Democratize Data For Insights

Dig into Estimation of VAR Coefficients, IRFs, and Variance Decomposition in Stata

Manually compute all the major outputs of VAR

Posted by Mengjie Xu on Monday, January 9, 2023

Estimations of VAR, IRFs, and Variance Decomposition in Stata

Common practice of VAR estimation in Stata

Posted by Mengjie Xu on Monday, January 9, 2023

Touch into the Vector Auto Regression Model

The logics of VAR, Impulse Reaction, and Variance Decomposition

Posted by Mengjie Xu on Tuesday, November 22, 2022

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Mengjie Xu, an alumna of Frankfurt School of Finance & Management and an Assistant Professor in Accounting at Duke University.