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English
$
USD
I will do econometrics with ai tools
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About this Gig
Hi,
I help analysts and decision-makers in the economic field turn data into reliable and accurate forecasts with causal interpretability. My work applies modern data science (XGBoost/LightGBM, LSTM, GRU, transformers, SHAP) and econometrics (ARIMA/SARIMAX, VAR/SVAR, GARCH, DiD/Synthetic Control, IV/GMM, panel FE/RE) along with solid feature engineering (missing data, outliers, reproducibility).
Typical Projects:
- Macro/sector nowcasts and forecasts
- Nowcast GDP/Inflation from official + alternative data (Google Trends, energy, mobility)
- Policy/program Impact evaluation (DiD/SCM/Event Study) for grants, taxes, subsidies
- Retail/sector demand forecasts with promotions/events/holidays
- Price/volatility models for commodities/FX/equities (GARCH/MGARCH)
- KPI dashboards
- Text-as-data: sentiment & topic trends from reports/news
What you will receive:
- Reproducible code (Python or R) with clear comments
- Datasets & schema, tidy and documented
- Figures & tables (forecast tracks, IRFs, counterfactuals, volatility plots, SHAP)
- Metrics (MAPE/RMSE/AUC) or causal effects with confidence intervals
- Short report (PDF/Markdown/Notebook) + handover notes
My Portfolio
FAQ
Q. Should I contact you first?
Please do—it ensures scope, data access, and timelines are aligned before you order
Q. Which software do you use?
Python, R, Stata, Eviews, and SPSS
Q. Can you handle structural breaks and regime changes?
Yes—structural change testing is available; I’ll advise on stability and break dates before modelling.
Q. Do you support panel methods beyond fixed/random effects?
Yes—IV/GMM (Arellano-Bond/Bover), MG/PMG, and panel cointegration
Q. Can you do volatility modelling for portfolios or assets?
Yes—ARCH/GARCH/EGARCH/GJR/ST-GARCH, and multivariate (MGARCH, CCC, DCC, MSV).
Q. Do you take dissetartions, thesis or paper projects?
Yes—economics analysis + editing/formatting to academic standards
