1. Intl Found
    2 years & 4 months ago

    Very informative! Thanks for your insightful contributions.

  2. Wail rezki
    3 years & 2 months ago

    Example of a SVAR model

  3. Harini
    5 years & 2 months ago

    This was very helpful to perform the analysis in my Thesis. Thanks.

  4. Cba pan
    5 years & 3 months ago

    I am wondering how I can perform Johansen fisher cointegration test for the panel data including the lag selection. Thank you.

    5 years & 6 months ago

    Greetings, I’d first like to thank to the authors of making this kind of tutorials for Stata and the adecuate interpretations of the outputs. Second… I’ve got a question.

    Why are you using VAR models when the variables in levels are non-stationary? Just because Johansen test indicated that there are no cointegration ecuations?

    I’ve read a little about VAR and non-stationary variables and seems that it’s not good to use VAR in such variables for the spurious outcome.

    Thank you.
    John R