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 co-integrated 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







Related Discussions:- Matlab project, Assignment Help, Ask Question on Matlab project, Get Answer, Expert's Help, Matlab project Discussions

Write discussion on Matlab project
Your posts are moderated
Related Questions
Define McKinsey & Company's present "core competence" in terms used by Hamel & Prahalad and state how it fits with McKinsey's longer term vision. Answer) McKinsey an

the demand for blankets has been estimated y^=0.5-1.5x2+3.0x3

let y denote the number of "heads" that occur when two coins are tossed

what is the mathematical origin of durbin watson test for autocorrelation

In a year, weather can impose storm damage to a home. From year to year the damage is random. Let Y be the dollar value of damage in a given year. Assume that 95% of the year's Y=$

Using a sample of 545 full-time workers, a researcher is interested in the question whether women are systematically underpaid compared to men. First, the researcher estimates aver

expected solution plus hypothesis

Define Dummy Variable and write its importance in Regression model.

In the United States, a buyer of a new electric is eligible for a one-time federal income tax credit of up to $4,000. Show the effect of this tax credit graphically, assuming the $