I would like a customized programming in STATA , a statistics software package. We work with STATA 11 & 12 using time series data and have a dataset of more than 400 variables. Our usual procedure is as follows:

We start by selecting one variable (1 out of 400) to be named as dependent. We start using the VAR command and run Vector Autoregression using only 2 variables each time (the dependant versus one drawn from the 399 of the dataset) with N lags (N<30). After every VAR, we perform the vargranger command and ckeck for Granger causality between the variable and our dependent.

We would like to have an automated system running the VAR, setting the number of lags, test the cranger causalities and deliver the result of the "successful" variabels that have granger effect on our dependent variable. So, in the end we can have a summary of the variables that are the best candidates in terms of Granger causality vis a vis a dependent.

In that way we can significantly reduce the time needed to perform 399 VARs every time we need to explore the relationships of a new dependent with the rest of the dataset.

thank you

Vassilis Papaioannou

Skills: Statistics

See more: stata granger, run granger causality test stata, granger stata, granger causality stata, the best way to start programming, as 400 programming, series programming in c, vis, statistics stata, statistics test, stata test, programming statistics, time series stata, stata statistics, data time series, interpret result stata statistics, automated procedure, run time vector, breusch pagan heteroskedasticity stata result, stata interpret hausman test result, interpreting result breusch pagan test stata, interpret stata result random effect model, brian granger translation, test result explain stata, interpreting stata result panel data regression

Project ID: #4169703

8 freelancers are bidding on average $825 for this job


Hi, I have earned a masters degree in statistics. I would like to help. Thanks

$850 USD in 10 days
(16 Reviews)

An experienced Statistician with sound experience in Stata, SPSS, Eviews, R!

$750 USD in 10 days
(9 Reviews)

Hi, Experienced statistician with strong academic background and expertise in statistical software's. Please see the PM for details. Thanks.

$1000 USD in 15 days
(18 Reviews)

Hi, I'm a statiscian who knows very well Stata. Furthermore, I have experience on working with time series data.

$800 USD in 15 days
(1 Review)

I specialize in Stata programming.

$750 USD in 14 days
(0 Reviews)

I have a graduate degree in Economics and specialized in computational statistics. I used STATA in great extent for my graduate work and professional work as well. I worked as a STATA consultant and analyst for a law f More

$1000 USD in 10 days
(0 Reviews)

Hi, I have earned PhD in Mathematics, and currently doing my Postdoctoral Research, I would definitely like to help you. I can provide you the solution in both STATA and R with complete documentation.

$750 USD in 7 days
(0 Reviews)

Dear Sir, I am an experienced statistician. I am very much expert in STATA. Ready to start immediately. Thanks, Kazi

$750 USD in 10 days
(0 Reviews)

I am an Econometrician and I specialize in both Applied Statistics and Econometrics. I have a very strong academic and professional background in Econometrics and Statistics. It is evidenced from the Gold Medal I recei More

$750 USD in 3 days
(0 Reviews)