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Research article

First published 2016-9

Estimation of Panel Vector Autoregression in Stata

Michael R. M. Abrigo, Inessa Love

The Stata Journal: Promoting communications on statistics and Stata

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Research article

First published 2024-10

Future–Spot Relationship in Commodity Market: A Comparison Across Commodity Segments in India

Ruchika Kaura, Namita Rajput

Global Business Review

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Research article

First published 2018-11

Interdependence between Monetary Policy and Stock Liquidity: A Panel VAR Approach

Byomakesh Debata, Jitendra Mahakud

Margin: The Journal of Applied Economic Research

Open access

Research article

First published 2025-4

Does Financial Credit Obtained From Financial Institutions Influence Agricultural Productivity While Balancing Economic Growth and Sustainability? Empirical Evidence From Sierra Leone Using the VAR Approach

Saffa Mohamed Massaquoi, Zhu Mande, Dongdong Ge [...]

Sage Open

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Research article

First published 2001-01

Explaining Cointegration Analysis: Part II

David F. Hendry, Katarina Juselius

The Energy Journal

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Research article

First published 2017-10

Establishing Causal Order in Longitudinal Studies Combining Binary and Continuous Dependent Variables

Gerhard Kling, Charles Harvey, Mairi Maclean

Organizational Research Methods

Free access

Research article

First published 2020-6

vgets: A command to estimate general-to-specific VARs,Granger causality,steady-state effects,and cumulative impulse–responses

Muhammad Asali

The Stata Journal: Promoting communications on statistics and Stata

Retricted access

Research article

First published 1985-12

A Vector Autoregressive Forecasting Model of The US$/$A Exchange Rate

Lindsay I. Hogan, Peter J. Urban, V. V. Anh

Australian Journal of Management

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Research article

First published 1986-08

A VAR Forecasting Model of a Regional Economy: Its Construction and Comparative Accuracy

Terrence Kinal, Jonathan Ratner

International Regional Science Review

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Research article

First published 2017-6

Hedging Efficiency of Indian Commodity Futures

Shashi Gupta, Himanshu Choudhary, D.R. Agarwal

Paradigm: A Management Research Journal

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