Introductory econometrics for finance. 2nd edition

By Chris Brooks. 2008

795 citations recorded by the source corpus.

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Citations in the corpus

Optimal Deep Learning LSTM Model for Electric Load Forecasting using Feature Selection and Genetic Algorithm: Comparison with Machine Learning Approaches † (2018, background): “Regressing non-stationary time series can lead to spurious regressions [43].”
Determinants of corporate financial performance relating to board characteristics of corporate governance in Indian manufacturing industry: An empirical study (2017, background): “The Jarque-Bea statistic would not be significant, and p-value should be greater than 5 percent if the residuals are normally distributed (Brooks, 2008).”
Impact of oil price shocks on output, inflation and the real exchange rate: evidence from selected ASEAN countries (2015, methodology): “Since the Phillips–Perron tests are known to be more robust than the ADF tests (Brooks, 2008), we proceed with the analysis under the assumption that oil prices are nonstationary in levels.”
Board Diversity and Firm Performance: The Indonesian Evidence (2010, unknown): “To deal with potential heteroskedasticity problem, as suggested by Brooks (2008), we use White heteroskedasticity-consistent standard error estimates.”
The relationship between corporate social performance and corporate financial performance and the role of innovation: evidence from German listed firms (2013, methodology): “For a proper analysis regarding the causality between CSP and CFP, Granger causation is used in this study (for more details, see Granger 1969; Brooks 2008).”
The Impact of Corporate Social Responsibility Disclosure on Financial Performance: Evidence from the GCC Islamic Banking Sector (2018, background): “As shown in Table 4, the Pearson correlation matrix fails to detect a correlation value equivalent to or higher than 0.8 (Brooks 2008; Haniffa and Cooke 2005; Jing et al. 2008) and therefore the variables examined are not highly correlated.”
Determinants of the Dividend Policy: An Empirical Study on the Lebanese Listed Banks (2014, methodology): “First, the Bera-Jarque statistic would not be significant and p-value should be greater than 5% if the residuals are normally distributed (Brooks, 2008).”
Board Members’ Education and Firm Performance: Evidence from a Developing Economy (2013, background): “As suggested by Brooks (2008), heteroskedasticity problems are dealt with using White heteroskedasticity-consistent standard errors.”
Do women in top management affect firm performance? Evidence from Indonesia (2013, methodology): “To deal with potential heteroskedasticity problems, White heteroskedasticity-consistent standard error estimates are used (Brooks, 2008).”