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Econometrics Project

You need to find the effects of US 10 Year Yield and US 3 month Treasury Rates on the following:

1) Nifty

2) USD/INR Currency

3) India 10 Year G-Sec

For this you will need to perform the following econometric tests using Python:

1) Unit root test for stationarity (Augmented Dickey-Fuller Test) & Pillips-Perron test & Kwiatkowski–Phillips–Schmidt–Shin Test)

2) Check for cointegration using Johansen procedure (done through the Vector Autoregressive (VAR) approach)

3) Vector Error Correction Model to check for long-run causality and short-term dynamics if there is an evidence of cointegration relationship among the variables.

Note- All statistical tests should be carried out at 5% level of significance. The excel file containing the data to conduct these test will be provided when the project is awarded. You will need to write clear explanations for the procedures followed, supply the code, and explain the results [Removed by Freelancer.com Admin for offsiting - please see Section 13 of our Terms and Conditions]

Evner: Econometrics

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Om arbejdsgiveren:
( 14 bedømmelser ) Mumbai, India

Projekt ID: #20418097

Tildelt til:


Hi. I'm an engineer of statistics and applied economics, I have a large experience in dealing with data and statisticl programs like R, Python, I can do this job without errors.

$20 AUD in 7 dage
(0 bedømmelser)

7 freelancere byder i gennemsnit $40 på dette job


I will deliver the work in 3 days. I have done many econometrics assignments in my MBA and I'm well versed with ll of the concepts you mentioned. Also, I can do the tests in Eviews. Not python. You will receive all the Flere

$55 AUD in 3 dage
(0 bedømmelser)

Hello, I am statistician with experience in statistics analysis and econometrics. Please see my profile, i can help you. Have a good day.

$50 AUD in 5 dage
(0 bedømmelser)

Hey, I hope you are fine and enjoying good health Having an MBA, what better can you get. You can give me this task as I have requisite qualification and experience. You will be happy to see my work. Looking forward Flere

$40 AUD in 3 dage
(0 bedømmelser)

I will do all the tasks that you assign. I am expert in statistical procedures and I carry out statistical analysis of data for quantitative, qualitative and mixed characters. I am an expert in research methodology of Flere

$40 AUD in 10 dage
(0 bedømmelser)

Hi, Myself Subhash, an Economics graduate from IIT Kanpur. I have done many projects that required the use of econometric analysis techniques like Stationarity test, Cointegration, VECM/VAR, ARDL, ARIMA models. Flere

$45 AUD in 2 dage
(0 bedømmelser)

I am an economics honour's graduation student with all my studies and curriculum related to subjet, thus I believe I might have better insight in doing this project with good theoretical knowledge. Relevant Skills and Flere

$30 AUD in 3 dage
(0 bedømmelser)