Professor, thank you for such a great lecture. I was searching on the internet some elucidating explanation like yours and I finally found it. Thank you again!
If we used some other approach to assess if the series are stationary (ADF for example) and found this is not the case, do we still have to take the second step?
Sir I have run VECM residuals diagnostic but my model found non normal and hetroskedastic residuals but it solution for it I already taking my variable as natural log form. What can I do for this problems Pls rpy
Can you explain the duality between the number of cointegrating vectors and common trends? I know they are r vs. n-r relationship. But when the variable number n goes beyond 3, it's hard to interpret the intuition of the common trends vs cointegrating vectors.
Professor, can we also access the presentation files somehow? Regardless of your answer, thank you very much for your high quality of work and for your passion to teach.
Professor, thank you for clarifying this messy stuff in such a clear and brilliant exposition. Now, I know where to stop in tests and econometrics :)
Great exposition and clear explanation in a nice simple manner.
This is an explanation I was looking for!
Professor, thank you for such a great lecture. I was searching on the internet some elucidating explanation like yours and I finally found it. Thank you again!
Thank you! I am glad you find it helpful.
such a very straightforward explanation, thank you prof
Clear and objective. Congratulations! Thanks.
SALUTE sir . I cannot thank you more for making this mesmerising video that elucidates the conception of VECM ❤
Well explained, thank you!
If we used some other approach to assess if the series are stationary (ADF for example) and found this is not the case, do we still have to take the second step?
Sir I have run VECM residuals diagnostic but my model found non normal and hetroskedastic residuals but it solution for it
I already taking my variable as natural log form.
What can I do for this problems
Pls rpy
Can you explain the duality between the number of cointegrating vectors and common trends? I know they are r vs. n-r relationship. But when the variable number n goes beyond 3, it's hard to interpret the intuition of the common trends vs cointegrating vectors.
Awesome !!!!
thank youuu very good video
Thank you very much for the clear explanation. Can I know the reference of representation?
Professor, can we also access the presentation files somehow? Regardless of your answer, thank you very much for your high quality of work and for your passion to teach.
Thank you for your comments. I have now added a link to the notes in the video description
@@Hanomics Perfect! Thank you very much again.
What if one is I(0) and another I(1), what would the rank be?