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Revisiting Dynamic Inferences in Political Science with Vector Autoregressive (VAR) Models

Fri, April 16, 7:00 to 8:30pm CDT (7:00 to 8:30pm CDT), TBA

Brief Overview

We revisit recent papers published in leading journals in the discipline employing dynamic methods to examine if hypothesis and cointegration tests are robust VAR and VEC time series models are employed.

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