SVAR Post-Estimation Tests in EViews: Serial Correlation and AR Roots
Umeh_richard Econometrics
SVAR Post-Estimation Tests in EViews: Serial Correlation and AR Roots
4:09
Structural VAR (SVAR) in EViews: Theory, Identification, and Interpretation
Umeh_richard Econometrics
Structural VAR (SVAR) in EViews: Theory, Identification, and Interpretation
14:43
VECM Post-Estimation Diagnostics: Serial Correlation Test and AR Roots Stability
Umeh_richard Econometrics
VECM Post-Estimation Diagnostics: Serial Correlation Test and AR Roots Stability
2:24
Vector Error Correction Model (VECM) Explained: Estimation and Interpretation
Umeh_richard Econometrics
Vector Error Correction Model (VECM) Explained: Estimation and Interpretation
5:44
Johansen Cointegration Test: Choosing Between VAR and VECM Models
Umeh_richard Econometrics
Johansen Cointegration Test: Choosing Between VAR and VECM Models
3:44
VAR Granger Causality Test and How to Interpret the Results
Umeh_richard Econometrics
VAR Granger Causality Test and How to Interpret the Results
8:40
Impulse Response, Historical Decomposition and Variance Decomposition in VAR Models
Umeh_richard Econometrics
Impulse Response, Historical Decomposition and Variance Decomposition in VAR Models
14:41
Correcting Serial Correlation and Ensuring Stability in a VAR Model (AR Roots Test)
Umeh_richard Econometrics
Correcting Serial Correlation and Ensuring Stability in a VAR Model (AR Roots Test)
5:38
VAR Tutorial: Choosing Optimal Lag Length and Estimating the VAR Model
Umeh_richard Econometrics
VAR Tutorial: Choosing Optimal Lag Length and Estimating the VAR Model
7:31
ARDL Tutorial: Solving Serial Correlation, Heteroskedasticity and Model Stability Issues
Umeh_richard Econometrics
ARDL Tutorial: Solving Serial Correlation, Heteroskedasticity and Model Stability Issues
5:39
ARDL Model and Bounds Test Explained: Step-by-Step Estimation and Interpretation
Umeh_richard Econometrics
ARDL Model and Bounds Test Explained: Step-by-Step Estimation and Interpretation
5:39
EViews Tutorial: Correcting OLS for Serial Correlation and Heteroskedasticity with Breaks
Umeh_richard Econometrics
EViews Tutorial: Correcting OLS for Serial Correlation and Heteroskedasticity with Breaks
10:59
EViews Tutorial: Data Import, OLS Regression, Actual vs Fitted & Residuals
Umeh_richard Econometrics
EViews Tutorial: Data Import, OLS Regression, Actual vs Fitted & Residuals
52:49
Visualizing Time Series in EViews: Line Graphs, Axis & Sample Periods
Umeh_richard Econometrics
Visualizing Time Series in EViews: Line Graphs, Axis & Sample Periods
13:53
ADF Unit Root Test in EViews | Step-by-Step Tutorial
Umeh_richard Econometrics
ADF Unit Root Test in EViews | Step-by-Step Tutorial
15:40
EViews, R, Stata and MATLAB Interface Tutorial for Beginners (Quick Software Tour)
Umeh_richard Econometrics
EViews, R, Stata and MATLAB Interface Tutorial for Beginners (Quick Software Tour)
5:31
How to Import Data into EViews: Step-by-Step Tutorial
Umeh_richard Econometrics
How to Import Data into EViews: Step-by-Step Tutorial
7:43
Descriptive Statistics in Eviews: A Simple Step-by-Step Tutorial
Umeh_richard Econometrics
Descriptive Statistics in Eviews: A Simple Step-by-Step Tutorial
1:53