Introduction to the Structural Vector Autoregression (SVAR)

  Рет қаралды 10,055

Justin Eloriaga

Justin Eloriaga

Күн бұрын

Пікірлер: 14
@zhaowenqing3521
@zhaowenqing3521 Ай бұрын
I have no knowledge of time series. But this course enlightens me on the basics of SVAR modelling. Thank you!
@akeemrahaman4211
@akeemrahaman4211 Жыл бұрын
Great work. Very detailed and well explained. You should do an example in STATA.
@Alberto-tv8rg
@Alberto-tv8rg Жыл бұрын
Great!I have recently found your channel and it is so useful. I am an economics student doing these things right now. If you could do these things in matlab or python it would be so useful to better understand.
@erminnella1
@erminnella1 4 ай бұрын
good explanation as a refresher or for undergrads to catch interest to pursue a Master's in econometrics.
@fardilajv8299
@fardilajv8299 11 ай бұрын
what book that you used as reference of this SVAR? would you mind to tell me cause i need it😭 thank you
@RudolfFaininger
@RudolfFaininger 6 ай бұрын
Thank you, Justin! This was really an amazing explanation! Keep up the good work! :)
@jennyebahi8069
@jennyebahi8069 7 ай бұрын
Thank you so much for this video! Could you post the link to your video on VAR?
@Travelogpic
@Travelogpic 9 ай бұрын
Thanks for sharing, but the thing that I would like to ask regarding SVAR is the specification for the SE and CI method when conducting IRF and VD, which one better Monte Carlo or Analytic (Asymptotic)?
@sitrakaforler8696
@sitrakaforler8696 Жыл бұрын
Cool content man !
@fatmaosama4213
@fatmaosama4213 6 ай бұрын
great work, thanks really useful
@alaswad
@alaswad 11 ай бұрын
Great work, Justin. Please allow me to comment on the slides transition: I am not sure what software you're using, but the transitions are very distracting for me personally to be able to stay focused. You may want to try another software if you don't mind. Thank you, again!
@vinceedwardsanjuan5701
@vinceedwardsanjuan5701 Жыл бұрын
Thank you also sir!
@chrish6812
@chrish6812 26 күн бұрын
@minhlekhang6899
@minhlekhang6899 2 ай бұрын
18:17
Structural Vector Autoregression in R
18:23
Justin Eloriaga
Рет қаралды 27 М.
Introduction to the Vector Error Correction Model
12:33
Justin Eloriaga
Рет қаралды 22 М.
I thought one thing and the truth is something else 😂
00:34
عائلة ابو رعد Abo Raad family
Рет қаралды 14 МЛН
Beat Ronaldo, Win $1,000,000
22:45
MrBeast
Рет қаралды 78 МЛН
7. Value At Risk (VAR) Models
1:21:15
MIT OpenCourseWare
Рет қаралды 523 М.
Math Exam 2 Review/210
51:45
CALCIFER
Рет қаралды 23
The Bayesians are Coming to Time Series
53:17
AICamp
Рет қаралды 26 М.
Non-Stationarity and Differencing
14:35
Justin Eloriaga
Рет қаралды 6 М.
Introduction to Panel Data Models
16:53
Justin Eloriaga
Рет қаралды 501
Error Corrections Explained
14:39
Justin Eloriaga
Рет қаралды 7 М.
TfL Seminar: Stochastic Optimal Control Matching - Carles Domingo-Enrich
53:34
appliedAI Institute for Europe
Рет қаралды 48