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计量经济数据分析代写 时间序列代写 计量经济代写 论文代写

Assignment 2

计量经济数据分析代写 There are numerous sources that provide datasets that can be used for pursuing time series analysis. Below are some indicative examples:

There are numerous sources that provide datasets that can be used for pursuing time series analysis. Below are some indicative examples: 

(World Development Indicators: Annual data, although time series data more limited for developing countries).

(Historical Statistics on GDP, GDP per capita and population between 1-2008 AD; very long-term annual data series)

(UK Office for National Statistics; monthly, quarterly data on several socio-economic variables for the UK economy)

(Eurostat provides monthly/quarterly data for the EU as well as EU member states)

(International Monetary Fund: very long time series for certain macroeconomic variables)

(International data on Covid-19 cases/infections/vaccinations)


National statistics bureaus of individual countries also provide time-disaggregated data for their host countries. 计量经济数据分析代写

This assignment requires you to download time-series data for any variables that are of interest to you (possibly variables that you are likely to use for your Masters thesis) and carry out some in-depth time-series analysis by utilizing the methodological tools that we cover throughout the lectures (e.g. statistical tests for stationarity, causality tests, alternative estimations by using both univariate as well as multi-variate time series models etc). You can make use of one of the datasets above, but please do feel free to download any time series data from alternative sources depending on your country/topic of interest.

The emphasis is on your ability to display in-depth knowledge of the time-series econometrics tools we cover during the lectures and reflect on the results. You will also be expected to provide some short discussion on the theoretical underpinnings of the relationships you will be estimating (e.g. how/why do we expect variable x(t) to depend on past values of x or y – is there some theoretical intuition behind this from the literature that guides your empirical analysis?)

There is a 2500 word limit that excludes graphs and references. 计量经济数据分析代写

The paper constitutes 40 percent of the grade for this course and should be handed in on or before 12 July (1700) via Canvas. Together with your paper, you will also be expected to send your data and do file (as email attachments), that will permit replicability of your results.

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