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Required Bayesian Analysis,Econometrics,Matlab,Statistics freelancer for Bayesian Panel Markov Switching VAR and Bayesian Panel VAR job

Posted at - Mar 26, 2021

Toogit Instant Connect Enabled

I need someone good with Statistics and Matlab to help me with Bayesian Panel Markov Switching Vector Autoregression and Bayesian Panel Vector Autoregression.

Suggested Codes to use
a. Dimitris Korobolis econometric codes- Matlab
b. Haroon Mumtax - Matlab

Deliverables are:
the Matlab codes,
For Bayesian Panel VAR
-Max lag- preferably lag 4
-Use either Minnesota or SimZah Prior
Tasks are:
a. Descriptive stat- obs, mean, std, min, max. etc.
b. Estimated parameters and hyper-parameters- numerical
c. Posterior distribution - numerical and graphical
d. Correlation matrix- numerical and graphical (if possible)
e. Impulse response with a confidence interval - numerical and graphical
f. Any other useful output, like robustness check.

For Bayesian Panel Markov Switching Vector Autoregression:
-Max lag- preferably lag 4
- Expected results to generate
a. Preliminary analysis- Periods of Recession and Expansion- Numerical
b. Posterior distribution - Posterior densities- Graphical
c. Posterior mean
d. Smoothing probability of Recession and Expansion
e. The duration period of each regime and Average Business cycle.

About the recuiterMember since Mar 14, 2020 Sikash Kumar
from Maharashtra, India

Skills & Expertise Required

Bayesian Analysis Econometrics Matlab Statistics 

Candidate shortlisted and hired

Hiring open till - Mar 26, 2022

Work from Anywhere
40 hrs / week
Fixed Type
Remote Job

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