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  • Search: subject:"Multiple break points"
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Year of publication
Subject
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Bai-Perron Multiple Break Points Test 2 Demonetization 2 Stationarity 2 Structural Breaks 2 Structural break 2 Strukturbruch 2 Sup MZ Test 2 Bootstrap approach 1 Bootstrap-Verfahren 1 Conditional heteroskedasticity 1 Einheitswurzeltest 1 Estimation 1 Estimation theory 1 Fixed-regressor bootstrap 1 Geldpolitik 1 Heteroscedasticity 1 Heteroskedastizität 1 IID bootstrap 1 India 1 Indien 1 Instrumental Variables Estimation 1 Monetary policy 1 Multiple Break Points 1 Recursive bootstrap 1 Schätztheorie 1 Schätzung 1 Statistical test 1 Statistischer Test 1 Time series analysis 1 Two-stage Least Squares 1 Unit root test 1 Wild bootstrap 1 Zeitreihenanalyse 1
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Online availability
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Free 3
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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English 3
Author
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Mukhopadhyay, Debabrata 2 Sarkar, Nityananda 2 Boldea, Otilia 1 Cornea-Madeira, Adriana 1 Hall, Alastair R. 1
Published in...
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Economics discussion paper series : EDP 1 International Econometric Review (IER) 1 International econometric review 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
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Demonetization and Its Effects on BSE SENSEX and Some Sectoral Indices: An Exploratory Econometric Analysis
Mukhopadhyay, Debabrata; Sarkar, Nityananda - In: International Econometric Review (IER) 11 (2019) 2, pp. 38-57
This study has carried out some preliminary time series analyses to examine the impacts of demonetization which was carried out in India on 8 November 2016, on the well-known Indian stock index, BSE SENSEX, and four major sectoral indices viz., BSE BANKEX, BSE Auto, BSE Reality and BSE Smallcap,...
Persistent link: https://www.econbiz.de/10012610974
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Cover Image
Demonetization and its effects on BSE SENSEX and some sectoral indices : an exploratory econometric analysis
Mukhopadhyay, Debabrata; Sarkar, Nityananda - In: International econometric review 11 (2019) 2, pp. 38-57
This study has carried out some preliminary time series analyses to examine the impacts of demonetization which was carried out in India on 8 November 2016, on the well-known Indian stock index, BSE SENSEX, and four major sectoral indices viz., BSE BANKEX, BSE Auto, BSE Reality and BSE Smallcap,...
Persistent link: https://www.econbiz.de/10012112962
Saved in:
Cover Image
Bootstrapping structural change tests
Boldea, Otilia; Hall, Alastair R.; Cornea-Madeira, Adriana - 2017
Persistent link: https://www.econbiz.de/10011669273
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