Structural Breaks, Biased Estimations, and Forecast Errors in a GDP Series of Canada versus the United States

Amiraslany, Afshin; Luitel, Hari S.; Mahar, Gerry J.

doi:10.1007/s11294-019-09731-w

Cited by 3 publications

(1 citation statement)

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“…Their results reveal a long-run relationship among tourism, exchange rate, capital per worker and output per worker. In addition to investigating the structural breaks in the tourism industry, Amiraslany et al (2019) examine structural breaks in biased estimation and forecast errors in GDP series of Canada against the USA. Their result suggests a structural break for Canadian gross domestic product (GDP) when there was a switch from the Standard Industrial Classification system (SIC) to the North American Industry Classification (NAIC) System.…”

Section: Literaturementioning

confidence: 99%

Structural breaks, Twitter, and the stock liquidity of internet Dot-com company: Evidence from US companies

Osabuohien-Irabor

2021

EurJ Appl Econ

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The goal of this paper is to explore relationship between Twitter and stock liquidity of some large US internet Dot-com companies in the presence of unknown structural breaks for the period from September 2019 to April 2020. Using the Andrews-Ploberger and Andrews-Quandt structural break models, we identify the major structural breakpoints in the stock liquidity and find that most of these structural changes are significantly perceived. When we examined the sub periods as well as the full sample, Tweets and likes from most numbers of companies were found not to have links with stock liquidity. These results provide crucial insight into portfolio strategy to both international and local investors.

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Section: Literaturementioning

confidence: 99%