The basics of time series models such as stationarity tests, moving averages, cointegration analysis, error correction mechanism, Granger tests, bounds testing, vector autoregressive (VAR) models, autoregressive distributed lag (ARDL) models and some pre- and post-estimation checks will be covered….with lots of examples to aid quick assimilation.
A step-by-step approach will be adopted using tables, graphs and videos where necessary. These are just to aid your understanding.
Students are encouraged to follow the lecture posts and participate in the assignments using the datasets indicated.
Follow up with updates from CrunchEconometrix:
YouTube Custom URL: https://www.youtube.com/c/CrunchEconometrix
Stata Videos Playlist: https://www.youtube.com/watch?v=sTpeY31zcZs&list=PL92YnqQQ1gbjyoGWR2VUemNPU93yivXZx
EViews Videos Playlist: https://www.youtube.com/watch?v=znObTs4aJA0&list=PL92YnqQQ1gbghRSJURtz08AZdImbge4h-