I will assist in econometrics and time series analysis

·       Multiple linear regression and logistic regression

·       Event Studies, gravity model, and difference in differences estimation

·       Unit root test: augmented Dickey-Fuller and structural change test.

·       ARIMA and ARFIMA models.

·       Volatility models: arch, garch, egarch, smooth-transition garch, and mgarch.

·       Vector autoregressive (VAR) and structural VAR models.

·       Cointegration (VECM), fractionally cointegrated VAR (FCVAR), and error-correction models.

·       Dynamic regression: autoregressive distributed lags model (ARDL)

·       Panel Data Models: Fixed and random effects, instrumental variables, GMM, SURE, MG, PMG.

·       Cointegrated panel and Panel VAR.

·       Forecasting economic time series

·       Time series models in empirical finance.

·       Help with Research Papers (Literature review, empirical estimation, and analysis of results)

·       Looking forward to working with you and making fiver a perfect place for everyone