Econometrics Project (Using E-Views, QMS or Stata or R)
Select from the Topics listed below, Collect data (preferably quarterly or monthly) for the selected variables and the related variables, and apply every theory and piece of technique learned in the course to a variable. you start with estimating a single-equation linear regression model then test for GLS and non-linear regression models and expand your model to a system of several equations. for every stage make a summary of the result. Include all the computer prints and 2 pages of critical analysis of each technique used as well as reporting their power in explaining your variable and forecasting efficiency of the technique.
2. Interest Rate.
3. Exchange Rate.
4. Unemployment rate.
9. Velocity of money.
10. S&P 500.
11. Commodity Prices: Oil, Gold, Silver, and others.
12. Industrial Production.
13. Bond Yield.
14. Housing Starts.
15. Dow Jones Industrial Average.