Unit Root Tests, Cointegration and ECM/VECM in Eviews

Описание к видео Unit Root Tests, Cointegration and ECM/VECM in Eviews

This video provides some useful steps on how to perform the tests of unit root, cointegration and error correction modelling.

#regression #cointegration #unitroot #stationarity #nonstationarity #errorcorrectionmodel #vectorerrorcorrectionmodel #longrun #shortrun

Комментарии

Информация по комментариям в разработке