Multivariate GARCH model is a powerful model to incorporate the volatility of the variable. Following video will provide tutorial of how to estimate this model.
Chapter 4 – Multivariate GARCH model using Microfit Read More »
VAR model is used in the case when past of each variable is influencing the variables in the model. It does not require presence of cointegration within the variables
Chapter 4 – VAR model using Microfit 5 Read More »
[vc_row][vc_column][vc_column_text]ARDL cointegrating bounds method can be used to find the long run relationship among the variables which are mixed such as some are stationary at level and some are stationary at first difference. [/vc_column_text][/vc_column][/vc_row]
Chapter 5 – Time series domain – ARDL co-integrating bounds using Microfit and Eviews Read More »
[vc_row][vc_column][vc_column_text]Microfit can come in handy to perform ADF test on time series data.[/vc_column_text][/vc_column][/vc_row]
Chapter 5 – Time Series Domain – Use Microfit for ADF test. Read More »