Question
Stock name: CSCO Cisco Systems, Inc. download the stock from Nasdaq Composite Index (^IXIC)s and CBOE Volatility Index (^VIX)s last 5 years daily data from
Stock name: CSCO Cisco Systems, Inc.
download the stock from Nasdaq Composite Index (^IXIC)s and CBOE Volatility Index (^VIX)s last 5 years daily data from Yahoo finance. Then answer these.
6. Check the variance inflation factor (VIF) for the independent variables and comment about it.
7. Please perform the Ramsey RESET test and comment about whether you work with the right mathematical form or not.
8. Please check whether your data is stable or not by applying the Quandt-Andrews test. Comment about it.
9. Please check whether your data is stable or not by applying the Chow Breakpoint test. Use the breakpoint selected by Quandt-Andrews test. Comment about it.
10. What are the assumptions violated in the previous questions? What solutions can be applied to deal with these problems?
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Value Based Management With Corporate Social Responsibility
Authors: John D. Martin, J. William Petty, James S. Wallace
2nd Edition
0195340388, 978-0195340389
