(EViews10):Estimate VAR Models(1) #var #vecm #Johansen #normality #serialcorrelation

This video show how to estimate VAR models after performing stationarity tests and all the series are integrated of order hands-on tutorial teaches how to construct and estimate a VAR model in EViews10. Here is the link to the dataset (EViews file) used for this tutorial (endeavour to have a Google account for easy accessibility): Follow up with soft-notes and updates from CrunchEconometrix: