Econometrics | Spring 2023

This is the repository for econometrics reports done in Econometrics I course during Spring 2023. There are three assignment reports and one project report (in collaboration with Victoria Fu) throughout the semester and the programming language is R. The datasets, reports, and R markdown can be found in the directories. Please feel free to email me at ruoheng.du@nyu.edu for any more information.

#1: Simple Linear Regression - Stock Return

#2: Fixed Effect Regression - Violent Crime Rate

#3: Time Series - International Trade Exports Growth Rate

Project: Explaining and Predicting ARKK ETF with Fama-French Four-Factor Model and Black-Litterman Model

• This project is done in collaboration with Victoria Fu.