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Growth and Earnings Persistence in Banking Firms: A Dynamic Panel Investigation
Shehzad, Choudhry Tanveer; Haan, Jakob de; Scholtens, Bert - CESifo - 2009
bank. Using a dynamic panel model estimated by GMM for a mixed sample of more than 1500 banks from 65 countries, we find no …
Persistent link: https://www.econbiz.de/10008572506
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An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects
Al-Sadoon, Majid M.; Li, Tong; Pesaran, M. Hashem - CESifo - 2012
eliminate the unobserved heterogeneity term and at the same time to identify the parameters of the model. We then propose GMM … finite sample performance of our GMM estimators. …
Persistent link: https://www.econbiz.de/10010598909
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Consistent Estimation of Linear Panel Data Models with Measurement Error
Meijer, Erik; Spierdijk, Laura; Wansbeek, Tom J. - CESifo - 2015
offers various opportunities to derive moment conditions that result in consistent GMM estimators. We consider three sources …
Persistent link: https://www.econbiz.de/10011122680