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VAR Models part II - Cointegration in a multiple equation system, Vector Error Correction Models (VECM) estimation and ... Introduction to R and basic functions. Vector Auto Regressive (VAR) model selection and forecast in R. Impulse Response Function (IRFs) for multivariable systems and ... Augmented Dickey-Fuller specification selection and test procedure in R. Modelling Volatility Part I - ARCH/GARCH Models in R. Estimation of Autoregressive Distributive Lags (ARDL) models, transformation of an ARDL model into Error Correction Model ... Introduction to the Engle-Granger Test in R. 12.1: Aggregate Demand in Keynesian Analysis 12.2: The Building Blocks of Keynesian Analysis 12.3: The Phillips Curve 12.4: ... This session talks about the multi-collinearity and use of dummy variables in regression analysis.
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