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Estimating VAR Models in Stata: A Step-by-Step Guide

Vector autoregressive (VAR) models are a powerful tool for analyzing multivariate time series data. In this guide, I'll provide you with everything you need to estimate VAR models in simple steps. Get the complete DO file, data set and slides of my video!

VAR Models in Stata - DO File + Slides + Dataset

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This package contains all the material covered in my two YouTube Video "VAR model in STATA".

The package includes:
1-DO File - Complete and detailed, step by step
2-Video Slides
3-Data Set

I hope you enjoy it!
JD Economics.
You will get the following files:
  • DO (3KB)
  • PDF (1MB)
  • XLS (40KB)

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Get the files to estimate ARIMA models, Cointegration and Error Correction Model (Engel and Granger method) and VAR Models.

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Save by getting this bundle!

You will get the slides, DO File, and datasets for the three tutorials:

1-ARIMA Models
2-Cointegration and Error Correction Model (Engel and Granger method)
3-VAR models
4-VAR models Forecast with confidence bands
You will get a ZIP (5MB) file