Showing posts with label Eviews. Show all posts
Showing posts with label Eviews. Show all posts

Friday, 14 August 2015

Structural VAR using Eviews



TIME SERIES ECONOMETRICS WORKSHOP:
"Asymmetric Co-integration, NARDL and Structural VAR"
by Professor Mansor Ibrahim

Session 3: Structural VAR using Eviews

Types of VAR: Reduced Form (approximate) and Structural Form (based on theory)

This technique is strongly based on theoretical relationship between the variables.


Nonlinear ARDL using Eviews



TIME SERIES ECONOMETRICS WORKSHOP:
"Asymmetric Co-integration, NARDL and Structural VAR"
by Professor Mansor Ibrahim

Session 2: Nonlinear ARDL using Eviews

Asymmetric Co-integration using Eviews



TIME SERIES ECONOMETRICS WORKSHOP:
"Asymmetric Co-integration, NARDL and Structural VAR"
by Professor Mansor Ibrahim

Session 1: Asymmetric Co-integration using Eviews