Perform a Univariate Time Series Analysis that Includes ARCH Component - IT Assignment Help

Assignment Task:

Task:

Question 1

Browse the internet for a database that allows you to perform an ARCH analysis.

Perform a univariate time series analysis that includes ARCH component.

The data should not come from a textbook, if so, your grade will be zero.

Provide thorough interpretation of your results.

Question 2

Use the loans.csv data and its descritpion loans_desc.csv.

Use as dependet variable approve, which is equal to 1 if the mortgage loan is approved, 0 otherwise.

Estimate a probit regression using as explanatory variable:

• white: a dummy  variable which is equal to 1 if the applicant's race is white, 0 otherwise.

Estimate a second probit regression adding as control variables: hrat, obrat, loanprc, unem, male, married, dep, sch, cosign, chist, pubrec, mortlat1, mortlat2 and vr.

Provide an interpretation of the variable white in both estimations

Can you find evidence of race discrimination?

Note: if the estimation does hot show results quickly, use the option "iterate(20)" after the command, this will produce results after 20 iterations.

Question 3

Use the loans.csv data and its descritpion loans_desc.csv.

Use approve as dependent variable , which is equal to 1 if the mortgage loan is approved, 0 otherwise.

Estimate logit regression and probit regression using as explanatory variables:

• white: a dummy variable which is equal to 1 if the applicant's race is white, 0 otherwise.

Can you conclude whether there is or not discrimination in the allocation of credit against people belonging to a race different from white?

Do results change after both estimation methods?

Note: if the estimation does hot show results quickly, use the option "iterate(20)" after the command, this will produce results after 20 iterations.

Question 4

Use the database in the following link: 

http://www.rodrigotaborda.com/?page_id=393

This file holds data for the 2016 household financial education and assets survey. There are 277 variables can be found in the variable label(Stata format) or the documentation available at SICUA iefic_cuestionario y SICUA iefic manual.

Undertake a regression analysis for the ordered variable stating debt status (p2973) using income (ingreso), household inhabitants (p232) y gender (p35).

1. Provide an interpretation of the results.
2. Find the predicted probabilities a person believes her debt is below her income, for men and women, for income ranging from 0 to 30 million pesos and the average number of houshold inhabitants.

Question 5

Use the database in the following link: 

http://www.rodrigotaborda.com/?page_id=393

This file holds data for the 2016 household financial education and assets survey. There are 277 variables can be found in the variable label(Stata format) or the documentation available at SICUA iefic_cuestionario y SICUA iefic manual.

Undertake a regression analysis for the ordered variable stating debt status (p2973) using income (ingreso), household inhabitants (p232) y gender (p35).

1. Provide an interpretation of the results.

Find the predicted probabilities a person believes her debt is above her income, for men and women, upon the average income and number of houshold inhabitants.

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