I have a selection of 5 currencies, monthly data over a 20 year period. I need a suitable statistician, proficient in the use of e-views to confirm or disprove the existence of a long run relationship between the spot rate and forward exchange rate and the foreign excahgne rates between each currency- analysing the un-biasedness hypothesis, testing co-integration, forecast error and if there is white noise.
Using Dicky Fuller test, trace test and Eigenvalue test and any other test you feel is best to use to test for co-integrations and unbiasedness( i.e fair game model and KPSS etc ). Obviously you have to test for stochasticity and normal statistics calculations to test the suitability of the data and to eliminate any errors or unobserved behaviour.
This is a thesis writing, so references to tasks etc and o be presented as a thesis.
Hello,
I have great experience based on my regular job in inspecting and approving models, especially dealing with time series data. Please see your PM.
Best regards,
Iva
£350 GBP in 15 days
5.0 (65 reviews)
6.1
6.1
14 freelancers are bidding on average £382 GBP for this job
Hi There
I would love to work on your project. My work will be original and well researched. It will be delivered to you on time. Can provide you samples of my work if the need be. Looking forward to your positive response.
Regards
Maira Sarfraz
Hi,
As a strong research background in Econometrics and academic background in Statistics, I am very much hopeful to get the job. Looking for a positive reply.
Best regards.
I would be happy to work on any Applied Econometric topic including Financial Econometrics, Time Series Econometrics, Panel Data Econometrics using Eviews, Stata, Microfit or OxMetrics.