Vector Error Correction Model (VECM), which is a statistical model used to analyze the long-run equilibrium relationship between multiple time series variables. We'll start with an introduction to the concept of cointegration and how it relates to VECM modeling. Then, we'll cover the steps for building and estimating a VECM model, including how to test for the existence of a long-run relationship and how to interpret the results. We'll also discuss how to use VECM to forecast future values and analyze impulse responses. By the end of this video, you'll have a solid understanding of VECM modeling and be able to apply it to your own time series data. #Economics Explain, #Economics101, #EconomicsLecture, #EconomicsIntroduction, #Money, #Inflation, #InterestRate, #GDP, #GNP, #HDI, #NHDI, #Theories, #Supply, #Demand, #Market, #Equilibrium, #Development, #Unemployment, #LorenzCurve, #Gini, #GiniCoefficient, #Inequality, #Poverty, #IncomeInequality, #MPL, #HumanDevelopmentIndex, #DevelopmentEconomics, #Divergence, #Convergence, #Malthus, #Population, #EconomicGrowth, #EconomicDevelopment, #BrainDrain, #DevelopedCountries, #UnderDevelopedCountries, #Aid, #debt Testing, Hypothesis, #developmenteconomics #economics #microeconomics #macroeconomics #eviews #regressionanalysis Economics Explain, Economics 101, Economics lecture, Economics introduction, Money, Inflation, Interest rate, GDP, GNP, HDI, Cost, Theories, Supply, Demand, Market, Equilibrium, Regression, Analysis, Eviews, unitroot, Multicollenarity, Autocorellation Heterosadicity, ARDL, Autoregressivedistributedlagged    / watch   v=JQTSBoaB76c&list=PLbdmgcKJdt6PJOSyBybNA7gMWMSS_eIHj    • Macroeconomics Urdu lecture      • Microeconomics-English lectures      • Eviews (Econometrics)      • Macroeonomics      • Microeconomics Urdu Lectures      • Development Economics   Time series analysis Panel data analysis unit root test stationarity ADF test Regression Rsquare R-square Eviews E-views Multicollinearity Auto Autocorrelation Dummy Dummy variable Model Heteroscedastic serial correlation LM test BP test Null hypothesis Alternative Hypothesis Cointegration analysis Johansen ARDL atuoregressivedistriubtedlaggedmodel Auto regressive Distributed Lagged Model VAR Vector error correction model ECM Error correction model Error correction term Speed of adjustment level of significance unitroottest Impluseresponcefunction Impulse response function level first difference first-difference firstdifference GMM Generalised method of movement lag OLS ordinary least square ordinaryleastsquare VECM cross section cross sectional data IRF granger casualty test ARMA ARIMA second difference seconddifference ARCH GARCH Estimation Estimate data