Practical on setting up a VECM
In this session we will be covering VAR models, Cholesky Decomposition and Impulse Response Functions.
For attribution, please cite this work as
Katzke (2019, May 7). Time-Series Econometrics: Practical 2: VAR Modelling. Retrieved from https://www.ts.nfkatzke.com/posts/2019-05-07-practical-2-var-modelling/
BibTeX citation
@misc{katzke2019practical,
author = {Katzke, N.F.},
title = {Time-Series Econometrics: Practical 2: VAR Modelling},
url = {https://www.ts.nfkatzke.com/posts/2019-05-07-practical-2-var-modelling/},
year = {2019}
}