VAR Setup, Representations, Properties
Channel: Ralf Becker
Date: 03/12/2013

This clip discusses some basic VAR properties and why representing a VAR as a VARMA or VMA can be useful. I also have the following two related clips:
VAR Estimation and Uses (theoretical): http://youtu.be/J6BTw2Ff95A
Estimating a VAR(p) in EVIEWS: http://youtu.be/m8M6Im0pDNA