This project is about float, fixed and mixed exchange rates differences, you can expect: working on the real data (from fxtop.com) analysis period selection data analysis (realizations plots) cointegration testing (two-step Engle-Granger procedure (1987)) statistical tests (Augmented Dicky-Fuller, Breusch-Godfrey, F, Ljung-Box) model selection (information criteria) Markov switching modelling hypotheses verification (rate swings) inference and interpretations quality paper-style report in Polish GitHub repository

This project is about hedonic price model for different price distribution quantiles (German real estate) estimation, you can expect: short data analysis (dependent variable distribution and its moments) data transforms (logarithm, ordinal, nominal transforms) standard hedonic price model estimation (OLS) statistical tests (Jarque-Bera, White) outliers detection (Cook’s distance, standarized and studentized residuals) quantiles hedonic price models estimation (with bootstraped covariance matrix - 999 replications) extremely interesting Beta coefficients estimates vs price quantiles plots with interpretation and inference quality paper-style report in Polish GitHub repository