Econometrics - Vector Error Correction Model: Johansen Test

download lecture slides here: www.dropbox.com/s/8w288dl1m4w...

[@scakir9541]

Professor, thank you for clarifying this messy stuff in such a clear and brilliant exposition. Now, I know where to stop in tests and econometrics :)

[@ntokozopatrick2906]

Great exposition and clear explanation in a nice simple manner.

[@allendaniel2748]

This is an explanation I was looking for!

[@pedrocolangelo5844]

Professor, thank you for such a great lecture. I was searching on the internet some elucidating explanation like yours and I finally found it. Thank you again!

[@Hanomics]

Thank you! I am glad you find it helpful.

[@paksunaryan9221]

such a very straightforward explanation, thank you prof

[@heitorgabriel1996]

Clear and objective. Congratulations! Thanks.

[@mustafizurrahman5699]

SALUTE sir . I cannot thank you more for making this mesmerising video that elucidates the conception of VECM ❤

[@davidpinheiro5295]

If we used some other approach to assess if the series are stationary (ADF for example) and found this is not the case, do we still have to take the second step?

[@daviddocs2928]

Well explained, thank you!

[@geetanjali3436]

Sir I have run VECM residuals diagnostic but my model found non normal and hetroskedastic residuals but it solution for it I already taking my variable as natural log form. What can I do for this problems Pls rpy

[@fssfang4757]

Can you explain the duality between the number of cointegrating vectors and common trends? I know they are r vs. n-r relationship. But when the variable number n goes beyond 3, it's hard to interpret the intuition of the common trends vs cointegrating vectors.

[@debaratiist]

Awesome !!!!

[@fernandaleiteperonpereira2837]

thank youuu very good video

[@davidpinheiro5295]

What if one is I(0) and another I(1), what would the rank be?

[@fatemerazmi8235]

Thank you very much for the clear explanation. Can I know the reference of representation?

[@cemtekesin9033]

Professor, can we also access the presentation files somehow? Regardless of your answer, thank you very much for your high quality of work and for your passion to teach.

[@Hanomics]

Thank you for your comments. I have now added a link to the notes in the video description

[@cemtekesin9033]

@@Hanomics Perfect! Thank you very much again.