- Thread starter noetsi
- Start date

So SEM and vector autoregressive models is what I plan to relearn. I wish there was a good time series regression method but after 6 years of effort in that regard none seem very useful.

Have you ever done var modeling?

I also need to learn cointegration to really use these as if cointegration exists VECM and not VAR models are required. I have worked with this, I need to do a lot more to truly understand them.