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Exponential class of dynamic binary choice panel data models with fixed effects

Sadoon, Majid M. al-; Li, Tong; Pesaran, M. Hashem - In: Econometric reviews 36 (2017) 6/9, pp. 898-927

Persistent link: https://www.econbiz.de/10011795531

Trade-off-theory vs. pecking order theory and the determinants of corporate leverage : evidence from a panel data analysis upon French SMEs (2002 - 2010)

Adair, Philippe; Adaskou, Mohamed - In: Cogent economics & finance 3 (2015) 1, pp. 1-11

We test the assumptions of trade-off theory (TOT) and pecking order theory (POT) regarding corporate leverage. The dependent variable being the debt ratio, we apply a linear model upon a balanced panel data-set of 2,370 French SMEs over the period 2002 - 2010. In accordance to TOT, trade credit...

Persistent link: https://www.econbiz.de/10010492381

The estimation of multidimensional fixed effects panel data models

Balazsi, Laszlo; Mátyás, László; Wansbeek, Tom - In: Econometric reviews 37 (2018) 1/5, pp. 212-227

Persistent link: https://www.econbiz.de/10012038570

Nonstructural analysis of productivity growth for the industrialized countries : a jackknife model averaging approach

Isaksson, Anders; Shang, Chenjun; Sickles, Robin C. - In: Econometric reviews 40 (2021) 4, pp. 321-358

Persistent link: https://www.econbiz.de/10012515603

Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors

Zhang, Ruohao; Kumbhakar, Subal; Lai, Hung-pin - In: Econometric reviews 40 (2021) 4, pp. 415-432

Persistent link: https://www.econbiz.de/10012515607

Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation

Xu, Qiuhua; Cai, Zongwu; Fang, Ying - In: Econometric reviews 40 (2021) 10, pp. 919-943

Persistent link: https://www.econbiz.de/10012624566

Structural breaks in panel data : large number of panels and short length time series

Antoch, Jaromír; Hanousek, Jan; Horváth, Lajos; … - In: Econometric reviews 38 (2019) 7, pp. 828-855

Persistent link: https://www.econbiz.de/10012181361

Robust block bootstrap panel predictability tests

Smeekes, Stephan; Westerlund, Joakim - In: Econometric reviews 38 (2019) 9, pp. 1089-1107

Persistent link: https://www.econbiz.de/10012181384

Multistep forecast selection for panel data

Greenaway-McGrevy, Ryan - In: Econometric reviews 39 (2020) 4, pp. 373-406

Persistent link: https://www.econbiz.de/10012181429

Testing initial conditions in dynamic panel data models

Magazzini, Laura; Calzolari, Giorgio - In: Econometric reviews 39 (2020) 2, pp. 115-134

Persistent link: https://www.econbiz.de/10012181516