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Financing constraints and R&D investments of large corporations in Europe and the USA
Cincera, Michele; Ravet, Julien - 2010
This paper explores the existence and importance of financing constraints for R&D investments in large EU and US manufacturing companies over the 2000-2007 period. The main results obtained by estimating error-correction equations suggest that the sensitivity of R&D investments to cash flow...
Persistent link: https://www.econbiz.de/10011980362
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The demand for directors' and officers' liability insurance by US public companies
Kaltchev, George D. - 2004
risk as well as provides real-services efficiencies, among others. Applying dynamic panel data models, these theories are … decision-making on corporate insurance and the significance of risk management using US panel data for the first time. …
Persistent link: https://www.econbiz.de/10011568692
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Estimation and inference for spatial models with heterogeneous coefficients : an application to U.S. house prices
Aquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem - 2019
This paper considers the problem of identification, estimation and inference in the case of spatial panel data models …
Persistent link: https://www.econbiz.de/10011983664
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Estimation of dynamic discrete choice models by maximum likelihood and the simulated method of moments
Eisenhauer, Philipp; Heckman, James J.; Mosso, Stefano - 2014
We compare the performance of maximum likelihood (ML) and simulated method of moments (SMM) estimation for dynamic discrete choice models. We construct and estimate a simplified dynamic structural model of education that captures some basic features of educational choices in the United States in...
Persistent link: https://www.econbiz.de/10010418037
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Estimation in dynamic panel data models : improving on the performance of the standard GMM estimator
Blundell, Richard W.; Bond, Stephen; Windmeijer, Frank - 2000
Persistent link: https://www.econbiz.de/10001483382
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Estimation of long-run inefficiency levels : a dynamic frontier approach
Ahn, Seung Chan; Good, David H.; Sickles, Robin C. - In: Econometric reviews 19 (2000) 4, pp. 461-492
Persistent link: https://www.econbiz.de/10001521435
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Estimation in dynamic panel data models : improving on the performance of the standard GMM estimator
Blundell, Richard W.; Bond, Stephen; Windmeijer, Frank - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 53-91). 2000
Persistent link: https://www.econbiz.de/10001583116
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Moment conditions for dynamic panel logit models with fixed effects
Honoré, Bo E.; Weidner, Martin - 2020
panel data logit models with fixed effects. After introducing the moment conditions obtained in this way, we explore their … common model parameters are estimable at root-n rate for many more dynamic panel logit models than has been appreciated by …
Persistent link: https://www.econbiz.de/10012241909
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Moment conditions for dynamic panel logit models with fixed effects
Honoré, Bo E.; Weidner, Martin - 2022
This paper investigates the construction of moment conditions in discrete choice panel data with individual specific …
Persistent link: https://www.econbiz.de/10013460934
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A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables
Keane, Michael P.; Sauer, Robert M. - 2009
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …
Persistent link: https://www.econbiz.de/10003824296