Behavioural antecedents of Bitcoin trading volume
From MaRDI portal
Publication:6174041
DOI10.17535/CRORR.2023.0008MaRDI QIDQ6174041FDOQ6174041
Authors: Blanka Škrabić Perić, Petar Sorić
Publication date: 13 July 2023
Published in: Croatian operational research review (Search for Journal in Brave)
bitcoineconomic policy uncertaintyLSDV estimatorLSDV-corrected estimatorpanel Granger causality test
Cites Work
- Formulation and estimation of dynamic models using panel data
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Initial conditions and moment restrictions in dynamic panel data models
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
- Estimating dynamic panel data models: A guide for macroeconomists
- Investigating the relationship between volatilities of cryptocurrencies and other financial assets
- Do the most frequently used dynamic panel data estimators have the best performance in a small sample? A Monte Carlo comparison
Cited In (3)
This page was built for publication: Behavioural antecedents of Bitcoin trading volume
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6174041)