Econometrics II: Vector Autoregressive Model (VAR)

This tutorial is about the Vector Autoregressive Model (VAR). It starts with a review of multivariate regression analysis before moving into the VAR part. The reason why this tutorial starts with the multivariate regression analysis rather than the VAR is that the VAR is a multivariate type of regression analysis that is strictly designed for time-series data. Hence the VAR model is designed and structured after the multivariate regression. Moreover, this tutorial introduces the VAR model with VAR (1), then more advanced methods are performed throughout. After watching this tutorial, the learner should be able to understand how the VAR works and how to use it.

[@julianandressalazar5755]

This is so fun. Greetings from Colombia!

[@ealmeidadiogo]

Wow I have had PhD level classes about this, but only with your video it finally clicked. Thanks for explaining this to us 🙏🏻

[@gabrjork]

You are such a good teacher! I've been trying to learn VAR for a couple weeks and just now could understand the logic behind it. Thanks for the video!

[@ksrajavel]

VAR(1), VAR(2) & VAR(3) explained gradually but clearly!

[@carolineogbonne2360]

I think you are born teacher. I can't stop watching your videos. Keep it up and remain blessed.

[@Alex-im4zi]

You are such a valuable intelectual, underrated researcher, philosopher, writer, person.
Keep it up please!
Biggest of admiration from Spain.

[@germinalgvan]

Much appreciated it 🙏🏾 means a lot 🙏🏾🙏🏾

[@narayannayak9177]

Thank you for your lucid way of teaching.

[@Ly_Nguyen]

Thank you very much for such a helpful lecture! You explain even more clearly and easy to understand than those on Google! Looking forward to more videos from you!

[@germinalgvan]

Thank you so much! I much appreciate it.

[@MrAmebha]

This has been so easy to follow! It did not even felt like 45 minutes. You are such a great teacher!

[@beltonmanhica3913]

Thank you very much for the video. Your broke a complex topic down in a very easy to understand way

[@uttambarua2951]

It is a informative and helpful for researcher and student of economics discipline. Thank you very much for this.

[@pedrocolangelo5844]

You are amazing, professor Germinal. I'm so glad that I discovered your CZcams channel, I'm looking forward to watch all of your videos! Thank you for uploading such great content on Economics.
Greetings from Brazil!

[@germinalgvan]

Thank you so much! I really appreciate it.

[@brownyandstaffy7000]

thanku for making this video and simplifying the concept... it really helped me understand the VAR model

[@uzairmirza6964]

Hey!
I never comment on videos, but I found your lecture super easy to follow!
Thank you

[@mayankrajraikwal8470]

Very detailed and concept-clearing lecture it is. Thank you

[@nishmakapoor6103]

grate work

[@maryannekiharo1290]

I found it very easy to follow and understand so thankyou very much.

[@brandyhorne1997]

You are fantastic - this was easily understandable -> thank you!!!!

[@NicholasKimolo]

This was a very useful video for me. Thanks alot for doing it

[@getachewayene3563]

Interested lecture , thanks

[@muhammadilyas7326]

thank you

[@mwineafrod]

Wow ... Econ made easy ... Keep it up bro!

[@ahmedk4345]

You rock Germinal, keep it up man !

[@AtikuzzamanShazeedOfficial]

Thank you so much for this video. ❤

[@vitowara]

Thankyou🙏

[@m.raedallulu4166]

That was interesting!
Thank you so much, sir!

[@Drama_cool508]

Wooow 🔥🔥🔥

[@user-ov1to6cs7i]

THANK YOU, IT IS CLEAR

[@rodrigodossantos8404]

nice job!

[@andile5945]

Incroyable! Merci beaucoup

[@carolineogbonne2360]

Please my teacher, i need link uploads of unit root test, differencing, de-trending, and reviews on stationary and non stationary of time series. Remain blessed and regards.

[@Mikoaj-ie6gt]

great explanation

[@anonanon6225]

Can you please do a similar lecture on vector error correction models as well. You lecture has been incredibly useful in understanding the concept.

[@pitchas8261]

Thank you so much! This is so helpful

[@NATTKHAM]

❤️Thank you so much! This is a very useful vid

[@sebokaalemu3107]

Wawu it gives too much pleasure for me. Thank you very much dear

[@user-cv1md1nj9f]

Thank you so much for your kind help, you helped me a lot! Could you please do a video about Structual Vector Autoregressive Model? That would be great!!

[@ranialekdim1489]

Thank you so much

[@ghinairfan511]

Could you please make a video on vector error correction model with block exogeneity. I have no idea of block exogeneity in VECM .

[@lucborauzima2862]

Can you develop the same for Panel VAR? thank You for your brilliant presentation

[@prof_rimi_soufi]

Thenks

[@zeeshan5643]

Dear professor, amazing lecture! Thank you so much ❤. Could you please give me a different example instead of apple and orange to understand two outcome variables? Thanks in advance.

[@abebegelgelo2186]

it good

[@elvistapfuma7970]

standard

[@aboubacardrame2782]

bien, mais j'ai besoin d'un modèle en français

[@Economics365]

Low sound