Showing 1 - 10 of 550
Persistent link: https://www.econbiz.de/10012653159
Abstract Although the concept of randomized assignment in order to control for extraneous confounding factors reaches back hundreds of years, the first empirical use appears to have been in an 1835 trial of homeopathic medicine. Throughout the 19 th century there was a growing awareness of the...
Persistent link: https://www.econbiz.de/10014610866
Abstract Adjusting for covariates is a well-established method to estimate the total causal effect of an exposure variable on an outcome of interest. Depending on the causal structure of the mechanism under study, there may be different adjustment sets, equally valid from a theoretical...
Persistent link: https://www.econbiz.de/10014610917
whether there is evidence of causation between the variables. Based on the bootstrap panel Granger causality test, the … estimates account for cross-sectional dependence, slope heterogeneity, and structural breaks. Although the causality direction …
Persistent link: https://www.econbiz.de/10014414006
Persistent link: https://www.econbiz.de/10014368252
. With the theoretical setup of the model and using empirical tools, such as cointegration, error correction and causality in …
Persistent link: https://www.econbiz.de/10015210217
Persistent link: https://www.econbiz.de/10014230979
volumes of USD/JPY futures and USD/THB futures. The Granger causality test results show the existence of bidirectional … causality between the trading volumes of USD/JPY futures and USD/THB futures. The results of the impulse response function are … services that can foster market liquidity and stability. …
Persistent link: https://www.econbiz.de/10015066375
sense, we have applied a set of causality tests to study the possible presence of asym‑ metries in the relationship between … these causality tests lets us explore the validation of diferent hypotheses in the literature, such as the Rocket and …
Persistent link: https://www.econbiz.de/10014532027
of the same order, the Engle-Granger test of cointegration is applied. Finally, the Granger causality test is applied to … these two bank typologies. The results show that there is unidirectional causality from profitability to liquidity for …
Persistent link: https://www.econbiz.de/10012887748