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Stata Tutorial: Vector Auto-Regression in Stata

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Stata Tutorial: Vector Auto-Regression in Stata

30,959 views November 15, 2019 16:13

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ChannelMike Jonas Econometrics

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Stata commands used to specify and estimate a Vector Auto-regression model and generate Impulse Response Functions given a specific Cholesky Ordering.

About this tutorial

Mike Jonas Econometrics published this 16:13 video tutorial on November 15, 2019. It has been watched 30,959 times on YouTube.

Category
Education
Duration
16:13
Published
November 15, 2019
Views
30,959
Likes
301

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