Cointegration and Error Correction Model in Stata

📺 For more videos likes this, please subscribe:    / @forecastingeconomics   -------------------------------------------------------------------------------------------------- 🕘 Timestamps: 🎬 In this video the following analysis is performed: 👋 Introduction 0:00 📊 Cointegration Overview 0:53 📊 Engle and Granger Method 1:48 📊 Cointegration - Example 3:40 📊 Order of Integration 5:55 📊 Long Run Regression 7:52 📊 Method 1: Cointegration Test Tables 9:38 📊 Method 2: Cointegration Test 13:47 📊 Short Run Model 16:17 📊 Error Correction Term Details 19:47 📊 Interpretation of the models 20:58 📊 Model Diagnostics 22:52 --------------------------------------------------------------------------------------------------------- ✅ Interested in learning more? 🎬 Learn how to write your research paper in a fancy way in Latex with Overleaf:    • Latex with Overleaf Tutorial/Course   🎬 EViews Course videos:    • Applied Time Series Analysis: Free Eviews ...   🎬 Stata Course videos:    • Time Series Analysis: Stata Free Course   --------------------------------------------------------------------------------------------------------- If you liked the video and would like more content, please support my channel subscribing! 👍Like and subscribe for more videos! ☕️ If you would like to show your appreciation and make a donation: 💳 https://www.paypal.com/paypalme/JDEco... Thanks a lot!