Econometrics - Vector Error Correction Model: Johansen Test

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  • Опубліковано 11 гру 2024

КОМЕНТАРІ • 19

  • @ntokozopatrick2906
    @ntokozopatrick2906 8 місяців тому +1

    Great exposition and clear explanation in a nice simple manner.

  • @scakir9541
    @scakir9541 4 роки тому +4

    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 :)

  • @pedrocolangelo5844
    @pedrocolangelo5844 2 роки тому +1

    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!

    • @Hanomics
      @Hanomics  2 роки тому

      Thank you! I am glad you find it helpful.

  • @mustafizurrahman5699
    @mustafizurrahman5699 11 місяців тому

    SALUTE sir . I cannot thank you more for making this mesmerising video that elucidates the conception of VECM ❤

  • @allendaniel2748
    @allendaniel2748 4 роки тому +3

    This is an explanation I was looking for!

  • @paksunaryan9221
    @paksunaryan9221 3 роки тому +1

    such a very straightforward explanation, thank you prof

  • @heitorgabriel1996
    @heitorgabriel1996 3 роки тому +1

    Clear and objective. Congratulations! Thanks.

  • @geetanjali3436
    @geetanjali3436 3 роки тому +1

    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

  • @daviddocs2928
    @daviddocs2928 6 місяців тому

    Well explained, thank you!

  • @fatemerazmi8235
    @fatemerazmi8235 Рік тому

    Thank you very much for the clear explanation. Can I know the reference of representation?

  • @davidpinheiro5295
    @davidpinheiro5295 3 роки тому

    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?

  • @fssfang4757
    @fssfang4757 4 роки тому

    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.

  • @cemtekesin9033
    @cemtekesin9033 4 роки тому +2

    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.

    • @Hanomics
      @Hanomics  4 роки тому +2

      Thank you for your comments. I have now added a link to the notes in the video description

    • @cemtekesin9033
      @cemtekesin9033 4 роки тому

      @@Hanomics Perfect! Thank you very much again.

  • @davidpinheiro5295
    @davidpinheiro5295 3 роки тому

    What if one is I(0) and another I(1), what would the rank be?

  • @fernandaleiteperonpereira2837

    thank youuu very good video

  • @debaratiist
    @debaratiist 10 місяців тому

    Awesome !!!!