An Analysis of the Impact of Insider Trading on Executive Compensation in Listed Companies Based on VAR Modeling
In this paper, we first establish a VAR model, screen the variables using the CSIS method so as to achieve fast dimensionality reduction, and use the cointegration theory to model non-stationary time variables to determine the pseudo-regression analysis between variables. Impulse response functions...
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Format: | Article |
Language: | English |
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Sciendo
2024-01-01
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Series: | Applied Mathematics and Nonlinear Sciences |
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Online Access: | https://doi.org/10.2478/amns.2023.2.01563 |