SVAR Model in EViews

Hello! My name is Alina and I am from Transilvania. I need help to finish my project as soon as possible because this is definitory for my future. I've been learning so hard for 2 months and I can't finish this project. I want to create a SVAR model for Romania in EViews and I want to know which are the steps. I have annual data from 1995 to 2017 for 6 variables (government expenditures, government revenues, government debt, taxes on the profit of corporations, hours worked/week, GDP). I want to know which is the response of variables to a government expenditure shock and government revenues shock (Cholesky approach and SVAR approach). I want you to create a word document and to attach the print screen images of each step you go through and to explain every output.

The steps which I think are necessary to create the model:

- test the time series for stationarity (the ADF test and PP test - explain which is the integration order) - test the time series for cointegration (the Johansen cointegration test and other tests). If a variable become stationary at 2nd difference and the others are stationary at first difference could I apply this test? Explain the process

- test the optimum number of lags (LR Sequential test, Akaike Criterion, Schwartz an HQ Criterion test)

- Lag Exclusion Wald test

- Autocorrelation LM test, Cholesky (Lutkepofl) Normality test, White Heteroksedasticity test

- Inverse Roots of AR Characteristic Polynomial

- Other steps for SVAR model

- Explain how I can interpret the SVAR graph

If there is a error like "near singular matrix" explain how you solve this problem.

I've uploaded an Excel document with the variables. I have basic knowledge about EViews. I have EViews version 8. You can contact me for any information. I'll be happy to know that there is somebody that can help me with this :-)

Taidot: Econometrics, Excel, Tilastoanalyysi, Tilastotiede

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Tietoa työnantajasta:
( 1 arvostelu ) Stanceni, Romania

Projektin tunnus: #17287149

2 freelanceria on tarjonnut keskimäärin 94€ tähän työhön

€77 EUR 3 päivässä
(2 arvostelua)

Hello, I am an econometrician, teach applied econometrics at a university level, use Eviews-8. I read your project problem and understand. I am happy to assist you. Message me to discuss any details.

€111 EUR 3 päivässä
(2 arvostelua)