Europe. We find that (i) larger firms are less efficient than smaller firms, (ii) greater leverage contributes to corporate …

The emerging Europe has been hardest hit by the surge in the non-performing loans (NPLs) in the aftermath of the global …-crisis period. We quantitatively study the determinants of loan losses in static and dynamic panel models with a focus on the …

-period predictions ; hazard models ; panel data ; out-of-sample tests …

model for mixed-measurement and mixed-frequency panel data. In this framework time series observations may come from a range … simulation, thus enabling straightforward parameter estimation by standard maximum likelihood. We use the new mixed …

We propose a dynamic factor model for mixed-measurement and mixed-frequency panel data. In this framework time series … obtained by means of simulation, thus enabling straightforward parameter estimation by standard maximum likelihood. We use the …

We propose a dynamic factor model for mixed-measurement and mixed-frequency panel data. In this framework time series … obtained by means of simulation, thus enabling straightforward parameter estimation by standard maximum likelihood. We use the …

markets using quarterly panel dataset covering period of 2010–2019 and utilising feasible generalised least square methodology …

The purpose of this paper is to investigate the stochastic behavior of corporate debt ratios utilizing a balanced panel … of 2,556 publicly traded US firms during the period 1997 - 2010. We partition the panel into ten economic sectors and … perform panel unit root tests on each sector employing book value and market value measures of debt ratio. First …