Finance Dissertation writing
Budget: £250 – £750 GBP
I have completed previous stages of the dissertation. I need someone to run 3 tests for me. 1. The Box M test. 2. The Jennrich test 3. The stability of individual correlation coefficients test. The stability tests will be carried out on the correlation and covariance matrices of real estate returns.
I have attached two papers of what I am trying to replicate. You can find the information for the Box M test and the stability of individual correlation coefficients in the paper by Lee (2006) (whole methodology but short paper). And the Jennrich test to get an idea is as seen in the Appendix of the Eichholtz paper (1996) however with the time horizons used in the Box M test as seen in Lee (2006) (similar style). My contribution to Lee's paper would be conducting as well the Jennrich stability test, not just the Box M test, and also taking into account different investment horizons, not just different sub-periods (as done in Eichholtz).
Just need to run these 3 tests on SPSS (for sure the Box M test about the other two tests not sure if R will be needed) and interpret the results.
NOTE: This is a Real Estate Finance topic for a top UK institution. Needs to be of good quality over 60% otherwise I fail the whole degree. Please get in touch only if you can seriously help. If you are able to help please let me know ASAP and I can provide my already written methodology to get a clearer idea of what needs to be done and I can explain further details.
Thanks
I have attached two papers of what I am trying to replicate. You can find the information for the Box M test and the stability of individual correlation coefficients in the paper by Lee (2006) (whole methodology but short paper). And the Jennrich test to get an idea is as seen in the Appendix of the Eichholtz paper (1996) however with the time horizons used in the Box M test as seen in Lee (2006) (similar style). My contribution to Lee's paper would be conducting as well the Jennrich stability test, not just the Box M test, and also taking into account different investment horizons, not just different sub-periods (as done in Eichholtz).
Just need to run these 3 tests on SPSS (for sure the Box M test about the other two tests not sure if R will be needed) and interpret the results.
NOTE: This is a Real Estate Finance topic for a top UK institution. Needs to be of good quality over 60% otherwise I fail the whole degree. Please get in touch only if you can seriously help. If you are able to help please let me know ASAP and I can provide my already written methodology to get a clearer idea of what needs to be done and I can explain further details.
Thanks