Johansen test of cointegration| Long run relation| VECM | Unrestricted VAR | STATA

In this tutorial, we dive into the Johansen test of cointegration using Stata. This test is essential for understanding the long-term relationships between non-stationary time series variables. We'll walk you through the steps to apply the test, interpret the results, and understand the significance of cointegrating equations. Whether you're conducting research or just exploring econometric methods, this video provides a clear and concise guide to mastering the Johansen cointegration test.
Johansen test of cointegration| Long run relation| VECM | Unrestricted VAR | STATA
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Autocorrelation
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Dummy variable
Model
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Auto regressive Distributed Lagged Model
VAR
Vector error correction model
ECM
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