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Matlab project, Econometrics
ear Sir/Madam,
I need somebody to implement the followintg models and test:
Plot the variables studied
Test for a unit root of all my variables using the ADF (p) tests for the levels and the differences to confirm they are integrated of order 1.
1.Implement OLS with the stationary transformed data and test for misspecification of the model.
Exogeneity tests, inspection of the errors: auttocorrelation, heteroscedasticity, espherical errors.
2. Test if my variables are cointegrated and if so run and ecm. and test some especific hypothesisTest for misspecification of the model.
3. Run a restricted Vector Auto Regressive model and look at the impulse reaction function.Test for misspecification of the model
4.. Test for cointegration vectors and run a VECM and get IRF. Test for especification of the model.
I have the data and the model of the economic theory we are testing.
Thank you for your time,
Daniel
Posted Date: 11/26/2014 3:11:17 PM  Location : Ireland
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