Introduction to the Vector Error Correction Model
This video goes through the initial intuition behind the vector error correction model and explains briefly the concept of cointegration and error corrections.
Main Source: IMF
Created by Justin S. Eloriaga
Website: justineloriaga.com
Watch video Introduction to the Vector Error Correction Model online without registration, duration hours minute second in high quality. This video was added by user Justin Eloriaga 21 July 2021, don't forget to share it with your friends and acquaintances, it has been viewed on our site 22,048 once and liked it 375 people.