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What is the Vector Autoregression (VAR) Model? What are the main analytical tools of VAR model?‎

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Answer added by  Muhammad Tahir Rashid, Campus Director/Director Academics, National College of Business Administration and Economics
7 years ago

Main analysis tools for VAR are Johnson Cointegration 

 

Answer added by  ADEBOLA ODEBUNMI, Research assistant, International Food Policy Research Institute
7 years ago

Var is an econometric model used for time series analysis. The VAR invovles carrying out some test such as the test of unit root, test of co-integration, running the erro ... See More