VECM model in case of structural breaks (Bid less than 60$)

$30-250 USD

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โพสต์

ประมาณ 5 ปีที่ผ่านมา

$30-250 USD

ชำระเงินเมื่อส่งงาน

A small doubt related to Vector error Correction Model. I have four macroeconomic variables from 1990-2018, where all 4 four variables have different multiple structural breaks during their history (for e.g during recession and some other dates). I would like to do a cointegration test and due to presence of these structural breaks in these series, normal Johansen test results would be incorrect. There is also Gregory-Hansen test but I believe that is for one structural break only. I have come across this blog by David Giles, which develops a methodology for doing cointegration tests, but again this is for only one structural break I believe : [login to view URL] Can anyone guide me how to do the VECM procedure in case of structural breaks of variables in r, python, eviews or stata in this scenario

Matlab and Mathematica

Python

R Programming Language

Statistical Analysis

Statistics

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6 ฟรีแลนซ์กำลังเสนอราคาโดยเฉลี่ย $71 USD สำหรับงานนี้

@mohamedaithmida

Hello sir ! We are a group of expert, each with a master's degree in economics and statistics , we have a good experience and brilliant skills in Time Series Analysis and regression, using R Programming Language, eviews or Stata , we promise you for a quality work and dealing with the matter of structural breaks with the VECMs models, at an affordable price on time. We are waiting for good news from you Best regards

$48 USD ใน 3 วัน

5.0

(14 รีวิว)

4.5

@hireonweb

can do using e views and R I have a team of 10 people and all Ph.D. holders in Engineering, Computer Science, Humanities like Sociology, Psychology, Physics, Chemistry, Project Management, Information Technology etc. I offer course work help on blackboard, pearsonlabs, safeassign, turnitin submissions to the students across United States and Australian Universities only. I can also do Finite Element Analysis in ANSYS, circuit analysis in Multisim and other relevant software’s. What I can offer; Essays; Research Papers; Term Papers; Coursework Help on Blackboard; Literature Reviews; Numerical Problems in Science & Engineering etc. Quality will be absolutely great and free from any plagiarism on Turnitin or safeassign. Contact me; Regards Full Grade Experts WhatsAPP: +1-631-973-9497

$50 USD ใน 1 วัน

4.8

(14 รีวิว)

4.4

@Freelancersedo

Dear client? I have read and understood what the VECM model project needs. With my good experience in this area, i believe I will deliver good work and in time if awarded. Kindly contact me for more details. Thank you.

$60 USD ใน 3 วัน

5.0

(4 รีวิว)

3.6

@Galata16

HELLO! As an: - Bachelor of Applied Mathematics - Engineer in Statistics and Applied Economics - Microsoft Office Technician (Microsoft Graduate: MOS Diploma), - I have skills in programming language R, Python, Minitab, SPSS, STATA I am able, available and ready to do this kind of work in the best conditions,

$60 USD ใน 5 วัน

4.7

(7 รีวิว)

2.9

@Lgnn

Hey, I hold an MA in economics, specialty applied econometrics and macroeconomics. I'd like to help with the project, if you're interested. I've been using the VECM for cointegration analysis and forecasting purposes, and since macro data usually contains lots of structural breaks, I am familiar with the problem you are experiencing. There are a couple of things I could suggest, and would be happy to discuss further.

$55 USD ใน 3 วัน