In search of robust methods for dynamic panel data models in empirical corporate finance
Year of publication: |
2015
|
---|---|
Authors: | Dang, Viet Anh ; Kim, Minjoo ; Shin, Yongcheol |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 53.2015, p. 84-98
|
Subject: | Dynamic panel data estimation | GMM | Bias correction | Capital structure | Cash holdings | Panel | Panel study | Momentenmethode | Method of moments | Kapitalstruktur | Schätzung | Estimation | Systematischer Fehler | Bias | Dynamische Wirtschaftstheorie | Economic dynamics | Schätztheorie | Estimation theory |
-
Behr, Andreas, (2003)
-
Fixed Effects versus Random Effects Estimation of Dynamic Panel Data Models
Kruiniger, Hugo, (2019)
-
First difference estimation of spatial dynamic panel data models with fixed effects
Jin, Fei, (2020)
- More ...
-
Asymmetric adjustment toward optimal capital structure : evidence from a crisis
Dang, Viet Anh, (2014)
-
Asymmetric capital structure adjustments : new advice from dynamic panel threshold models
Dang, Viet Anh, (2012)
-
Asymmetric Capital Structure Adjustments : New Evidence from Dynamic Panel Threshold Models
Dang, Viet Anh, (2012)
- More ...