VECM |Vector Error Correction Model | Econometrics | VECM explained | EViews

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In this video lecture, we'll discuss the Vector Error Correction Model (VECM), which is a statistical model used to analyze the long-run equilibrium relationship between multiple time series variables. We'll start with an introduction to the concept of cointegration and how it relates to VECM modeling. Then, we'll cover the steps for building and estimating a VECM model, including how to test for the existence of a long-run relationship and how to interpret the results. We'll also discuss how to use VECM to forecast future values and analyze impulse responses. By the end of this video, you'll have a solid understanding of VECM modeling and be able to apply it to your own time series data.
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Testing,
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Economics Explain,
Economics 101,
Economics lecture,
Economics introduction,
Money,
Inflation,
Interest rate,
GDP,
GNP,
HDI,
Cost,
Theories,
Supply,
Demand,
Market,
Equilibrium,
Regression,
Analysis,
Eviews,
unitroot,
Multicollenarity,
Autocorellation
Heterosadicity,
ARDL,
Autoregressivedistributedlagged

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Time series analysis
Panel data analysis
unit root test
stationarity
ADF test
Regression
Rsquare
R-square
Eviews
E-views
Multicollinearity
Auto
Autocorrelation
Dummy
Dummy variable
Model
Heteroscedastic
serial correlation
LM test
BP test
Null hypothesis
Alternative Hypothesis
Cointegration analysis
Johansen
ARDL
atuoregressivedistriubtedlaggedmodel
Auto regressive Distributed Lagged Model
VAR
Vector error correction model
ECM
Error correction model
Error correction term
Speed of adjustment
level of significance
unitroottest
Impluseresponcefunction
Impulse response function
level
first difference
first-difference
firstdifference
GMM
Generalised method of movement
lag
OLS
ordinary least square
ordinaryleastsquare
VECM
cross section
cross sectional data
IRF
granger casualty test
ARMA
ARIMA
second difference
seconddifference
ARCH
GARCH
Estimation
Estimate
data