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  • Search: subject:"CUSUM plot"
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Year of publication
Subject
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CUSUM plot 2 ARDL bounds testing approach 1 Aktienmarkt 1 Börsenkurs 1 Causality analysis 1 Cointegration 1 Einheitswurzeltest 1 Estimation 1 Geldmenge 1 India 1 Indien 1 Kausalanalyse 1 Kointegration 1 Money supply 1 Recursive residuals 1 Return to schooling 1 Schätzung 1 Self selection 1 Share price 1 Stock market 1 Time series analysis 1 Unit root test 1 Zeitreihenanalyse 1 domestic macroeconomic forces 1 equity market 1 granger causality test 1 unit root test 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Bhattacharjee, Animesh 1 Das, Joy 1 Johansson, Per 1 de Luna, Xavier 1
Institution
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Institutionen för Nationalekonomi, Umeå Universitet 1
Published in...
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Paradigm : the journal of Institute of Management Technology 1 Umeå Economic Studies 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Investigating the long-run and the short-run relationship between domestic macroeconomic forces and Indian equity market : evidence based on ARDL bounds testing approach
Bhattacharjee, Animesh; Das, Joy - In: Paradigm : the journal of Institute of Management Technology 25 (2021) 1, pp. 61-76
Persistent link: https://www.econbiz.de/10012590474
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Cover Image
Graphical diagnostics of endogeneity
de Luna, Xavier; Johansson, Per - Institutionen för Nationalekonomi, Umeå Universitet - 2001
We show that in sorting cross-sectional data, the endogeneity of a variable may be successfully detected by graphically examining the cumulative sum of the recursive residuals. An interesting case arises with a continuous or ordered (e.g., years of schooling) endogenous variable. Then, a...
Persistent link: https://www.econbiz.de/10005207268
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